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dSFMT.h
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dSFMT.h
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/**
* @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 <stdio.h>
#include <assert.h>
#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 <inttypes.h>
#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 <inttypes.h>
# 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 <altivec.h>
# 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 <emmintrin.h>
/** 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 */