package ec.util; import java.io.*; /** *

MersenneTwister and MersenneTwisterFast

*

Version 22, based on version MT199937(99/10/29) * of the Mersenne Twister algorithm found at * * The Mersenne Twister Home Page, with the initialization * improved using the new 2002/1/26 initialization algorithm * By Sean Luke, October 2004. * *

MersenneTwister is a drop-in subclass replacement * for java.util.Random. It is properly synchronized and * can be used in a multithreaded environment. On modern VMs such * as HotSpot, it is approximately 1/3 slower than java.util.Random. * *

MersenneTwisterFast is not a subclass of java.util.Random. It has * the same public methods as Random does, however, and it is * algorithmically identical to MersenneTwister. MersenneTwisterFast * has hard-code inlined all of its methods directly, and made all of them * final (well, the ones of consequence anyway). Further, these * methods are not synchronized, so the same MersenneTwisterFast * instance cannot be shared by multiple threads. But all this helps * MersenneTwisterFast achieve well over twice the speed of MersenneTwister. * java.util.Random is about 1/3 slower than MersenneTwisterFast. * *

About the Mersenne Twister

*

This is a Java version of the C-program for MT19937: Integer version. * The MT19937 algorithm was created by Makoto Matsumoto and Takuji Nishimura, * who ask: "When you use this, send an email to: matumoto@math.keio.ac.jp * with an appropriate reference to your work". Indicate that this * is a translation of their algorithm into Java. * *

Reference. * Makato Matsumoto and Takuji Nishimura, * "Mersenne Twister: A 623-Dimensionally Equidistributed Uniform * Pseudo-Random Number Generator", * ACM Transactions on Modeling and. Computer Simulation, * Vol. 8, No. 1, January 1998, pp 3--30. * *

About this Version

* *

Changes since V21: Minor documentation HTML fixes. * *

Changes since V20: Added clearGuassian(). Modified stateEquals() * to be synchronizd on both objects for MersenneTwister, and changed its * documentation. Added synchronization to both setSeed() methods, to * writeState(), and to readState() in MersenneTwister. Removed synchronization * from readObject() in MersenneTwister. * *

Changes since V19: nextFloat(boolean, boolean) now returns float, * not double. * *

Changes since V18: Removed old final declarations, which used to * potentially speed up the code, but no longer. * *

Changes since V17: Removed vestigial references to &= 0xffffffff * which stemmed from the original C code. The C code could not guarantee that * ints were 32 bit, hence the masks. The vestigial references in the Java * code were likely optimized out anyway. * *

Changes since V16: Added nextDouble(includeZero, includeOne) and * nextFloat(includeZero, includeOne) to allow for half-open, fully-closed, and * fully-open intervals. * *

Changes Since V15: Added serialVersionUID to quiet compiler warnings * from Sun's overly verbose compilers as of JDK 1.5. * *

Changes Since V14: made strictfp, with StrictMath.log and StrictMath.sqrt * in nextGaussian instead of Math.log and Math.sqrt. This is largely just to be safe, * as it presently makes no difference in the speed, correctness, or results of the * algorithm. * *

Changes Since V13: clone() method CloneNotSupportedException removed. * *

Changes Since V12: clone() method added. * *

Changes Since V11: stateEquals(...) method added. MersenneTwisterFast * is equal to other MersenneTwisterFasts with identical state; likewise * MersenneTwister is equal to other MersenneTwister with identical state. * This isn't equals(...) because that requires a contract of immutability * to compare by value. * *

Changes Since V10: A documentation error suggested that * setSeed(int[]) required an int[] array 624 long. In fact, the array * can be any non-zero length. The new version also checks for this fact. * *

Changes Since V9: readState(stream) and writeState(stream) * provided. * *

Changes Since V8: setSeed(int) was only using the first 28 bits * of the seed; it should have been 32 bits. For small-number seeds the * behavior is identical. * *

Changes Since V7: A documentation error in MersenneTwisterFast * (but not MersenneTwister) stated that nextDouble selects uniformly from * the full-open interval [0,1]. It does not. nextDouble's contract is * identical across MersenneTwisterFast, MersenneTwister, and java.util.Random, * namely, selection in the half-open interval [0,1). That is, 1.0 should * not be returned. A similar contract exists in nextFloat. * *

Changes Since V6: License has changed from LGPL to BSD. * New timing information to compare against * java.util.Random. Recent versions of HotSpot have helped Random increase * in speed to the point where it is faster than MersenneTwister but slower * than MersenneTwisterFast (which should be the case, as it's a less complex * algorithm but is synchronized). * *

Changes Since V5: New empty constructor made to work the same * as java.util.Random -- namely, it seeds based on the current time in * milliseconds. * *

Changes Since V4: New initialization algorithms. See * (see * http://www.math.keio.ac.jp/matumoto/MT2002/emt19937ar.html) * *

The MersenneTwister code is based on standard MT19937 C/C++ * code by Takuji Nishimura, * with suggestions from Topher Cooper and Marc Rieffel, July 1997. * The code was originally translated into Java by Michael Lecuyer, * January 1999, and the original code is Copyright (c) 1999 by Michael Lecuyer. * *

Java notes

* *

This implementation implements the bug fixes made * in Java 1.2's version of Random, which means it can be used with * earlier versions of Java. See * * the JDK 1.2 java.util.Random documentation for further documentation * on the random-number generation contracts made. Additionally, there's * an undocumented bug in the JDK java.util.Random.nextBytes() method, * which this code fixes. * *

Just like java.util.Random, this * generator accepts a long seed but doesn't use all of it. java.util.Random * uses 48 bits. The Mersenne Twister instead uses 32 bits (int size). * So it's best if your seed does not exceed the int range. * *

MersenneTwister can be used reliably * on JDK version 1.1.5 or above. Earlier Java versions have serious bugs in * java.util.Random; only MersenneTwisterFast (and not MersenneTwister nor * java.util.Random) should be used with them. * *

License

* * Copyright (c) 2003 by Sean Luke.
* Portions copyright (c) 1993 by Michael Lecuyer.
* All rights reserved.
* *

Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions are met: *

*

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 OWNERS 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. * @version 22 */ public strictfp class MersenneTwister extends java.util.Random implements Serializable, Cloneable { // Serialization private static final long serialVersionUID = -4035832775130174188L; // locked as of Version 15 // Period parameters private static final int N = 624; private static final int M = 397; private static final int MATRIX_A = 0x9908b0df; // private static final * constant vector a private static final int UPPER_MASK = 0x80000000; // most significant w-r bits private static final int LOWER_MASK = 0x7fffffff; // least significant r bits // Tempering parameters private static final int TEMPERING_MASK_B = 0x9d2c5680; private static final int TEMPERING_MASK_C = 0xefc60000; private int mt[]; // the array for the state vector private int mti; // mti==N+1 means mt[N] is not initialized private int mag01[]; // a good initial seed (of int size, though stored in a long) //private static final long GOOD_SEED = 4357; /* implemented here because there's a bug in Random's implementation of the Gaussian code (divide by zero, and log(0), ugh!), yet its gaussian variables are private so we can't access them here. :-( */ private double __nextNextGaussian; private boolean __haveNextNextGaussian; /* We're overriding all internal data, to my knowledge, so this should be okay */ public Object clone() { try { MersenneTwister f = (MersenneTwister)(super.clone()); f.mt = (int[])(mt.clone()); f.mag01 = (int[])(mag01.clone()); return f; } catch (CloneNotSupportedException e) { throw new InternalError(); } // should never happen } /** Returns true if the MersenneTwister's current internal state is equal to another MersenneTwister. This is roughly the same as equals(other), except that it compares based on value but does not guarantee the contract of immutability (obviously random number generators are immutable). Note that this does NOT check to see if the internal gaussian storage is the same for both. You can guarantee that the internal gaussian storage is the same (and so the nextGaussian() methods will return the same values) by calling clearGaussian() on both objects. */ public synchronized boolean stateEquals(MersenneTwister other) { if (other == this) return true; if (other == null)return false; synchronized(other) { if (mti != other.mti) return false; for(int x=0;x>> 30)) + mti); /* See Knuth TAOCP Vol2. 3rd Ed. P.106 for multiplier. */ /* In the previous versions, MSBs of the seed affect */ /* only MSBs of the array mt[]. */ /* 2002/01/09 modified by Makoto Matsumoto */ // mt[mti] &= 0xffffffff; /* for >32 bit machines */ } } /** * Sets the seed of the MersenneTwister using an array of integers. * Your array must have a non-zero length. Only the first 624 integers * in the array are used; if the array is shorter than this then * integers are repeatedly used in a wrap-around fashion. */ synchronized public void setSeed(int[] array) { if (array.length == 0) throw new IllegalArgumentException("Array length must be greater than zero"); int i, j, k; setSeed(19650218); i=1; j=0; k = (N>array.length ? N : array.length); for (; k!=0; k--) { mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >>> 30)) * 1664525)) + array[j] + j; /* non linear */ // mt[i] &= 0xffffffff; /* for WORDSIZE > 32 machines */ i++; j++; if (i>=N) { mt[0] = mt[N-1]; i=1; } if (j>=array.length) j=0; } for (k=N-1; k!=0; k--) { mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >>> 30)) * 1566083941)) - i; /* non linear */ // mt[i] &= 0xffffffff; /* for WORDSIZE > 32 machines */ i++; if (i>=N) { mt[0] = mt[N-1]; i=1; } } mt[0] = 0x80000000; /* MSB is 1; assuring non-zero initial array */ } /** * Returns an integer with bits bits filled with a random number. */ synchronized protected int next(int bits) { int y; if (mti >= N) // generate N words at one time { int kk; final int[] mt = this.mt; // locals are slightly faster final int[] mag01 = this.mag01; // locals are slightly faster for (kk = 0; kk < N - M; kk++) { y = (mt[kk] & UPPER_MASK) | (mt[kk+1] & LOWER_MASK); mt[kk] = mt[kk+M] ^ (y >>> 1) ^ mag01[y & 0x1]; } for (; kk < N-1; kk++) { y = (mt[kk] & UPPER_MASK) | (mt[kk+1] & LOWER_MASK); mt[kk] = mt[kk+(M-N)] ^ (y >>> 1) ^ mag01[y & 0x1]; } y = (mt[N-1] & UPPER_MASK) | (mt[0] & LOWER_MASK); mt[N-1] = mt[M-1] ^ (y >>> 1) ^ mag01[y & 0x1]; mti = 0; } y = mt[mti++]; y ^= y >>> 11; // TEMPERING_SHIFT_U(y) y ^= (y << 7) & TEMPERING_MASK_B; // TEMPERING_SHIFT_S(y) y ^= (y << 15) & TEMPERING_MASK_C; // TEMPERING_SHIFT_T(y) y ^= (y >>> 18); // TEMPERING_SHIFT_L(y) return y >>> (32 - bits); // hope that's right! } /* If you've got a truly old version of Java, you can omit these two next methods. */ private synchronized void writeObject(ObjectOutputStream out) throws IOException { // just so we're synchronized. out.defaultWriteObject(); } private void readObject (ObjectInputStream in) // readObject never needs to be Synchronized throws IOException, ClassNotFoundException { in.defaultReadObject(); } /** This method is missing from jdk 1.0.x and below. JDK 1.1 includes this for us, but what the heck.*/ public boolean nextBoolean() {return next(1) != 0;} /** This generates a coin flip with a probability probability of returning true, else returning false. probability must be between 0.0 and 1.0, inclusive. Not as precise a random real event as nextBoolean(double), but twice as fast. To explicitly use this, remember you may need to cast to float first. */ public boolean nextBoolean (float probability) { if (probability < 0.0f || probability > 1.0f) throw new IllegalArgumentException ("probability must be between 0.0 and 1.0 inclusive."); if (probability==0.0f) return false; // fix half-open issues else if (probability==1.0f) return true; // fix half-open issues return nextFloat() < probability; } /** This generates a coin flip with a probability probability of returning true, else returning false. probability must be between 0.0 and 1.0, inclusive. */ public boolean nextBoolean (double probability) { if (probability < 0.0 || probability > 1.0) throw new IllegalArgumentException ("probability must be between 0.0 and 1.0 inclusive."); if (probability==0.0) return false; // fix half-open issues else if (probability==1.0) return true; // fix half-open issues return nextDouble() < probability; } /** This method is missing from JDK 1.1 and below. JDK 1.2 includes this for us, but what the heck. */ public int nextInt(int n) { if (n<=0) throw new IllegalArgumentException("n must be positive, got: " + n); if ((n & -n) == n) return (int)((n * (long)next(31)) >> 31); int bits, val; do { bits = next(31); val = bits % n; } while(bits - val + (n-1) < 0); return val; } /** This method is for completness' sake. Returns a long drawn uniformly from 0 to n-1. Suffice it to say, n must be greater than 0, or an IllegalArgumentException is raised. */ public long nextLong(long n) { if (n<=0) throw new IllegalArgumentException("n must be positive, got: " + n); long bits, val; do { bits = (nextLong() >>> 1); val = bits % n; } while(bits - val + (n-1) < 0); return val; } /** A bug fix for versions of JDK 1.1 and below. JDK 1.2 fixes this for us, but what the heck. */ public double nextDouble() { return (((long)next(26) << 27) + next(27)) / (double)(1L << 53); } /** Returns a double in the range from 0.0 to 1.0, possibly inclusive of 0.0 and 1.0 themselves. Thus:
ExpressionInterval
nextDouble(false, false)(0.0, 1.0)
nextDouble(true, false)[0.0, 1.0)
nextDouble(false, true)(0.0, 1.0]
nextDouble(true, true)[0.0, 1.0]
Table of intervals

This version preserves all possible random values in the double range. */ public double nextDouble(boolean includeZero, boolean includeOne) { double d = 0.0; do { d = nextDouble(); // grab a value, initially from half-open [0.0, 1.0) if (includeOne && nextBoolean()) d += 1.0; // if includeOne, with 1/2 probability, push to [1.0, 2.0) } while ( (d > 1.0) || // everything above 1.0 is always invalid (!includeZero && d == 0.0)); // if we're not including zero, 0.0 is invalid return d; } /** A bug fix for versions of JDK 1.1 and below. JDK 1.2 fixes this for us, but what the heck. */ public float nextFloat() { return next(24) / ((float)(1 << 24)); } /** Returns a float in the range from 0.0f to 1.0f, possibly inclusive of 0.0f and 1.0f themselves. Thus:
ExpressionInterval
nextFloat(false, false)(0.0f, 1.0f)
nextFloat(true, false)[0.0f, 1.0f)
nextFloat(false, true)(0.0f, 1.0f]
nextFloat(true, true)[0.0f, 1.0f]
Table of intervals

This version preserves all possible random values in the float range. */ public float nextFloat(boolean includeZero, boolean includeOne) { float d = 0.0f; do { d = nextFloat(); // grab a value, initially from half-open [0.0f, 1.0f) if (includeOne && nextBoolean()) d += 1.0f; // if includeOne, with 1/2 probability, push to [1.0f, 2.0f) } while ( (d > 1.0f) || // everything above 1.0f is always invalid (!includeZero && d == 0.0f)); // if we're not including zero, 0.0f is invalid return d; } /** A bug fix for all versions of the JDK. The JDK appears to use all four bytes in an integer as independent byte values! Totally wrong. I've submitted a bug report. */ public void nextBytes(byte[] bytes) { for (int x=0;x http://developer.java.sun.com/developer/bugParade/bugs/4254501.html */ synchronized public double nextGaussian() { if (__haveNextNextGaussian) { __haveNextNextGaussian = false; return __nextNextGaussian; } else { double v1, v2, s; do { v1 = 2 * nextDouble() - 1; // between -1.0 and 1.0 v2 = 2 * nextDouble() - 1; // between -1.0 and 1.0 s = v1 * v1 + v2 * v2; } while (s >= 1 || s==0 ); double multiplier = StrictMath.sqrt(-2 * StrictMath.log(s)/s); __nextNextGaussian = v2 * multiplier; __haveNextNextGaussian = true; return v1 * multiplier; } } /** * Tests the code. */ public static void main(String args[]) { int j; MersenneTwister r; // CORRECTNESS TEST // COMPARE WITH http://www.math.keio.ac.jp/matumoto/CODES/MT2002/mt19937ar.out r = new MersenneTwister(new int[]{0x123, 0x234, 0x345, 0x456}); System.out.println("Output of MersenneTwister with new (2002/1/26) seeding mechanism"); for (j=0;j<1000;j++) { // first, convert the int from signed to "unsigned" long l = (long)r.nextInt(); if (l < 0 ) l += 4294967296L; // max int value String s = String.valueOf(l); while(s.length() < 10) s = " " + s; // buffer System.out.print(s + " "); if (j%5==4) System.out.println(); } // SPEED TEST final long SEED = 4357L; int xx; long ms; System.out.println("\nTime to test grabbing 100000000 ints"); r = new MersenneTwister(SEED); ms = System.currentTimeMillis(); xx=0; for (j = 0; j < 100000000; j++) xx += r.nextInt(); System.out.println("Mersenne Twister: " + (System.currentTimeMillis()-ms) + " Ignore this: " + xx); System.out.println("To compare this with java.util.Random, run this same test on MersenneTwisterFast."); System.out.println("The comparison with Random is removed from MersenneTwister because it is a proper"); System.out.println("subclass of Random and this unfairly makes some of Random's methods un-inlinable,"); System.out.println("so it would make Random look worse than it is."); // TEST TO COMPARE TYPE CONVERSION BETWEEN // MersenneTwisterFast.java AND MersenneTwister.java System.out.println("\nGrab the first 1000 booleans"); r = new MersenneTwister(SEED); for (j = 0; j < 1000; j++) { System.out.print(r.nextBoolean() + " "); if (j%8==7) System.out.println(); } if (!(j%8==7)) System.out.println(); System.out.println("\nGrab 1000 booleans of increasing probability using nextBoolean(double)"); r = new MersenneTwister(SEED); for (j = 0; j < 1000; j++) { System.out.print(r.nextBoolean((double)(j/999.0)) + " "); if (j%8==7) System.out.println(); } if (!(j%8==7)) System.out.println(); System.out.println("\nGrab 1000 booleans of increasing probability using nextBoolean(float)"); r = new MersenneTwister(SEED); for (j = 0; j < 1000; j++) { System.out.print(r.nextBoolean((float)(j/999.0f)) + " "); if (j%8==7) System.out.println(); } if (!(j%8==7)) System.out.println(); byte[] bytes = new byte[1000]; System.out.println("\nGrab the first 1000 bytes using nextBytes"); r = new MersenneTwister(SEED); r.nextBytes(bytes); for (j = 0; j < 1000; j++) { System.out.print(bytes[j] + " "); if (j%16==15) System.out.println(); } if (!(j%16==15)) System.out.println(); byte b; System.out.println("\nGrab the first 1000 bytes -- must be same as nextBytes"); r = new MersenneTwister(SEED); for (j = 0; j < 1000; j++) { System.out.print((b = r.nextByte()) + " "); if (b!=bytes[j]) System.out.print("BAD "); if (j%16==15) System.out.println(); } if (!(j%16==15)) System.out.println(); System.out.println("\nGrab the first 1000 shorts"); r = new MersenneTwister(SEED); for (j = 0; j < 1000; j++) { System.out.print(r.nextShort() + " "); if (j%8==7) System.out.println(); } if (!(j%8==7)) System.out.println(); System.out.println("\nGrab the first 1000 ints"); r = new MersenneTwister(SEED); for (j = 0; j < 1000; j++) { System.out.print(r.nextInt() + " "); if (j%4==3) System.out.println(); } if (!(j%4==3)) System.out.println(); System.out.println("\nGrab the first 1000 ints of different sizes"); r = new MersenneTwister(SEED); int max = 1; for (j = 0; j < 1000; j++) { System.out.print(r.nextInt(max) + " "); max *= 2; if (max <= 0) max = 1; if (j%4==3) System.out.println(); } if (!(j%4==3)) System.out.println(); System.out.println("\nGrab the first 1000 longs"); r = new MersenneTwister(SEED); for (j = 0; j < 1000; j++) { System.out.print(r.nextLong() + " "); if (j%3==2) System.out.println(); } if (!(j%3==2)) System.out.println(); System.out.println("\nGrab the first 1000 longs of different sizes"); r = new MersenneTwister(SEED); long max2 = 1; for (j = 0; j < 1000; j++) { System.out.print(r.nextLong(max2) + " "); max2 *= 2; if (max2 <= 0) max2 = 1; if (j%4==3) System.out.println(); } if (!(j%4==3)) System.out.println(); System.out.println("\nGrab the first 1000 floats"); r = new MersenneTwister(SEED); for (j = 0; j < 1000; j++) { System.out.print(r.nextFloat() + " "); if (j%4==3) System.out.println(); } if (!(j%4==3)) System.out.println(); System.out.println("\nGrab the first 1000 doubles"); r = new MersenneTwister(SEED); for (j = 0; j < 1000; j++) { System.out.print(r.nextDouble() + " "); if (j%3==2) System.out.println(); } if (!(j%3==2)) System.out.println(); System.out.println("\nGrab the first 1000 gaussian doubles"); r = new MersenneTwister(SEED); for (j = 0; j < 1000; j++) { System.out.print(r.nextGaussian() + " "); if (j%3==2) System.out.println(); } if (!(j%3==2)) System.out.println(); } }