--- /dev/null Thu Jan 01 00:00:00 1970 +0000
+++ b/ossrv_pub/boost_apis/boost/random/lagged_fibonacci.hpp Tue Feb 02 02:01:42 2010 +0200
@@ -0,0 +1,464 @@
+/* boost random/lagged_fibonacci.hpp header file
+ *
+ * Copyright Jens Maurer 2000-2001
+ * Distributed under the Boost Software License, Version 1.0. (See
+ * accompanying file LICENSE_1_0.txt or copy at
+ * http://www.boost.org/LICENSE_1_0.txt)
+ *
+ * See http://www.boost.org for most recent version including documentation.
+ *
+ * $Id: lagged_fibonacci.hpp,v 1.28 2005/05/21 15:57:00 dgregor Exp $
+ *
+ * Revision history
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_LAGGED_FIBONACCI_HPP
+#define BOOST_RANDOM_LAGGED_FIBONACCI_HPP
+
+#include <cmath>
+#include <iostream>
+#include <algorithm> // std::max
+#include <iterator>
+#include <cmath> // std::pow
+#include <boost/config.hpp>
+#include <boost/limits.hpp>
+#include <boost/cstdint.hpp>
+#include <boost/detail/workaround.hpp>
+#include <boost/random/linear_congruential.hpp>
+#include <boost/random/uniform_01.hpp>
+#include <boost/random/detail/pass_through_engine.hpp>
+
+namespace boost {
+namespace random {
+
+#if BOOST_WORKAROUND(_MSC_FULL_VER, BOOST_TESTED_AT(13102292)) && BOOST_MSVC > 1300
+# define BOOST_RANDOM_EXTRACT_LF
+#endif
+
+#if defined(__APPLE_CC__) && defined(__GNUC__) && (__GNUC__ == 3) && (__GNUC_MINOR__ <= 3)
+# define BOOST_RANDOM_EXTRACT_LF
+#endif
+
+# ifdef BOOST_RANDOM_EXTRACT_LF
+namespace detail
+{
+ template<class IStream, class F, class RealType>
+ IStream&
+ extract_lagged_fibonacci_01(
+ IStream& is
+ , F const& f
+ , unsigned int& i
+ , RealType* x
+ , RealType modulus)
+ {
+ is >> i >> std::ws;
+ for(unsigned int i = 0; i < f.long_lag; ++i)
+ {
+ RealType value;
+ is >> value >> std::ws;
+ x[i] = value / modulus;
+ }
+ return is;
+ }
+
+ template<class IStream, class F, class UIntType>
+ IStream&
+ extract_lagged_fibonacci(
+ IStream& is
+ , F const& f
+ , unsigned int& i
+ , UIntType* x)
+ {
+ is >> i >> std::ws;
+ for(unsigned int i = 0; i < f.long_lag; ++i)
+ is >> x[i] >> std::ws;
+ return is;
+ }
+}
+# endif
+
+template<class UIntType, int w, unsigned int p, unsigned int q,
+ UIntType val = 0>
+class lagged_fibonacci
+{
+public:
+ typedef UIntType result_type;
+ BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+ BOOST_STATIC_CONSTANT(int, word_size = w);
+ BOOST_STATIC_CONSTANT(unsigned int, long_lag = p);
+ BOOST_STATIC_CONSTANT(unsigned int, short_lag = q);
+
+ result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; }
+ result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return wordmask; }
+
+ lagged_fibonacci() { init_wordmask(); seed(); }
+ explicit lagged_fibonacci(uint32_t value) { init_wordmask(); seed(value); }
+ template<class It> lagged_fibonacci(It& first, It last)
+ { init_wordmask(); seed(first, last); }
+ // compiler-generated copy ctor and assignment operator are fine
+
+private:
+ void init_wordmask()
+ {
+ wordmask = 0;
+ for(int i = 0; i < w; ++i)
+ wordmask |= (1u << i);
+ }
+
+public:
+ void seed(uint32_t value = 331u)
+ {
+ minstd_rand0 gen(value);
+ for(unsigned int j = 0; j < long_lag; ++j)
+ x[j] = gen() & wordmask;
+ i = long_lag;
+ }
+
+ template<class It>
+ void seed(It& first, It last)
+ {
+ // word size could be smaller than the seed values
+ unsigned int j;
+ for(j = 0; j < long_lag && first != last; ++j, ++first)
+ x[j] = *first & wordmask;
+ i = long_lag;
+ if(first == last && j < long_lag)
+ throw std::invalid_argument("lagged_fibonacci::seed");
+ }
+
+ result_type operator()()
+ {
+ if(i >= long_lag)
+ fill();
+ return x[i++];
+ }
+
+ static bool validation(result_type x)
+ {
+ return x == val;
+ }
+
+#ifndef BOOST_NO_OPERATORS_IN_NAMESPACE
+
+#ifndef BOOST_NO_MEMBER_TEMPLATE_FRIENDS
+ template<class CharT, class Traits>
+ friend std::basic_ostream<CharT,Traits>&
+ operator<<(std::basic_ostream<CharT,Traits>& os, const lagged_fibonacci& f)
+ {
+ os << f.i << " ";
+ for(unsigned int i = 0; i < f.long_lag; ++i)
+ os << f.x[i] << " ";
+ return os;
+ }
+
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT, Traits>&
+ operator>>(std::basic_istream<CharT, Traits>& is, lagged_fibonacci& f)
+ {
+# ifdef BOOST_RANDOM_EXTRACT_LF
+ return detail::extract_lagged_fibonacci(is, f, f.i, f.x);
+# else
+ is >> f.i >> std::ws;
+ for(unsigned int i = 0; i < f.long_lag; ++i)
+ is >> f.x[i] >> std::ws;
+ return is;
+# endif
+ }
+#endif
+
+ friend bool operator==(const lagged_fibonacci& x, const lagged_fibonacci& y)
+ { return x.i == y.i && std::equal(x.x, x.x+long_lag, y.x); }
+ friend bool operator!=(const lagged_fibonacci& x,
+ const lagged_fibonacci& y)
+ { return !(x == y); }
+#else
+ // Use a member function; Streamable concept not supported.
+ bool operator==(const lagged_fibonacci& rhs) const
+ { return i == rhs.i && std::equal(x, x+long_lag, rhs.x); }
+ bool operator!=(const lagged_fibonacci& rhs) const
+ { return !(*this == rhs); }
+#endif
+
+private:
+ void fill();
+ UIntType wordmask;
+ unsigned int i;
+ UIntType x[long_lag];
+};
+
+#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
+// A definition is required even for integral static constants
+template<class UIntType, int w, unsigned int p, unsigned int q, UIntType val>
+const bool lagged_fibonacci<UIntType, w, p, q, val>::has_fixed_range;
+template<class UIntType, int w, unsigned int p, unsigned int q, UIntType val>
+const unsigned int lagged_fibonacci<UIntType, w, p, q, val>::long_lag;
+template<class UIntType, int w, unsigned int p, unsigned int q, UIntType val>
+const unsigned int lagged_fibonacci<UIntType, w, p, q, val>::short_lag;
+#endif
+
+template<class UIntType, int w, unsigned int p, unsigned int q, UIntType val>
+void lagged_fibonacci<UIntType, w, p, q, val>::fill()
+{
+ // two loops to avoid costly modulo operations
+ { // extra scope for MSVC brokenness w.r.t. for scope
+ for(unsigned int j = 0; j < short_lag; ++j)
+ x[j] = (x[j] + x[j+(long_lag-short_lag)]) & wordmask;
+ }
+ for(unsigned int j = short_lag; j < long_lag; ++j)
+ x[j] = (x[j] + x[j-short_lag]) & wordmask;
+ i = 0;
+}
+
+
+
+// lagged Fibonacci generator for the range [0..1)
+// contributed by Matthias Troyer
+// for p=55, q=24 originally by G. J. Mitchell and D. P. Moore 1958
+
+template<class T, unsigned int p, unsigned int q>
+struct fibonacci_validation
+{
+ BOOST_STATIC_CONSTANT(bool, is_specialized = false);
+ static T value() { return 0; }
+ static T tolerance() { return 0; }
+};
+
+#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
+// A definition is required even for integral static constants
+template<class T, unsigned int p, unsigned int q>
+const bool fibonacci_validation<T, p, q>::is_specialized;
+#endif
+
+#define BOOST_RANDOM_FIBONACCI_VAL(T,P,Q,V,E) \
+template<> \
+struct fibonacci_validation<T, P, Q> \
+{ \
+ BOOST_STATIC_CONSTANT(bool, is_specialized = true); \
+ static T value() { return V; } \
+ static T tolerance() \
+{ return (std::max)(E, static_cast<T>(5*std::numeric_limits<T>::epsilon())); } \
+};
+// (The extra static_cast<T> in the std::max call above is actually
+// unnecessary except for HP aCC 1.30, which claims that
+// numeric_limits<double>::epsilon() doesn't actually return a double.)
+
+BOOST_RANDOM_FIBONACCI_VAL(double, 607, 273, 0.4293817707235914, 1e-14)
+BOOST_RANDOM_FIBONACCI_VAL(double, 1279, 418, 0.9421630240437659, 1e-14)
+BOOST_RANDOM_FIBONACCI_VAL(double, 2281, 1252, 0.1768114046909004, 1e-14)
+BOOST_RANDOM_FIBONACCI_VAL(double, 3217, 576, 0.1956232694868209, 1e-14)
+BOOST_RANDOM_FIBONACCI_VAL(double, 4423, 2098, 0.9499762202147172, 1e-14)
+BOOST_RANDOM_FIBONACCI_VAL(double, 9689, 5502, 0.05737836943695162, 1e-14)
+BOOST_RANDOM_FIBONACCI_VAL(double, 19937, 9842, 0.5076528587449834, 1e-14)
+BOOST_RANDOM_FIBONACCI_VAL(double, 23209, 13470, 0.5414473810619185, 1e-14)
+BOOST_RANDOM_FIBONACCI_VAL(double, 44497,21034, 0.254135073399297, 1e-14)
+
+#undef BOOST_RANDOM_FIBONACCI_VAL
+
+template<class RealType, int w, unsigned int p, unsigned int q>
+class lagged_fibonacci_01
+{
+public:
+ typedef RealType result_type;
+ BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+ BOOST_STATIC_CONSTANT(int, word_size = w);
+ BOOST_STATIC_CONSTANT(unsigned int, long_lag = p);
+ BOOST_STATIC_CONSTANT(unsigned int, short_lag = q);
+
+ lagged_fibonacci_01() { init_modulus(); seed(); }
+ explicit lagged_fibonacci_01(uint32_t value) { init_modulus(); seed(value); }
+ template<class Generator>
+ explicit lagged_fibonacci_01(Generator & gen) { init_modulus(); seed(gen); }
+ template<class It> lagged_fibonacci_01(It& first, It last)
+ { init_modulus(); seed(first, last); }
+ // compiler-generated copy ctor and assignment operator are fine
+
+private:
+ void init_modulus()
+ {
+#ifndef BOOST_NO_STDC_NAMESPACE
+ // allow for Koenig lookup
+ using std::pow;
+#endif
+ _modulus = pow(RealType(2), word_size);
+ }
+
+public:
+ void seed(uint32_t value = 331u)
+ {
+ minstd_rand0 intgen(value);
+ seed(intgen);
+ }
+
+ // For GCC, moving this function out-of-line prevents inlining, which may
+ // reduce overall object code size. However, MSVC does not grok
+ // out-of-line template member functions.
+ template<class Generator>
+ void seed(Generator & gen)
+ {
+ // use pass-by-reference, but wrap argument in pass_through_engine
+ typedef detail::pass_through_engine<Generator&> ref_gen;
+ uniform_01<ref_gen, RealType> gen01 =
+ uniform_01<ref_gen, RealType>(ref_gen(gen));
+ // I could have used std::generate_n, but it takes "gen" by value
+ for(unsigned int j = 0; j < long_lag; ++j)
+ x[j] = gen01();
+ i = long_lag;
+ }
+
+ template<class It>
+ void seed(It& first, It last)
+ {
+#ifndef BOOST_NO_STDC_NAMESPACE
+ // allow for Koenig lookup
+ using std::fmod;
+ using std::pow;
+#endif
+ unsigned long mask = ~((~0u) << (w%32)); // now lowest w bits set
+ RealType two32 = pow(RealType(2), 32);
+ unsigned int j;
+ for(j = 0; j < long_lag && first != last; ++j, ++first) {
+ x[j] = RealType(0);
+ for(int i = 0; i < w/32 && first != last; ++i, ++first)
+ x[j] += *first / pow(two32,i+1);
+ if(first != last && mask != 0)
+ x[j] += fmod((*first & mask) / _modulus, RealType(1));
+ }
+ i = long_lag;
+ if(first == last && j < long_lag)
+ throw std::invalid_argument("lagged_fibonacci_01::seed");
+ }
+
+ result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(0); }
+ result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(1); }
+
+ result_type operator()()
+ {
+ if(i >= long_lag)
+ fill();
+ return x[i++];
+ }
+
+ static bool validation(result_type x)
+ {
+ result_type v = fibonacci_validation<result_type, p, q>::value();
+ result_type epsilon = fibonacci_validation<result_type, p, q>::tolerance();
+ // std::abs is a source of trouble: sometimes, it's not overloaded
+ // for double, plus the usual namespace std noncompliance -> avoid it
+ // using std::abs;
+ // return abs(x - v) < 5 * epsilon
+ return x > v - epsilon && x < v + epsilon;
+ }
+
+#ifndef BOOST_NO_OPERATORS_IN_NAMESPACE
+
+#ifndef BOOST_NO_MEMBER_TEMPLATE_FRIENDS
+ template<class CharT, class Traits>
+ friend std::basic_ostream<CharT,Traits>&
+ operator<<(std::basic_ostream<CharT,Traits>& os, const lagged_fibonacci_01&f)
+ {
+#ifndef BOOST_NO_STDC_NAMESPACE
+ // allow for Koenig lookup
+ using std::pow;
+#endif
+ os << f.i << " ";
+ std::ios_base::fmtflags oldflags = os.flags(os.dec | os.fixed | os.left);
+ for(unsigned int i = 0; i < f.long_lag; ++i)
+ os << f.x[i] * f._modulus << " ";
+ os.flags(oldflags);
+ return os;
+ }
+
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT, Traits>&
+ operator>>(std::basic_istream<CharT, Traits>& is, lagged_fibonacci_01& f)
+ {
+# ifdef BOOST_RANDOM_EXTRACT_LF
+ return detail::extract_lagged_fibonacci_01(is, f, f.i, f.x, f._modulus);
+# else
+ is >> f.i >> std::ws;
+ for(unsigned int i = 0; i < f.long_lag; ++i) {
+ typename lagged_fibonacci_01::result_type value;
+ is >> value >> std::ws;
+ f.x[i] = value / f._modulus;
+ }
+ return is;
+# endif
+ }
+#endif
+
+ friend bool operator==(const lagged_fibonacci_01& x,
+ const lagged_fibonacci_01& y)
+ { return x.i == y.i && std::equal(x.x, x.x+long_lag, y.x); }
+ friend bool operator!=(const lagged_fibonacci_01& x,
+ const lagged_fibonacci_01& y)
+ { return !(x == y); }
+#else
+ // Use a member function; Streamable concept not supported.
+ bool operator==(const lagged_fibonacci_01& rhs) const
+ { return i == rhs.i && std::equal(x, x+long_lag, rhs.x); }
+ bool operator!=(const lagged_fibonacci_01& rhs) const
+ { return !(*this == rhs); }
+#endif
+
+private:
+ void fill();
+ unsigned int i;
+ RealType x[long_lag];
+ RealType _modulus;
+};
+
+#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
+// A definition is required even for integral static constants
+template<class RealType, int w, unsigned int p, unsigned int q>
+const bool lagged_fibonacci_01<RealType, w, p, q>::has_fixed_range;
+template<class RealType, int w, unsigned int p, unsigned int q>
+const unsigned int lagged_fibonacci_01<RealType, w, p, q>::long_lag;
+template<class RealType, int w, unsigned int p, unsigned int q>
+const unsigned int lagged_fibonacci_01<RealType, w, p, q>::short_lag;
+template<class RealType, int w, unsigned int p, unsigned int q>
+const int lagged_fibonacci_01<RealType,w,p,q>::word_size;
+
+#endif
+
+template<class RealType, int w, unsigned int p, unsigned int q>
+void lagged_fibonacci_01<RealType, w, p, q>::fill()
+{
+ // two loops to avoid costly modulo operations
+ { // extra scope for MSVC brokenness w.r.t. for scope
+ for(unsigned int j = 0; j < short_lag; ++j) {
+ RealType t = x[j] + x[j+(long_lag-short_lag)];
+ if(t >= RealType(1))
+ t -= RealType(1);
+ x[j] = t;
+ }
+ }
+ for(unsigned int j = short_lag; j < long_lag; ++j) {
+ RealType t = x[j] + x[j-short_lag];
+ if(t >= RealType(1))
+ t -= RealType(1);
+ x[j] = t;
+ }
+ i = 0;
+}
+
+} // namespace random
+
+typedef random::lagged_fibonacci_01<double, 48, 607, 273> lagged_fibonacci607;
+typedef random::lagged_fibonacci_01<double, 48, 1279, 418> lagged_fibonacci1279;
+typedef random::lagged_fibonacci_01<double, 48, 2281, 1252> lagged_fibonacci2281;
+typedef random::lagged_fibonacci_01<double, 48, 3217, 576> lagged_fibonacci3217;
+typedef random::lagged_fibonacci_01<double, 48, 4423, 2098> lagged_fibonacci4423;
+typedef random::lagged_fibonacci_01<double, 48, 9689, 5502> lagged_fibonacci9689;
+typedef random::lagged_fibonacci_01<double, 48, 19937, 9842> lagged_fibonacci19937;
+typedef random::lagged_fibonacci_01<double, 48, 23209, 13470> lagged_fibonacci23209;
+typedef random::lagged_fibonacci_01<double, 48, 44497, 21034> lagged_fibonacci44497;
+
+
+// It is possible to partially specialize uniform_01<> on lagged_fibonacci_01<>
+// to help the compiler generate efficient code. For GCC, this seems useless,
+// because GCC optimizes (x-0)/(1-0) to (x-0). This is good enough for now.
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_LAGGED_FIBONACCI_HPP