OptFrame/Util/RandGenMersenneTwister.hpp

//Description and pseudocode in http://en.wikipedia.org/wiki/Mersenne_twister

#ifndef RANDGENMersenneTwister_HPP_
#define RANDGENMersenneTwister_HPP_

#include "../RandGen.hpp"
#include <limits.h>

class RandGenMersenneTwister: public RandGen
{
private:
        static const unsigned int GEN_STATE_LENGTH = 624;
        static const unsigned int MASK_1 = 0xffffffff; //4294967295
        static const unsigned int MASK_2 = 0x80000000; //2147483648
        static const unsigned int MASK_3 = 0x7fffffff; //2147483647

        static const unsigned int CONSTANT_1 = 0x6c078965; //1812433253
        static const unsigned int CONSTANT_2 = 0x9d2c5680; //2636928640
        static const unsigned int CONSTANT_3 = 0xefc60000; //4022730752
        static const unsigned int CONSTANT_4 = 0x9908b0df; //2567483615
        unsigned int MT[GEN_STATE_LENGTH];
        int index;

        void GenNum()
        {
                register int i;
                unsigned int y;
                for (i = 0; i < GEN_STATE_LENGTH; i++)
                {
                        y = (MT[i] ^ MASK_2) + (MT[(i + 1) % GEN_STATE_LENGTH] ^ MASK_3);
                        MT[i] = MT[(i + 397) % GEN_STATE_LENGTH] ^ (y >> 1);
                        if ((y % 2) == 1)
                        {
                                MT[i] = MT[i] ^ CONSTANT_4;
                        }
                }
        }

        unsigned mt_rand()
        {
                if (!RandGen::init)
                {
                        initialize();
                        RandGen::init = true;
                }

                unsigned int y;

                if (index == 0)
                        GenNum();

                y = MT[index];
                y = y ^ (y >> 11);
                y = y ^ ((y << 7) & CONSTANT_2);
                y = y ^ ((y << 15) & CONSTANT_3);
                y = y ^ (y >> 18);

                index = (index + 1) % GEN_STATE_LENGTH;

                return y;
        }

public:

        RandGenMersenneTwister() :
                RandGen()
        {
        }

        RandGenMersenneTwister(long seed) :
                RandGen(seed)
        {
        }

        using RandGen::rand;

        // initialize random number generation
        void initialize()
        {
                register int i;

                index = 0;
                MT[0] = seed;
                for (i = 1; i < GEN_STATE_LENGTH; i++)
                {
                        MT[i] = ((CONSTANT_1 * (MT[i - 1] ^ (MT[i - 1] >> 30))) + i) & MASK_1;
                }
        }

        // generate random number
        int rand()
        {
                return mt_rand();
        }

        // generate random number between 0 and n-1
        int rand(int n)
        {
                if (n < 0)
                        n *= (-1);

                return mt_rand() % n;
        }

        // random uniform between [0,1)
        double rand01()
        {
                return (double) mt_rand() / UINT_MAX;
        }
};

#endif /* RANDGENMersenneTwister_HPP_ */