/* boost random/inversive_congruential.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: inversive_congruential.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $ | |
* | |
* Revision history | |
* 2001-02-18 moved to individual header files | |
*/ | |
#ifndef BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP | |
#define BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP | |
#include <iostream> | |
#include <cassert> | |
#include <stdexcept> | |
#include <boost/config.hpp> | |
#include <boost/static_assert.hpp> | |
#include <boost/random/detail/config.hpp> | |
#include <boost/random/detail/const_mod.hpp> | |
namespace boost { | |
namespace random { | |
// Eichenauer and Lehn 1986 | |
/** | |
* Instantiations of class template @c inversive_congruential model a | |
* \pseudo_random_number_generator. It uses the inversive congruential | |
* algorithm (ICG) described in | |
* | |
* @blockquote | |
* "Inversive pseudorandom number generators: concepts, results and links", | |
* Peter Hellekalek, In: "Proceedings of the 1995 Winter Simulation | |
* Conference", C. Alexopoulos, K. Kang, W.R. Lilegdon, and D. Goldsman | |
* (editors), 1995, pp. 255-262. ftp://random.mat.sbg.ac.at/pub/data/wsc95.ps | |
* @endblockquote | |
* | |
* The output sequence is defined by x(n+1) = (a*inv(x(n)) - b) (mod p), | |
* where x(0), a, b, and the prime number p are parameters of the generator. | |
* The expression inv(k) denotes the multiplicative inverse of k in the | |
* field of integer numbers modulo p, with inv(0) := 0. | |
* | |
* The template parameter IntType shall denote a signed integral type large | |
* enough to hold p; a, b, and p are the parameters of the generators. The | |
* template parameter val is the validation value checked by validation. | |
* | |
* @xmlnote | |
* The implementation currently uses the Euclidian Algorithm to compute | |
* the multiplicative inverse. Therefore, the inversive generators are about | |
* 10-20 times slower than the others (see section"performance"). However, | |
* the paper talks of only 3x slowdown, so the Euclidian Algorithm is probably | |
* not optimal for calculating the multiplicative inverse. | |
* @endxmlnote | |
*/ | |
template<class IntType, IntType a, IntType b, IntType p, IntType val> | |
class inversive_congruential | |
{ | |
public: | |
typedef IntType result_type; | |
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION | |
static const bool has_fixed_range = true; | |
static const result_type min_value = (b == 0 ? 1 : 0); | |
static const result_type max_value = p-1; | |
#else | |
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false); | |
#endif | |
BOOST_STATIC_CONSTANT(result_type, multiplier = a); | |
BOOST_STATIC_CONSTANT(result_type, increment = b); | |
BOOST_STATIC_CONSTANT(result_type, modulus = p); | |
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return b == 0 ? 1 : 0; } | |
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return p-1; } | |
/** | |
* Constructs an inversive_congruential generator with | |
* @c y0 as the initial state. | |
*/ | |
explicit inversive_congruential(IntType y0 = 1) : value(y0) | |
{ | |
BOOST_STATIC_ASSERT(b >= 0); | |
BOOST_STATIC_ASSERT(p > 1); | |
BOOST_STATIC_ASSERT(a >= 1); | |
if(b == 0) | |
assert(y0 > 0); | |
} | |
template<class It> inversive_congruential(It& first, It last) | |
{ seed(first, last); } | |
/** Changes the current state to y0. */ | |
void seed(IntType y0 = 1) { value = y0; if(b == 0) assert(y0 > 0); } | |
template<class It> void seed(It& first, It last) | |
{ | |
if(first == last) | |
throw std::invalid_argument("inversive_congruential::seed"); | |
value = *first++; | |
} | |
IntType operator()() | |
{ | |
typedef const_mod<IntType, p> do_mod; | |
value = do_mod::mult_add(a, do_mod::invert(value), b); | |
return value; | |
} | |
static bool validation(result_type x) { return val == x; } | |
#ifndef BOOST_NO_OPERATORS_IN_NAMESPACE | |
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS | |
template<class CharT, class Traits> | |
friend std::basic_ostream<CharT,Traits>& | |
operator<<(std::basic_ostream<CharT,Traits>& os, inversive_congruential x) | |
{ os << x.value; return os; } | |
template<class CharT, class Traits> | |
friend std::basic_istream<CharT,Traits>& | |
operator>>(std::basic_istream<CharT,Traits>& is, inversive_congruential& x) | |
{ is >> x.value; return is; } | |
#endif | |
friend bool operator==(inversive_congruential x, inversive_congruential y) | |
{ return x.value == y.value; } | |
friend bool operator!=(inversive_congruential x, inversive_congruential y) | |
{ return !(x == y); } | |
#else | |
// Use a member function; Streamable concept not supported. | |
bool operator==(inversive_congruential rhs) const | |
{ return value == rhs.value; } | |
bool operator!=(inversive_congruential rhs) const | |
{ return !(*this == rhs); } | |
#endif | |
private: | |
IntType value; | |
}; | |
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION | |
// A definition is required even for integral static constants | |
template<class IntType, IntType a, IntType b, IntType p, IntType val> | |
const bool inversive_congruential<IntType, a, b, p, val>::has_fixed_range; | |
template<class IntType, IntType a, IntType b, IntType p, IntType val> | |
const typename inversive_congruential<IntType, a, b, p, val>::result_type inversive_congruential<IntType, a, b, p, val>::min_value; | |
template<class IntType, IntType a, IntType b, IntType p, IntType val> | |
const typename inversive_congruential<IntType, a, b, p, val>::result_type inversive_congruential<IntType, a, b, p, val>::max_value; | |
template<class IntType, IntType a, IntType b, IntType p, IntType val> | |
const typename inversive_congruential<IntType, a, b, p, val>::result_type inversive_congruential<IntType, a, b, p, val>::multiplier; | |
template<class IntType, IntType a, IntType b, IntType p, IntType val> | |
const typename inversive_congruential<IntType, a, b, p, val>::result_type inversive_congruential<IntType, a, b, p, val>::increment; | |
template<class IntType, IntType a, IntType b, IntType p, IntType val> | |
const typename inversive_congruential<IntType, a, b, p, val>::result_type inversive_congruential<IntType, a, b, p, val>::modulus; | |
#endif | |
} // namespace random | |
/** | |
* The specialization hellekalek1995 was suggested in | |
* | |
* @blockquote | |
* "Inversive pseudorandom number generators: concepts, results and links", | |
* Peter Hellekalek, In: "Proceedings of the 1995 Winter Simulation | |
* Conference", C. Alexopoulos, K. Kang, W.R. Lilegdon, and D. Goldsman | |
* (editors), 1995, pp. 255-262. ftp://random.mat.sbg.ac.at/pub/data/wsc95.ps | |
* @endblockquote | |
*/ | |
typedef random::inversive_congruential<int32_t, 9102, 2147483647-36884165, | |
2147483647, 0> hellekalek1995; | |
} // namespace boost | |
#endif // BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP |