/** * @file dSFMT.h * * @brief double precision SIMD oriented Fast Mersenne Twister(dSFMT) * pseudorandom number generator based on IEEE 754 format. * * @author Mutsuo Saito (Hiroshima University) * @author Makoto Matsumoto (Hiroshima University) * * Copyright (C) 2007, 2008 Mutsuo Saito, Makoto Matsumoto and * Hiroshima University. All rights reserved. * * The new BSD License is applied to this software. * see LICENSE.txt * * @note We assume that your system has inttypes.h. If your system * doesn't have inttypes.h, you have to typedef uint32_t and uint64_t, * and you have to define PRIu64 and PRIx64 in this file as follows: * @verbatim typedef unsigned int uint32_t typedef unsigned long long uint64_t #define PRIu64 "llu" #define PRIx64 "llx" @endverbatim * uint32_t must be exactly 32-bit unsigned integer type (no more, no * less), and uint64_t must be exactly 64-bit unsigned integer type. * PRIu64 and PRIx64 are used for printf function to print 64-bit * unsigned int and 64-bit unsigned int in hexadecimal format. */ #ifndef DSFMT_H #define DSFMT_H #include #include #if !defined(DSFMT_MEXP) #ifdef __GNUC__ #warning "DSFMT_MEXP is not defined. I assume DSFMT_MEXP is 19937." #endif #define DSFMT_MEXP 19937 #endif /*----------------- BASIC DEFINITIONS -----------------*/ /* Mersenne Exponent. The period of the sequence * is a multiple of 2^DSFMT_MEXP-1. * #define DSFMT_MEXP 19937 */ /** DSFMT generator has an internal state array of 128-bit integers, * and N is its size. */ #define DSFMT_N ((DSFMT_MEXP - 128) / 104 + 1) /** N32 is the size of internal state array when regarded as an array * of 32-bit integers.*/ #define DSFMT_N32 (DSFMT_N * 4) /** N64 is the size of internal state array when regarded as an array * of 64-bit integers.*/ #define DSFMT_N64 (DSFMT_N * 2) #if !defined(DSFMT_BIG_ENDIAN) # if defined(__BYTE_ORDER) && defined(__BIG_ENDIAN) # if __BYTE_ORDER == __BIG_ENDIAN # define DSFMT_BIG_ENDIAN 1 # endif # elif defined(_BYTE_ORDER) && defined(_BIG_ENDIAN) # if _BYTE_ORDER == _BIG_ENDIAN # define DSFMT_BIG_ENDIAN 1 # endif # elif defined(__BYTE_ORDER__) && defined(__BIG_ENDIAN__) # if __BYTE_ORDER__ == __BIG_ENDIAN__ # define DSFMT_BIG_ENDIAN 1 # endif # elif defined(BYTE_ORDER) && defined(BIG_ENDIAN) # if BYTE_ORDER == BIG_ENDIAN # define DSFMT_BIG_ENDIAN 1 # endif # elif defined(__BIG_ENDIAN) || defined(_BIG_ENDIAN) \ || defined(__BIG_ENDIAN__) || defined(BIG_ENDIAN) # define DSFMT_BIG_ENDIAN 1 # endif #endif #if defined(DSFMT_BIG_ENDIAN) && defined(__amd64) # undef DSFMT_BIG_ENDIAN #endif #if defined(__STDC_VERSION__) && (__STDC_VERSION__ >= 199901L) # include #elif defined(_MSC_VER) || defined(__BORLANDC__) # if !defined(DSFMT_UINT32_DEFINED) && !defined(SFMT_UINT32_DEFINED) typedef unsigned int uint32_t; typedef unsigned __int64 uint64_t; # define UINT64_C(v) (v ## ui64) # define DSFMT_UINT32_DEFINED # if !defined(inline) # define inline __inline # endif # endif #else # include # if !defined(inline) # if defined(__GNUC__) # define inline __inline__ # else # define inline # endif # endif #endif #ifndef PRIu64 # if defined(_MSC_VER) || defined(__BORLANDC__) # define PRIu64 "I64u" # define PRIx64 "I64x" # else # define PRIu64 "llu" # define PRIx64 "llx" # endif #endif #ifndef UINT64_C # define UINT64_C(v) (v ## ULL) #endif /*------------------------------------------ 128-bit SIMD like data type for standard C ------------------------------------------*/ #if defined(HAVE_ALTIVEC) # if !defined(__APPLE__) # include # endif /** 128-bit data structure */ union W128_T { vector unsigned int s; uint64_t u[2]; uint32_t u32[4]; double d[2]; }; #elif defined(HAVE_SSE2) # include /** 128-bit data structure */ union W128_T { __m128i si; __m128d sd; uint64_t u[2]; uint32_t u32[4]; double d[2]; }; #else /* standard C */ /** 128-bit data structure */ union W128_T { uint64_t u[2]; uint32_t u32[4]; double d[2]; }; #endif /** 128-bit data type */ typedef union W128_T w128_t; /** the 128-bit internal state array */ struct DSFMT_T { w128_t status[DSFMT_N + 1]; int idx; }; typedef struct DSFMT_T dsfmt_t; /** dsfmt internal state vector */ extern dsfmt_t dsfmt_global_data; /** dsfmt mexp for check */ extern const int dsfmt_global_mexp; void dsfmt_gen_rand_all(dsfmt_t *dsfmt); void dsfmt_fill_array_open_close(dsfmt_t *dsfmt, double array[], int size); void dsfmt_fill_array_close_open(dsfmt_t *dsfmt, double array[], int size); void dsfmt_fill_array_open_open(dsfmt_t *dsfmt, double array[], int size); void dsfmt_fill_array_close1_open2(dsfmt_t *dsfmt, double array[], int size); void dsfmt_chk_init_gen_rand(dsfmt_t *dsfmt, uint32_t seed, int mexp); void dsfmt_chk_init_by_array(dsfmt_t *dsfmt, uint32_t init_key[], int key_length, int mexp); const char *dsfmt_get_idstring(void); int dsfmt_get_min_array_size(void); #if defined(__GNUC__) # define DSFMT_PRE_INLINE inline static # define DSFMT_PST_INLINE __attribute__((always_inline)) #elif defined(_MSC_VER) && _MSC_VER >= 1200 # define DSFMT_PRE_INLINE __forceinline static # define DSFMT_PST_INLINE #else # define DSFMT_PRE_INLINE inline static # define DSFMT_PST_INLINE #endif DSFMT_PRE_INLINE uint32_t dsfmt_genrand_uint32(dsfmt_t *dsfmt) DSFMT_PST_INLINE; DSFMT_PRE_INLINE double dsfmt_genrand_close1_open2(dsfmt_t *dsfmt) DSFMT_PST_INLINE; DSFMT_PRE_INLINE double dsfmt_genrand_close_open(dsfmt_t *dsfmt) DSFMT_PST_INLINE; DSFMT_PRE_INLINE double dsfmt_genrand_open_close(dsfmt_t *dsfmt) DSFMT_PST_INLINE; DSFMT_PRE_INLINE double dsfmt_genrand_open_open(dsfmt_t *dsfmt) DSFMT_PST_INLINE; DSFMT_PRE_INLINE uint32_t dsfmt_gv_genrand_uint32(void) DSFMT_PST_INLINE; DSFMT_PRE_INLINE double dsfmt_gv_genrand_close1_open2(void) DSFMT_PST_INLINE; DSFMT_PRE_INLINE double dsfmt_gv_genrand_close_open(void) DSFMT_PST_INLINE; DSFMT_PRE_INLINE double dsfmt_gv_genrand_open_close(void) DSFMT_PST_INLINE; DSFMT_PRE_INLINE double dsfmt_gv_genrand_open_open(void) DSFMT_PST_INLINE; DSFMT_PRE_INLINE void dsfmt_gv_fill_array_open_close(double array[], int size) DSFMT_PST_INLINE; DSFMT_PRE_INLINE void dsfmt_gv_fill_array_close_open(double array[], int size) DSFMT_PST_INLINE; DSFMT_PRE_INLINE void dsfmt_gv_fill_array_open_open(double array[], int size) DSFMT_PST_INLINE; DSFMT_PRE_INLINE void dsfmt_gv_fill_array_close1_open2(double array[], int size) DSFMT_PST_INLINE; DSFMT_PRE_INLINE void dsfmt_gv_init_gen_rand(uint32_t seed) DSFMT_PST_INLINE; DSFMT_PRE_INLINE void dsfmt_gv_init_by_array(uint32_t init_key[], int key_length) DSFMT_PST_INLINE; DSFMT_PRE_INLINE void dsfmt_init_gen_rand(dsfmt_t *dsfmt, uint32_t seed) DSFMT_PST_INLINE; DSFMT_PRE_INLINE void dsfmt_init_by_array(dsfmt_t *dsfmt, uint32_t init_key[], int key_length) DSFMT_PST_INLINE; /** * This function generates and returns unsigned 32-bit integer. * This is slower than SFMT, only for convenience usage. * dsfmt_init_gen_rand() or dsfmt_init_by_array() must be called * before this function. * @param dsfmt dsfmt internal state date * @return double precision floating point pseudorandom number */ inline static uint32_t dsfmt_genrand_uint32(dsfmt_t *dsfmt) { uint32_t r; uint64_t *psfmt64 = &dsfmt->status[0].u[0]; if (dsfmt->idx >= DSFMT_N64) { dsfmt_gen_rand_all(dsfmt); dsfmt->idx = 0; } r = psfmt64[dsfmt->idx++] & 0xffffffffU; return r; } /** * This function generates and returns double precision pseudorandom * number which distributes uniformly in the range [1, 2). This is * the primitive and faster than generating numbers in other ranges. * dsfmt_init_gen_rand() or dsfmt_init_by_array() must be called * before this function. * @param dsfmt dsfmt internal state date * @return double precision floating point pseudorandom number */ inline static double dsfmt_genrand_close1_open2(dsfmt_t *dsfmt) { double r; double *psfmt64 = &dsfmt->status[0].d[0]; if (dsfmt->idx >= DSFMT_N64) { dsfmt_gen_rand_all(dsfmt); dsfmt->idx = 0; } r = psfmt64[dsfmt->idx++]; return r; } /** * This function generates and returns unsigned 32-bit integer. * This is slower than SFMT, only for convenience usage. * dsfmt_gv_init_gen_rand() or dsfmt_gv_init_by_array() must be called * before this function. This function uses \b global variables. * @return double precision floating point pseudorandom number */ inline static uint32_t dsfmt_gv_genrand_uint32(void) { return dsfmt_genrand_uint32(&dsfmt_global_data); } /** * This function generates and returns double precision pseudorandom * number which distributes uniformly in the range [1, 2). * dsfmt_gv_init_gen_rand() or dsfmt_gv_init_by_array() must be called * before this function. This function uses \b global variables. * @return double precision floating point pseudorandom number */ inline static double dsfmt_gv_genrand_close1_open2(void) { return dsfmt_genrand_close1_open2(&dsfmt_global_data); } /** * This function generates and returns double precision pseudorandom * number which distributes uniformly in the range [0, 1). * dsfmt_init_gen_rand() or dsfmt_init_by_array() must be called * before this function. * @param dsfmt dsfmt internal state date * @return double precision floating point pseudorandom number */ inline static double dsfmt_genrand_close_open(dsfmt_t *dsfmt) { return dsfmt_genrand_close1_open2(dsfmt) - 1.0; } /** * This function generates and returns double precision pseudorandom * number which distributes uniformly in the range [0, 1). * dsfmt_gv_init_gen_rand() or dsfmt_gv_init_by_array() must be called * before this function. This function uses \b global variables. * @return double precision floating point pseudorandom number */ inline static double dsfmt_gv_genrand_close_open(void) { return dsfmt_gv_genrand_close1_open2() - 1.0; } /** * This function generates and returns double precision pseudorandom * number which distributes uniformly in the range (0, 1]. * dsfmt_init_gen_rand() or dsfmt_init_by_array() must be called * before this function. * @param dsfmt dsfmt internal state date * @return double precision floating point pseudorandom number */ inline static double dsfmt_genrand_open_close(dsfmt_t *dsfmt) { return 2.0 - dsfmt_genrand_close1_open2(dsfmt); } /** * This function generates and returns double precision pseudorandom * number which distributes uniformly in the range (0, 1]. * dsfmt_gv_init_gen_rand() or dsfmt_gv_init_by_array() must be called * before this function. This function uses \b global variables. * @return double precision floating point pseudorandom number */ inline static double dsfmt_gv_genrand_open_close(void) { return 2.0 - dsfmt_gv_genrand_close1_open2(); } /** * This function generates and returns double precision pseudorandom * number which distributes uniformly in the range (0, 1). * dsfmt_init_gen_rand() or dsfmt_init_by_array() must be called * before this function. * @param dsfmt dsfmt internal state date * @return double precision floating point pseudorandom number */ inline static double dsfmt_genrand_open_open(dsfmt_t *dsfmt) { double *dsfmt64 = &dsfmt->status[0].d[0]; union { double d; uint64_t u; } r; if (dsfmt->idx >= DSFMT_N64) { dsfmt_gen_rand_all(dsfmt); dsfmt->idx = 0; } r.d = dsfmt64[dsfmt->idx++]; r.u |= 1; return r.d - 1.0; } /** * This function generates and returns double precision pseudorandom * number which distributes uniformly in the range (0, 1). * dsfmt_gv_init_gen_rand() or dsfmt_gv_init_by_array() must be called * before this function. This function uses \b global variables. * @return double precision floating point pseudorandom number */ inline static double dsfmt_gv_genrand_open_open(void) { return dsfmt_genrand_open_open(&dsfmt_global_data); } /** * This function generates double precision floating point * pseudorandom numbers which distribute in the range [1, 2) to the * specified array[] by one call. This function is the same as * dsfmt_fill_array_close1_open2() except that this function uses * \b global variables. * @param array an array where pseudorandom numbers are filled * by this function. * @param size the number of pseudorandom numbers to be generated. * see also \sa dsfmt_fill_array_close1_open2() */ inline static void dsfmt_gv_fill_array_close1_open2(double array[], int size) { dsfmt_fill_array_close1_open2(&dsfmt_global_data, array, size); } /** * This function generates double precision floating point * pseudorandom numbers which distribute in the range (0, 1] to the * specified array[] by one call. This function is the same as * dsfmt_gv_fill_array_close1_open2() except the distribution range. * This function uses \b global variables. * @param array an array where pseudorandom numbers are filled * by this function. * @param size the number of pseudorandom numbers to be generated. * see also \sa dsfmt_fill_array_close1_open2() and \sa * dsfmt_gv_fill_array_close1_open2() */ inline static void dsfmt_gv_fill_array_open_close(double array[], int size) { dsfmt_fill_array_open_close(&dsfmt_global_data, array, size); } /** * This function generates double precision floating point * pseudorandom numbers which distribute in the range [0, 1) to the * specified array[] by one call. This function is the same as * dsfmt_gv_fill_array_close1_open2() except the distribution range. * This function uses \b global variables. * @param array an array where pseudorandom numbers are filled * by this function. * @param size the number of pseudorandom numbers to be generated. * see also \sa dsfmt_fill_array_close1_open2() \sa * dsfmt_gv_fill_array_close1_open2() */ inline static void dsfmt_gv_fill_array_close_open(double array[], int size) { dsfmt_fill_array_close_open(&dsfmt_global_data, array, size); } /** * This function generates double precision floating point * pseudorandom numbers which distribute in the range (0, 1) to the * specified array[] by one call. This function is the same as * dsfmt_gv_fill_array_close1_open2() except the distribution range. * This function uses \b global variables. * @param array an array where pseudorandom numbers are filled * by this function. * @param size the number of pseudorandom numbers to be generated. * see also \sa dsfmt_fill_array_close1_open2() \sa * dsfmt_gv_fill_array_close1_open2() */ inline static void dsfmt_gv_fill_array_open_open(double array[], int size) { dsfmt_fill_array_open_open(&dsfmt_global_data, array, size); } /** * This function initializes the internal state array with a 32-bit * integer seed. * @param dsfmt dsfmt state vector. * @param seed a 32-bit integer used as the seed. */ inline static void dsfmt_init_gen_rand(dsfmt_t *dsfmt, uint32_t seed) { dsfmt_chk_init_gen_rand(dsfmt, seed, DSFMT_MEXP); } /** * This function initializes the internal state array with a 32-bit * integer seed. This function uses \b global variables. * @param seed a 32-bit integer used as the seed. * see also \sa dsfmt_init_gen_rand() */ inline static void dsfmt_gv_init_gen_rand(uint32_t seed) { dsfmt_init_gen_rand(&dsfmt_global_data, seed); } /** * This function initializes the internal state array, * with an array of 32-bit integers used as the seeds. * @param dsfmt dsfmt state vector * @param init_key the array of 32-bit integers, used as a seed. * @param key_length the length of init_key. */ inline static void dsfmt_init_by_array(dsfmt_t *dsfmt, uint32_t init_key[], int key_length) { dsfmt_chk_init_by_array(dsfmt, init_key, key_length, DSFMT_MEXP); } /** * This function initializes the internal state array, * with an array of 32-bit integers used as the seeds. * This function uses \b global variables. * @param init_key the array of 32-bit integers, used as a seed. * @param key_length the length of init_key. * see also \sa dsfmt_init_by_array() */ inline static void dsfmt_gv_init_by_array(uint32_t init_key[], int key_length) { dsfmt_init_by_array(&dsfmt_global_data, init_key, key_length); } #if !defined(DSFMT_DO_NOT_USE_OLD_NAMES) DSFMT_PRE_INLINE const char *get_idstring(void) DSFMT_PST_INLINE; DSFMT_PRE_INLINE int get_min_array_size(void) DSFMT_PST_INLINE; DSFMT_PRE_INLINE void init_gen_rand(uint32_t seed) DSFMT_PST_INLINE; DSFMT_PRE_INLINE void init_by_array(uint32_t init_key[], int key_length) DSFMT_PST_INLINE; DSFMT_PRE_INLINE double genrand_close1_open2(void) DSFMT_PST_INLINE; DSFMT_PRE_INLINE double genrand_close_open(void) DSFMT_PST_INLINE; DSFMT_PRE_INLINE double genrand_open_close(void) DSFMT_PST_INLINE; DSFMT_PRE_INLINE double genrand_open_open(void) DSFMT_PST_INLINE; DSFMT_PRE_INLINE void fill_array_open_close(double array[], int size) DSFMT_PST_INLINE; DSFMT_PRE_INLINE void fill_array_close_open(double array[], int size) DSFMT_PST_INLINE; DSFMT_PRE_INLINE void fill_array_open_open(double array[], int size) DSFMT_PST_INLINE; DSFMT_PRE_INLINE void fill_array_close1_open2(double array[], int size) DSFMT_PST_INLINE; /** * This function is just the same as dsfmt_get_idstring(). * @return id string. * see also \sa dsfmt_get_idstring() */ inline static const char *get_idstring(void) { return dsfmt_get_idstring(); } /** * This function is just the same as dsfmt_get_min_array_size(). * @return minimum size of array used for fill_array functions. * see also \sa dsfmt_get_min_array_size() */ inline static int get_min_array_size(void) { return dsfmt_get_min_array_size(); } /** * This function is just the same as dsfmt_gv_init_gen_rand(). * @param seed a 32-bit integer used as the seed. * see also \sa dsfmt_gv_init_gen_rand(), \sa dsfmt_init_gen_rand(). */ inline static void init_gen_rand(uint32_t seed) { dsfmt_gv_init_gen_rand(seed); } /** * This function is just the same as dsfmt_gv_init_by_array(). * @param init_key the array of 32-bit integers, used as a seed. * @param key_length the length of init_key. * see also \sa dsfmt_gv_init_by_array(), \sa dsfmt_init_by_array(). */ inline static void init_by_array(uint32_t init_key[], int key_length) { dsfmt_gv_init_by_array(init_key, key_length); } /** * This function is just the same as dsfmt_gv_genrand_close1_open2(). * @return double precision floating point number. * see also \sa dsfmt_genrand_close1_open2() \sa * dsfmt_gv_genrand_close1_open2() */ inline static double genrand_close1_open2(void) { return dsfmt_gv_genrand_close1_open2(); } /** * This function is just the same as dsfmt_gv_genrand_close_open(). * @return double precision floating point number. * see also \sa dsfmt_genrand_close_open() \sa * dsfmt_gv_genrand_close_open() */ inline static double genrand_close_open(void) { return dsfmt_gv_genrand_close_open(); } /** * This function is just the same as dsfmt_gv_genrand_open_close(). * @return double precision floating point number. * see also \sa dsfmt_genrand_open_close() \sa * dsfmt_gv_genrand_open_close() */ inline static double genrand_open_close(void) { return dsfmt_gv_genrand_open_close(); } /** * This function is just the same as dsfmt_gv_genrand_open_open(). * @return double precision floating point number. * see also \sa dsfmt_genrand_open_open() \sa * dsfmt_gv_genrand_open_open() */ inline static double genrand_open_open(void) { return dsfmt_gv_genrand_open_open(); } /** * This function is juset the same as dsfmt_gv_fill_array_open_close(). * @param array an array where pseudorandom numbers are filled * by this function. * @param size the number of pseudorandom numbers to be generated. * see also \sa dsfmt_gv_fill_array_open_close(), \sa * dsfmt_fill_array_close1_open2(), \sa * dsfmt_gv_fill_array_close1_open2() */ inline static void fill_array_open_close(double array[], int size) { dsfmt_gv_fill_array_open_close(array, size); } /** * This function is juset the same as dsfmt_gv_fill_array_close_open(). * @param array an array where pseudorandom numbers are filled * by this function. * @param size the number of pseudorandom numbers to be generated. * see also \sa dsfmt_gv_fill_array_close_open(), \sa * dsfmt_fill_array_close1_open2(), \sa * dsfmt_gv_fill_array_close1_open2() */ inline static void fill_array_close_open(double array[], int size) { dsfmt_gv_fill_array_close_open(array, size); } /** * This function is juset the same as dsfmt_gv_fill_array_open_open(). * @param array an array where pseudorandom numbers are filled * by this function. * @param size the number of pseudorandom numbers to be generated. * see also \sa dsfmt_gv_fill_array_open_open(), \sa * dsfmt_fill_array_close1_open2(), \sa * dsfmt_gv_fill_array_close1_open2() */ inline static void fill_array_open_open(double array[], int size) { dsfmt_gv_fill_array_open_open(array, size); } /** * This function is juset the same as dsfmt_gv_fill_array_close1_open2(). * @param array an array where pseudorandom numbers are filled * by this function. * @param size the number of pseudorandom numbers to be generated. * see also \sa dsfmt_fill_array_close1_open2(), \sa * dsfmt_gv_fill_array_close1_open2() */ inline static void fill_array_close1_open2(double array[], int size) { dsfmt_gv_fill_array_close1_open2(array, size); } #endif /* DSFMT_DO_NOT_USE_OLD_NAMES */ #endif /* DSFMT_H */