random123

MicroURNG.hpp (5332B)

---

 /*
 Copyright 2010-2011, D. E. Shaw Research.
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   contributors may be used to endorse or promote products derived from
   this software without specific prior written permission.
 
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 */
 #ifndef __MicroURNG_dot_hpp__
 #define __MicroURNG_dot_hpp__
 
 #include <stdexcept>
 #include <limits>
 
 namespace r123{
 /**
     Given a CBRNG whose ctr_type has an unsigned integral value_type,
     MicroURNG<CBRNG>(c, k) is a type that satisfies the
     requirements of a C++11 Uniform Random Number Generator.
 
     The intended purpose is for a MicroURNG to be passed
     as an argument to a C++11 Distribution, e.g.,
     std::normal_distribution.  See examples/MicroURNG.cpp.
 
     The MicroURNG functor has a period of "only"
 
        ctr_type.size()*2^32,
 
     after which it will silently repeat.
 
     The high 32 bits of the highest word in the counter c, passed to
     the constructor must be zero.  MicroURNG uses these bits to
     "count".
 
     Older versions of the library permitted a second template
     parameter by which the caller could control the number of
     bits devoted to the URNG's internal counter.  This flexibility
     has been disabled because URNGs created with different
     numbers of counter bits could, conceivably "collide".
 
 \code
        typedef ?someCBRNG? RNG;
        RNG::ctr_type c = ...; // under application control
        RNG::key_type k = ...; // 
        std::normal_distribution<float> nd;
        MicroURNG<RNG> urng(c, k);
        for(???){
          ...
          nd(urng);  // may be called several hundred times with BITS=10
          ...
        }
 \endcode
 */
 
 template<typename CBRNG>
 class MicroURNG{
     // According to C++11, a URNG requires only a result_type,
     // operator()(), min() and max() methods.  Everything else
     // (ctr_type, key_type, reset() method, etc.) is "value added"
     // for the benefit of users that "know" that they're dealing with
     // a MicroURNG.
 public:
     typedef CBRNG cbrng_type;
     static const int BITS = 32;
     typedef typename cbrng_type::ctr_type ctr_type;
     typedef typename cbrng_type::key_type key_type;
     typedef typename cbrng_type::ukey_type ukey_type;
     typedef typename ctr_type::value_type result_type;
 
     R123_STATIC_ASSERT( std::numeric_limits<result_type>::digits >= BITS, "The result_type must have at least 32 bits" );
 
     result_type operator()(){
         if(last_elem == 0){
             // jam n into the high bits of c
             const size_t W = std::numeric_limits<result_type>::digits;
             ctr_type c = c0;
             c[c0.size()-1] |= n<<(W-BITS);
             rdata = b(c,k);
             n++;
             last_elem = rdata.size();
         }
         return rdata[--last_elem];
     }
     MicroURNG(cbrng_type _b, ctr_type _c0, ukey_type _uk) : b(_b), c0(_c0), k(_uk), n(0), last_elem(0) {
         chkhighbits();
     }
     MicroURNG(ctr_type _c0, ukey_type _uk) : b(), c0(_c0), k(_uk), n(0), last_elem(0) {
         chkhighbits();
     }
 
     // _Min and _Max work around a bug in the library shipped with MacOS Xcode 4.5.2.
     // See the commment in conventional/Engine.hpp.  
     const static result_type _Min = 0;
     const static result_type _Max = ~((result_type)0);
 
     static R123_CONSTEXPR result_type min R123_NO_MACRO_SUBST () { return _Min; }
     static R123_CONSTEXPR result_type max R123_NO_MACRO_SUBST () { return _Max; }
     // extra methods:
     const ctr_type& counter() const{ return c0; }
     void reset(ctr_type _c0, ukey_type _uk){
         c0 = _c0;
         chkhighbits();
         k = _uk;
         n = 0;
         last_elem = 0;
     }
 
 private:
     cbrng_type b;
     ctr_type c0;
     key_type k;
     R123_ULONG_LONG n;
     size_t last_elem;
     ctr_type rdata;
     void chkhighbits(){
         result_type r = c0[c0.size()-1];
         result_type mask = ((uint64_t)std::numeric_limits<result_type>::max R123_NO_MACRO_SUBST ())>>BITS;
         if((r&mask) != r)
             throw std::runtime_error("MicroURNG: c0, does not have high bits clear");
     }
 };
 } // namespace r123
 #endif