SFMT.h

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/*
 * Copyright notice
 * ================
 * GNU General Public License http://www.gnu.org/licenses/gpl.html
 * This C++ implementation of SFMT contains parts of the original C code
 * which was published under the following BSD license, which is therefore
 * in effect in addition to the GNU General Public License.
 * Copyright (c) 2006, 2007 by Mutsuo Saito, Makoto Matsumoto and Hiroshima University.
 * Copyright (c) 2008 by Agner Fog.
 * Copyright (c) 2008-2013 Trinity Core
 * 
 * BSD License:
 * 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 Hiroshima University 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
 * 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.
 */

#ifndef SFMT_H
#define SFMT_H

#include <emmintrin.h> // Define SSE2 intrinsics
#include "randomc.h" // Define integer types etc
#include <time.h>
#include <new>

// Choose one of the possible Mersenne exponents.
// Higher values give longer cycle length and use more memory:
//#define MEXP 607
//#define MEXP 1279
//#define MEXP 2281
//#define MEXP 4253
 #define MEXP 11213
//#define MEXP 19937
//#define MEXP 44497

// Define constants for the selected Mersenne exponent:
#if MEXP == 44497
#define SFMT_N 348 // Size of state vector
#define SFMT_M 330 // Position of intermediate feedback
#define SFMT_SL1 5 // Left shift of W[N-1], 32-bit words
#define SFMT_SL2 3 // Left shift of W[0], *8, 128-bit words
#define SFMT_SR1 9 // Right shift of W[M], 32-bit words
#define SFMT_SR2 3 // Right shift of W[N-2], *8, 128-bit words
#define SFMT_MASK 0xeffffffb,0xdfbebfff,0xbfbf7bef,0x9ffd7bff // AND mask
#define SFMT_PARITY 1,0,0xa3ac4000,0xecc1327a // Period certification vector

#elif MEXP == 19937
#define SFMT_N 156 // Size of state vector
#define SFMT_M 122 // Position of intermediate feedback
#define SFMT_SL1 18 // Left shift of W[N-1], 32-bit words
#define SFMT_SL2 1 // Left shift of W[0], *8, 128-bit words
#define SFMT_SR1 11 // Right shift of W[M], 32-bit words
#define SFMT_SR2 1 // Right shift of W[N-2], *8, 128-bit words
#define SFMT_MASK 0xdfffffef,0xddfecb7f,0xbffaffff,0xbffffff6 // AND mask
#define SFMT_PARITY 1,0,0,0x13c9e684 // Period certification vector

#elif MEXP == 11213
#define SFMT_N 88 // Size of state vector
#define SFMT_M 68 // Position of intermediate feedback
#define SFMT_SL1 14 // Left shift of W[N-1], 32-bit words
#define SFMT_SL2 3 // Left shift of W[0], *8, 128-bit words
#define SFMT_SR1 7 // Right shift of W[M], 32-bit words
#define SFMT_SR2 3 // Right shift of W[N-2], *8, 128-bit words
#define SFMT_MASK 0xeffff7fb,0xffffffef,0xdfdfbfff,0x7fffdbfd // AND mask
#define SFMT_PARITY 1,0,0xe8148000,0xd0c7afa3 // Period certification vector

#elif MEXP == 4253
#define SFMT_N 34 // Size of state vector
#define SFMT_M 17 // Position of intermediate feedback
#define SFMT_SL1 20 // Left shift of W[N-1], 32-bit words
#define SFMT_SL2 1 // Left shift of W[0], *8, 128-bit words
#define SFMT_SR1 7 // Right shift of W[M], 32-bit words
#define SFMT_SR2 1 // Right shift of W[N-2], *8, 128-bit words
#define SFMT_MASK 0x9f7bffff, 0x9fffff5f, 0x3efffffb, 0xfffff7bb // AND mask
#define SFMT_PARITY 0xa8000001, 0xaf5390a3, 0xb740b3f8, 0x6c11486d // Period certification vector

#elif MEXP == 2281
#define SFMT_N 18 // Size of state vector
#define SFMT_M 12 // Position of intermediate feedback
#define SFMT_SL1 19 // Left shift of W[N-1], 32-bit words
#define SFMT_SL2 1 // Left shift of W[0], *8, 128-bit words
#define SFMT_SR1 5 // Right shift of W[M], 32-bit words
#define SFMT_SR2 1 // Right shift of W[N-2], *8, 128-bit words
#define SFMT_MASK 0xbff7ffbf, 0xfdfffffe, 0xf7ffef7f, 0xf2f7cbbf // AND mask
#define SFMT_PARITY 0x00000001, 0x00000000, 0x00000000, 0x41dfa600 // Period certification vector

#elif MEXP == 1279
#define SFMT_N 10 // Size of state vector
#define SFMT_M 7 // Position of intermediate feedback
#define SFMT_SL1 14 // Left shift of W[N-1], 32-bit words
#define SFMT_SL2 3 // Left shift of W[0], *8, 128-bit words
#define SFMT_SR1 5 // Right shift of W[M], 32-bit words
#define SFMT_SR2 1 // Right shift of W[N-2], *8, 128-bit words
#define SFMT_MASK 0xf7fefffd, 0x7fefcfff, 0xaff3ef3f, 0xb5ffff7f // AND mask
#define SFMT_PARITY 0x00000001, 0x00000000, 0x00000000, 0x20000000 // Period certification vector

#elif MEXP == 607
#define SFMT_N 5 // Size of state vector
#define SFMT_M 2 // Position of intermediate feedback
#define SFMT_SL1 15 // Left shift of W[N-1], 32-bit words
#define SFMT_SL2 3 // Left shift of W[0], *8, 128-bit words
#define SFMT_SR1 13 // Right shift of W[M], 32-bit words
#define SFMT_SR2 3 // Right shift of W[N-2], *8, 128-bit words
#define SFMT_MASK 0xfdff37ff, 0xef7f3f7d, 0xff777b7d, 0x7ff7fb2f // AND mask
#define SFMT_PARITY 0x00000001, 0x00000000, 0x00000000, 0x5986f054 // Period certification vector
#endif

// Functions used by SFMTRand::RandomInitByArray (UNUSED AND COMMENTED OUT)
/*
static uint32_t func1(uint32_t x) {
 return (x ^ (x >> 27)) * 1664525U;
}

static uint32_t func2(uint32_t x) {
 return (x ^ (x >> 27)) * 1566083941U;
}
*/

// Subfunction for the sfmt algorithm
static inline __m128i sfmt_recursion(__m128i const &a, __m128i const &b, 
__m128i const &c, __m128i const &d, __m128i const &mask) {
 __m128i a1, b1, c1, d1, z1, z2;
 b1 = _mm_srli_epi32(b, SFMT_SR1);
 a1 = _mm_slli_si128(a, SFMT_SL2);
 c1 = _mm_srli_si128(c, SFMT_SR2);
 d1 = _mm_slli_epi32(d, SFMT_SL1);
 b1 = _mm_and_si128(b1, mask);
 z1 = _mm_xor_si128(a, a1);
 z2 = _mm_xor_si128(b1, d1);
 z1 = _mm_xor_si128(z1, c1);
 z2 = _mm_xor_si128(z1, z2);
 return z2;
}

namespace boost {
 template <typename T> class thread_specific_ptr;
}

// Class for SFMT generator
class SFMTRand { // Encapsulate random number generator
 friend class boost::thread_specific_ptr<SFMTRand>;

public:
 SFMTRand()
 {
 LastInterval = 0;
 RandomInit((int)(time(0)));
 }

 void RandomInit(int seed) // Re-seed
 {
 // Re-seed
 uint32_t i; // Loop counter
 uint32_t y = seed; // Temporary
 uint32_t statesize = SFMT_N*4; // Size of state vector

 // Fill state vector with random numbers from seed
 uint32_t* s = (uint32_t*)&state;
 s[0] = y;
 const uint32_t factor = 1812433253U;// Multiplication factor

 for (i = 1; i < statesize; i++) {
 y = factor * (y ^ (y >> 30)) + i;
 ((uint32_t*)state)[i] = y;
 }

 // Further initialization and period certification
 Init2();
 }

 int32_t IRandom(int32_t min, int32_t max) // Output random integer
 {
 // Output random integer in the interval min <= x <= max
 // Slightly inaccurate if (max-min+1) is not a power of 2
 if (max <= min) {
 if (max == min) return min; else return 0x80000000;
 }
 // Assume 64 bit integers supported. Use multiply and shift method
 uint32_t interval; // Length of interval
 uint64_t longran; // Random bits * interval
 uint32_t iran; // Longran / 2^32

 interval = (uint32_t)(max - min + 1);
 longran = (uint64_t)BRandom() * interval;
 iran = (uint32_t)(longran >> 32);
 // Convert back to signed and return result
 return (int32_t)iran + min;
 }

 uint32_t URandom(uint32_t min, uint32_t max)
 {
 // Output random integer in the interval min <= x <= max
 // Slightly inaccurate if (max-min+1) is not a power of 2
 if (max <= min) {
 if (max == min) return min; else return 0;
 }
 // Assume 64 bit integers supported. Use multiply and shift method
 uint32_t interval; // Length of interval
 uint64_t longran; // Random bits * interval
 uint32_t iran; // Longran / 2^32

 interval = (uint32_t)(max - min + 1);
 longran = (uint64_t)BRandom() * interval;
 iran = (uint32_t)(longran >> 32);
 // Convert back to signed and return result
 return iran + min;
 }

 double Random() // Output random floating point number
 {
 // Output random floating point number
 if (ix >= SFMT_N*4-1) {
 // Make sure we have at least two 32-bit numbers
 Generate();
 }
 uint64_t r = *(uint64_t*)((uint32_t*)state+ix);
 ix += 2;
 // 52 bits resolution for compatibility with assembly version:
 return (int64_t)(r >> 12) * (1./(67108864.0*67108864.0));
 }

 uint32_t BRandom() // Output random bits
 {
 // Output 32 random bits
 uint32_t y;

 if (ix >= SFMT_N*4) {
 Generate();
 }
 y = ((uint32_t*)state)[ix++];
 return y;
 }

 void* operator new(size_t size, std::nothrow_t const&)
 {
 return _mm_malloc(size, 16);
 }

 void operator delete(void* ptr, std::nothrow_t const&)
 {
 _mm_free(ptr);
 }

 void* operator new(size_t size)
 {
 return _mm_malloc(size, 16);
 }

 void operator delete(void* ptr)
 {
 _mm_free(ptr);
 }

 void* operator new[](size_t size, std::nothrow_t const&)
 {
 return _mm_malloc(size, 16);
 }

 void operator delete[](void* ptr, std::nothrow_t const&)
 {
 _mm_free(ptr);
 }

 void* operator new[](size_t size)
 {
 return _mm_malloc(size, 16);
 }

 void operator delete[](void* ptr)
 {
 _mm_free(ptr);
 }

private:
 void Init2() // Various initializations and period certification
 {
 // Various initializations and period certification
 uint32_t i, j, temp;
 
 // Initialize mask
 static const uint32_t maskinit[4] = {SFMT_MASK};
 mask = _mm_loadu_si128((__m128i*)maskinit);

 // Period certification
 // Define period certification vector
 static const uint32_t parityvec[4] = {SFMT_PARITY};

 // Check if parityvec & state[0] has odd parity
 temp = 0;
 for (i = 0; i < 4; i++)
 temp ^= parityvec[i] & ((uint32_t*)state)[i];

 for (i = 16; i > 0; i >>= 1) temp ^= temp >> i;
 if (!(temp & 1)) {
 // parity is even. Certification failed
 // Find a nonzero bit in period certification vector
 for (i = 0; i < 4; i++) {
 if (parityvec[i]) {
 for (j = 1; j; j <<= 1) {
 if (parityvec[i] & j) {
 // Flip the corresponding bit in state[0] to change parity
 ((uint32_t*)state)[i] ^= j;
 // Done. Exit i and j loops
 i = 5; break;
 }
 }
 }
 }
 }

 // Generate first random numbers and set ix = 0
 Generate();
 }

 void Generate() // Fill state array with new random numbers
 {
 // Fill state array with new random numbers
 int i;
 __m128i r, r1, r2;

 r1 = state[SFMT_N - 2];
 r2 = state[SFMT_N - 1];
 for (i = 0; i < SFMT_N - SFMT_M; i++) {
 r = sfmt_recursion(state[i], state[i + SFMT_M], r1, r2, mask);
 state[i] = r;
 r1 = r2;
 r2 = r;
 }
 for (; i < SFMT_N; i++) {
 r = sfmt_recursion(state[i], state[i + SFMT_M - SFMT_N], r1, r2, mask);
 state[i] = r;
 r1 = r2;
 r2 = r;
 }
 ix = 0;
 }

 __m128i mask; // AND mask
 __m128i state[SFMT_N]; // State vector for SFMT generator
 uint32_t ix; // Index into state array
 uint32_t LastInterval; // Last interval length for IRandom
 uint32_t RLimit; // Rejection limit used by IRandom
};

#endif // SFMT_H