MersenneTwister.java
/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* https://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
/*
* This is not the original file distributed by the Apache Software Foundation
* It has been modified by the Hipparchus project
*/
package org.hipparchus.random;
import java.io.Serializable;
import org.hipparchus.util.FastMath;
/**
* This class implements a powerful pseudo-random number generator
* developed by Makoto Matsumoto and Takuji Nishimura during
* 1996-1997.
* <p>
* <b>Caveat:</b> It is recommended to use one of WELL generators rather
* than the MersenneTwister generator (see
* <a href="http://www.iro.umontreal.ca/~panneton/WELLRNG.html">
* this paper</a> for more information).
* </p>
* <p>
* This generator features an extremely long period
* (2<sup>19937</sup>-1) and 623-dimensional equidistribution up to 32
* bits accuracy. The home page for this generator is located at <a
* href="http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html">
* http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html</a>.
* </p>
* <p>
* This generator is described in a paper by Makoto Matsumoto and
* Takuji Nishimura in 1998: <a
* href="http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/ARTICLES/mt.pdf">Mersenne
* Twister: A 623-Dimensionally Equidistributed Uniform Pseudo-Random
* Number Generator</a>, ACM Transactions on Modeling and Computer
* Simulation, Vol. 8, No. 1, January 1998, pp 3--30.
* </p>
* <p>
* This class is mainly a Java port of the 2002-01-26 version of
* the generator written in C by Makoto Matsumoto and Takuji
* Nishimura. Here is their original copyright:
* </p>
* <blockquote>
* <p>Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
* All rights reserved.</p>
* <p>Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:</p>
* <ol>
* <li>Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.</li>
* <li>Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in the
* documentation and/or other materials provided with the distribution.</li>
* <li>The names of its contributors may not be used to endorse or promote
* products derived from this software without specific prior written
* permission.</li>
* </ol>
*
* <p><strong>THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND
* CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES,
* INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
* MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
* DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS
* BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY,
* OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
* PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
* PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY
* OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE
* USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH
* DAMAGE.</strong></p>
* </blockquote>
*/
public class MersenneTwister extends IntRandomGenerator implements Serializable {
/** Serializable version identifier. */
private static final long serialVersionUID = 20160529L;
/** Size of the bytes pool. */
private static final int N = 624;
/** Period second parameter. */
private static final int M = 397;
/** X * MATRIX_A for X = {0, 1}. */
private static final int[] MAG01 = { 0x0, 0x9908b0df };
/** Bytes pool. */
private int[] mt;
/** Current index in the bytes pool. */
private int mti;
/**
* Creates a new random number generator.
* <p>
* The instance is initialized using the current time plus the
* system identity hash code of this instance as the seed.
*/
public MersenneTwister() {
mt = new int[N];
setSeed(System.currentTimeMillis() + System.identityHashCode(this));
}
/**
* Creates a new random number generator using a single int seed.
* @param seed the initial seed (32 bits integer)
*/
public MersenneTwister(int seed) {
mt = new int[N];
setSeed(seed);
}
/**
* Creates a new random number generator using an int array seed.
* @param seed the initial seed (32 bits integers array), if null
* the seed of the generator will be related to the current time
*/
public MersenneTwister(int[] seed) {
mt = new int[N];
setSeed(seed);
}
/**
* Creates a new random number generator using a single long seed.
* @param seed the initial seed (64 bits integer)
*/
public MersenneTwister(long seed) {
mt = new int[N];
setSeed(seed);
}
/**
* Reinitialize the generator as if just built with the given int seed.
* <p>
* The state of the generator is exactly the same as a new
* generator built with the same seed.
*
* @param seed the initial seed (32 bits integer)
*/
@Override
public void setSeed(int seed) {
// we use a long masked by 0xffffffffL as a poor man unsigned int
long longMT = seed & 0xffffffffL;
// NB: unlike original C code, we are working with java longs,
// the cast below makes masking unnecessary
mt[0]= (int) longMT;
for (mti = 1; mti < N; ++mti) {
// See Knuth TAOCP Vol2. 3rd Ed. P.106 for multiplier.
// initializer from the 2002-01-09 C version by Makoto Matsumoto
longMT = (1812433253l * (longMT ^ (longMT >> 30)) + mti) & 0xffffffffL;
mt[mti]= (int) longMT;
}
clearCache(); // Clear normal deviate cache
}
/**
* Reinitialize the generator as if just built with the given int array seed.
* <p>
* The state of the generator is exactly the same as a new
* generator built with the same seed.
*
* @param seed the initial seed (32 bits integers array), if null
* the seed of the generator will be the current system time plus the
* system identity hash code of this instance
*/
@Override
public void setSeed(int[] seed) {
if (seed == null) {
setSeed(System.currentTimeMillis() + System.identityHashCode(this));
return;
}
setSeed(19650218);
int i = 1;
int j = 0;
for (int k = FastMath.max(N, seed.length); k != 0; k--) {
long l0 = (mt[i] & 0x7fffffffl) | ((mt[i] < 0) ? 0x80000000l : 0x0l);
long l1 = (mt[i-1] & 0x7fffffffl) | ((mt[i-1] < 0) ? 0x80000000l : 0x0l);
long l = (l0 ^ ((l1 ^ (l1 >> 30)) * 1664525l)) + seed[j] + j; // non linear
mt[i] = (int) (l & 0xffffffffl);
i++; j++;
if (i >= N) {
mt[0] = mt[N - 1];
i = 1;
}
if (j >= seed.length) {
j = 0;
}
}
for (int k = N - 1; k != 0; k--) {
long l0 = (mt[i] & 0x7fffffffl) | ((mt[i] < 0) ? 0x80000000l : 0x0l);
long l1 = (mt[i-1] & 0x7fffffffl) | ((mt[i-1] < 0) ? 0x80000000l : 0x0l);
long l = (l0 ^ ((l1 ^ (l1 >> 30)) * 1566083941l)) - i; // non linear
mt[i] = (int) (l & 0xffffffffL);
i++;
if (i >= N) {
mt[0] = mt[N - 1];
i = 1;
}
}
mt[0] = 0x80000000; // MSB is 1; assuring non-zero initial array
clearCache(); // Clear normal deviate cache
}
/** {@inheritDoc} */
@Override
public int nextInt() {
int y;
if (mti >= N) { // generate N words at one time
int mtNext = mt[0];
for (int k = 0; k < N - M; ++k) {
int mtCurr = mtNext;
mtNext = mt[k + 1];
y = (mtCurr & 0x80000000) | (mtNext & 0x7fffffff);
mt[k] = mt[k + M] ^ (y >>> 1) ^ MAG01[y & 0x1];
}
for (int k = N - M; k < N - 1; ++k) {
int mtCurr = mtNext;
mtNext = mt[k + 1];
y = (mtCurr & 0x80000000) | (mtNext & 0x7fffffff);
mt[k] = mt[k + (M - N)] ^ (y >>> 1) ^ MAG01[y & 0x1];
}
y = (mtNext & 0x80000000) | (mt[0] & 0x7fffffff);
mt[N - 1] = mt[M - 1] ^ (y >>> 1) ^ MAG01[y & 0x1];
mti = 0;
}
y = mt[mti++];
// tempering
y ^= y >>> 11;
y ^= (y << 7) & 0x9d2c5680;
y ^= (y << 15) & 0xefc60000;
y ^= y >>> 18;
return y;
}
}