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// based on http://www.cs.gmu.edu/~sean/research/mersenne/MersenneTwister.java by Sean Luke
package jasima.core.util;
import java.io.DataInputStream;
import java.io.DataOutputStream;
import java.io.IOException;
import java.io.ObjectInputStream;
import java.io.ObjectOutputStream;
import java.io.Serializable;
/**
* MersenneTwister and MersenneTwisterFast
*
* Version 16, 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: [email protected] 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 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:
*
* - Redistributions of source code must retain the above copyright notice,
* this list of conditions and the following disclaimer.
*
- 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.
*
- Neither the name of the copyright owners, their employers, nor the names
* of its contributors may 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 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 16
* @version "$Id: MersenneTwister.java 74 2013-01-08 17:31:49Z [email protected] $"
*/
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
}
public boolean stateEquals(Object o) {
if (o == this)
return true;
if (o == null || !(o instanceof MersenneTwister))
return false;
MersenneTwister other = (MersenneTwister) o;
if (mti != other.mti)
return false;
for (int x = 0; x < mag01.length; x++)
if (mag01[x] != other.mag01[x])
return false;
for (int x = 0; x < mt.length; x++)
if (mt[x] != other.mt[x])
return false;
return true;
}
/** Reads the entire state of the MersenneTwister RNG from the stream */
public void readState(DataInputStream stream) throws IOException {
int len = mt.length;
for (int x = 0; x < len; x++)
mt[x] = stream.readInt();
len = mag01.length;
for (int x = 0; x < len; x++)
mag01[x] = stream.readInt();
mti = stream.readInt();
__nextNextGaussian = stream.readDouble();
__haveNextNextGaussian = stream.readBoolean();
}
/** Writes the entire state of the MersenneTwister RNG to the stream */
public void writeState(DataOutputStream stream) throws IOException {
int len = mt.length;
for (int x = 0; x < len; x++)
stream.writeInt(mt[x]);
len = mag01.length;
for (int x = 0; x < len; x++)
stream.writeInt(mag01[x]);
stream.writeInt(mti);
stream.writeDouble(__nextNextGaussian);
stream.writeBoolean(__haveNextNextGaussian);
}
/**
* Constructor using the default seed.
*/
public MersenneTwister() {
this(System.currentTimeMillis());
}
/**
* Constructor using a given seed. Though you pass this seed in as a long,
* it's best to make sure it's actually an integer.
*/
public MersenneTwister(final long seed) {
super(seed); /* just in case */
setSeed(seed);
}
/**
* Constructor using an array of integers as seed. 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.
*/
public MersenneTwister(final int[] array) {
super(System.currentTimeMillis()); /*
* pick something at random just in
* case
*/
setSeed(array);
}
/**
* Initalize the pseudo random number generator. Don't pass in a long that's
* bigger than an int (Mersenne Twister only uses the first 32 bits for its
* seed).
*/
synchronized public void setSeed(final long seed) {
// it's always good style to call super
super.setSeed(seed);
// Due to a bug in java.util.Random clear up to 1.2, we're
// doing our own Gaussian variable.
__haveNextNextGaussian = false;
mt = new int[N];
mag01 = new int[2];
mag01[0] = 0x0;
mag01[1] = MATRIX_A;
mt[0] = (int) (seed & 0xffffffff);
for (mti = 1; mti < N; mti++) {
mt[mti] = (1812433253 * (mt[mti - 1] ^ (mt[mti - 1] >>> 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(final 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(final 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(final ObjectOutputStream out)
throws IOException {
// just so we're synchronized.
out.defaultWriteObject();
}
private synchronized void readObject(final ObjectInputStream in)
throws IOException, ClassNotFoundException {
// just so we're synchronized.
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(final 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(final 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(final 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 > 0, or an
* IllegalArgumentException is raised.
*/
public long nextLong(final 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);
}
/**
* 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));
}
/**
* 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(final byte[] bytes) {
for (int x = 0; x < bytes.length; x++)
bytes[x] = (byte) next(8);
}
/** For completeness' sake, though it's not in java.util.Random. */
public char nextChar() {
// chars are 16-bit UniCode values
return (char) (next(16));
}
/** For completeness' sake, though it's not in java.util.Random. */
public short nextShort() {
return (short) (next(16));
}
/** For completeness' sake, though it's not in java.util.Random. */
public byte nextByte() {
return (byte) (next(8));
}
/**
* A bug fix for all JDK code including 1.2. nextGaussian can theoretically
* ask for the log of 0 and divide it by 0! See Java bug
* 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;
}
}
}