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Statistical distributions library (in statu nascendi)
/*
* Copyright 2013 SPZ
*
* Licensed 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
*
* http://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 a port from the C code at
* http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/VERSIONS/C-LANG/mt19937-64.c
* .
*
* Copyright (C) 2004, Makoto Matsumoto and Takuji Nishimura,
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
*
* 1. Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
*
* 2. 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.
*
* 3. The names of its contributors may not be used to endorse or promote
* products derived from this software without specific prior written
* permission.
*
* 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.
* ====================================================
*/
package math.rng;
import java.security.SecureRandom;
/**
* 64-bit Mersenne Twister. This generator has a period of
* 219937 − 1. It is about 30% slower than
* {@link java.util.concurrent.ThreadLocalRandom} and more than twice as fast as
* {@link java.util.Random}. Mersenne Twister (mostly in its 32-bit incarnation)
* is the de facto standard PRNG for scientific applications.
*
* The recursion is similar to the 32-bit Mersenne Twister but different, so the
* output is totally different from the 32-bit version.
*
*
* This is a port of the "mt19937-64.c" C code (2004/9/29 version)..
*
* See: The
* Mersenne Twister Home Page
*/
public class MersenneTwister64 extends AbstractRng64 {
private static final int NN = 312;
private static final int MM = 156;
private static final long MATRIX_A = 0xb5026f5aa96619e9L;
/* Most significant 33 bits */
private static final long UM = 0xffffffff80000000L;
/* Least significant 31 bits */
private static final long LM = 0x7fffffffL;
private static final long[] mag01 = { 0L, MATRIX_A };
private static final MersenneTwister64 defaultRng = createDefaultRng();
/* The array for the state vector */
private long[] mt = new long[NN];
/* mti == NN + 1 means mt[] is not initialized */
private int mti = NN + 1;
public MersenneTwister64() {
setSeed(MarsagliaXOR64.getDefault().nextLong());
}
public MersenneTwister64(final long seed) {
setSeed(seed == 0L ? -1 : seed);
}
public MersenneTwister64(final long[] seedArray) {
setSeed(seedArray);
}
/*
* Initialize the RNG with a 64-bit seed.
*/
private void setSeed(final long seed) {
mt[0] = seed;
for (mti = 1; mti < NN; mti++) {
mt[mti] = (6364136223846793005L * (mt[mti - 1] ^ (mt[mti - 1] >>> 62)) + mti);
}
}
/*
* Initialize the RNG by an array.
*/
private void setSeed(final long[] seedArray) {
setSeed(19650218L);
int i = 1;
int j = 0;
int k = (NN > seedArray.length ? NN : seedArray.length);
for (; k != 0; k--) {
mt[i] = (mt[i] ^ ((mt[i - 1] ^ (mt[i - 1] >>> 62)) * 3935559000370003845L))
+ seedArray[j] + j; /* non linear */
i++;
j++;
if (i >= NN) {
mt[0] = mt[NN - 1];
i = 1;
}
if (j >= seedArray.length) {
j = 0;
}
}
for (k = NN - 1; k != 0; k--) {
mt[i] = (mt[i] ^ ((mt[i - 1] ^ (mt[i - 1] >>> 62)) * 2862933555777941757L))
- i; /* non linear */
i++;
if (i >= NN) {
mt[0] = mt[NN - 1];
i = 1;
}
}
mt[0] = 1L << 63; /* MSB is 1; assuring non-zero initial array */
}
public final long nextLong() {
long x;
if (mti >= NN) { /* generate NN words at one time */
int i;
for (i = 0; i < NN - MM; i++) {
x = (mt[i] & UM) | (mt[i + 1] & LM);
mt[i] = mt[i + MM] ^ (x >>> 1) ^ mag01[(int) (x & 1L)];
}
for (; i < NN - 1; i++) {
x = (mt[i] & UM) | (mt[i + 1] & LM);
mt[i] = mt[i + (MM - NN)] ^ (x >>> 1) ^ mag01[(int) (x & 1L)];
}
x = (mt[NN - 1] & UM) | (mt[0] & LM);
mt[NN - 1] = mt[MM - 1] ^ (x >>> 1) ^ mag01[(int) (x & 1L)];
mti = 0;
}
x = mt[mti++];
x ^= (x >>> 29) & 0x5555555555555555L;
x ^= (x << 17) & 0x71D67FFFEDA60000L;
x ^= (x << 37) & 0xFFF7EEE000000000L;
x ^= (x >>> 43);
return x;
}
public static MersenneTwister64 getDefault() {
return defaultRng;
}
private static MersenneTwister64 createDefaultRng() {
final long[] randSeed = new long[NN];
try {
final SecureRandom sr = SecureRandom.getInstance("SHA1PRNG");
for (int i = 0; i < NN; ++i) {
randSeed[i] = sr.nextLong();
}
} catch (Exception e) {
final MarsagliaXOR64 rng = MarsagliaXOR64.getDefault();
for (int i = 0; i < NN; ++i) {
randSeed[i] = rng.nextLong();
}
}
return new MersenneTwister64(randSeed);
}
}