| /////////////////////////////////////////////////////////////// |
| // Copyright Jens Maurer 2006-1011 |
| // Copyright Steven Watanabe 2011 |
| // Copyright 2012 John Maddock. Distributed under the Boost |
| // Software License, Version 1.0. (See accompanying file |
| // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_ |
| |
| #ifndef BOOST_MP_RANDOM_HPP |
| #define BOOST_MP_RANDOM_HPP |
| |
| #ifdef BOOST_MSVC |
| #pragma warning(push) |
| #pragma warning(disable:4127) |
| #endif |
| |
| #include <boost/multiprecision/number.hpp> |
| |
| namespace boost{ namespace random{ namespace detail{ |
| // |
| // This is a horrible hack: this declaration has to appear before the definition of |
| // uniform_int_distribution, otherwise it won't be used... |
| // Need to find a better solution, like make Boost.Random safe to use with |
| // UDT's and depricate/remove this header altogether. |
| // |
| template<class Engine, class Backend, boost::multiprecision::expression_template_option ExpressionTemplates> |
| boost::multiprecision::number<Backend, ExpressionTemplates> |
| generate_uniform_int(Engine& eng, const boost::multiprecision::number<Backend, ExpressionTemplates>& min_value, const boost::multiprecision::number<Backend, ExpressionTemplates>& max_value); |
| |
| }}} |
| |
| #include <boost/random.hpp> |
| #include <boost/mpl/eval_if.hpp> |
| |
| namespace boost{ |
| namespace random{ |
| namespace detail{ |
| |
| template<class Backend, boost::multiprecision::expression_template_option ExpressionTemplates> |
| struct subtract<boost::multiprecision::number<Backend, ExpressionTemplates>, true> |
| { |
| typedef boost::multiprecision::number<Backend, ExpressionTemplates> result_type; |
| result_type operator()(result_type const& x, result_type const& y) { return x - y; } |
| }; |
| |
| } |
| |
| template<class Engine, std::size_t w, class Backend, boost::multiprecision::expression_template_option ExpressionTemplates> |
| class independent_bits_engine<Engine, w, boost::multiprecision::number<Backend, ExpressionTemplates> > |
| { |
| public: |
| typedef Engine base_type; |
| typedef boost::multiprecision::number<Backend, ExpressionTemplates> result_type; |
| |
| static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () |
| { return 0; } |
| // This is the only function we modify compared to the primary template: |
| static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () |
| { |
| // This expression allows for the possibility that w == std::numeric_limits<result_type>::digits: |
| return (((result_type(1) << (w - 1)) - 1) << 1) + 1; |
| } |
| |
| independent_bits_engine() { } |
| |
| BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(independent_bits_engine, |
| result_type, seed_arg) |
| { |
| _base.seed(seed_arg); |
| } |
| |
| BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(independent_bits_engine, |
| SeedSeq, seq) |
| { _base.seed(seq); } |
| |
| independent_bits_engine(const base_type& base_arg) : _base(base_arg) {} |
| |
| template<class It> |
| independent_bits_engine(It& first, It last) : _base(first, last) { } |
| |
| void seed() { _base.seed(); } |
| |
| BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(independent_bits_engine, |
| result_type, seed_arg) |
| { _base.seed(seed_arg); } |
| |
| BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(independent_bits_engine, |
| SeedSeq, seq) |
| { _base.seed(seq); } |
| |
| template<class It> void seed(It& first, It last) |
| { _base.seed(first, last); } |
| |
| result_type operator()() |
| { |
| // While it may seem wasteful to recalculate this |
| // every time, both msvc and gcc can propagate |
| // constants, resolving this at compile time. |
| base_unsigned range = |
| detail::subtract<base_result>()((_base.max)(), (_base.min)()); |
| std::size_t m = |
| (range == (std::numeric_limits<base_unsigned>::max)()) ? |
| std::numeric_limits<base_unsigned>::digits : |
| detail::integer_log2(range + 1); |
| std::size_t n = (w + m - 1) / m; |
| std::size_t w0, n0; |
| base_unsigned y0, y1; |
| base_unsigned y0_mask, y1_mask; |
| calc_params(n, range, w0, n0, y0, y1, y0_mask, y1_mask); |
| if(base_unsigned(range - y0 + 1) > y0 / n) { |
| // increment n and try again. |
| ++n; |
| calc_params(n, range, w0, n0, y0, y1, y0_mask, y1_mask); |
| } |
| |
| BOOST_ASSERT(n0*w0 + (n - n0)*(w0 + 1) == w); |
| |
| result_type S = 0; |
| for(std::size_t k = 0; k < n0; ++k) { |
| base_unsigned u; |
| do { |
| u = detail::subtract<base_result>()(_base(), (_base.min)()); |
| } while(u > base_unsigned(y0 - 1)); |
| S = (S << w0) + (u & y0_mask); |
| } |
| for(std::size_t k = 0; k < (n - n0); ++k) { |
| base_unsigned u; |
| do { |
| u = detail::subtract<base_result>()(_base(), (_base.min)()); |
| } while(u > base_unsigned(y1 - 1)); |
| S = (S << (w0 + 1)) + (u & y1_mask); |
| } |
| return S; |
| } |
| |
| /** Fills a range with random values */ |
| template<class Iter> |
| void generate(Iter first, Iter last) |
| { detail::generate_from_int(*this, first, last); } |
| |
| /** Advances the state of the generator by @c z. */ |
| void discard(boost::uintmax_t z) |
| { |
| for(boost::uintmax_t i = 0; i < z; ++i) { |
| (*this)(); |
| } |
| } |
| |
| const base_type& base() const { return _base; } |
| |
| /** |
| * Writes the textual representation if the generator to a @c std::ostream. |
| * The textual representation of the engine is the textual representation |
| * of the base engine. |
| */ |
| BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, independent_bits_engine, r) |
| { |
| os << r._base; |
| return os; |
| } |
| |
| /** |
| * Reads the state of an @c independent_bits_engine from a |
| * @c std::istream. |
| */ |
| BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, independent_bits_engine, r) |
| { |
| is >> r._base; |
| return is; |
| } |
| |
| /** |
| * Returns: true iff the two @c independent_bits_engines will |
| * produce the same sequence of values. |
| */ |
| BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(independent_bits_engine, x, y) |
| { return x._base == y._base; } |
| /** |
| * Returns: true iff the two @c independent_bits_engines will |
| * produce different sequences of values. |
| */ |
| BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(independent_bits_engine) |
| |
| private: |
| |
| /// \cond show_private |
| typedef typename base_type::result_type base_result; |
| typedef typename make_unsigned<base_result>::type base_unsigned; |
| |
| void calc_params( |
| std::size_t n, base_unsigned range, |
| std::size_t& w0, std::size_t& n0, |
| base_unsigned& y0, base_unsigned& y1, |
| base_unsigned& y0_mask, base_unsigned& y1_mask) |
| { |
| BOOST_ASSERT(w >= n); |
| w0 = w/n; |
| n0 = n - w % n; |
| y0_mask = (base_unsigned(2) << (w0 - 1)) - 1; |
| y1_mask = (y0_mask << 1) | 1; |
| y0 = (range + 1) & ~y0_mask; |
| y1 = (range + 1) & ~y1_mask; |
| BOOST_ASSERT(y0 != 0 || base_unsigned(range + 1) == 0); |
| } |
| /// \endcond |
| |
| Engine _base; |
| }; |
| |
| template<class Backend, boost::multiprecision::expression_template_option ExpressionTemplates> |
| class uniform_smallint<boost::multiprecision::number<Backend, ExpressionTemplates> > |
| { |
| public: |
| typedef boost::multiprecision::number<Backend, ExpressionTemplates> input_type; |
| typedef boost::multiprecision::number<Backend, ExpressionTemplates> result_type; |
| |
| class param_type |
| { |
| public: |
| |
| typedef uniform_smallint distribution_type; |
| |
| /** constructs the parameters of a @c uniform_smallint distribution. */ |
| param_type(result_type const& min_arg = 0, result_type const& max_arg = 9) |
| : _min(min_arg), _max(max_arg) |
| { |
| BOOST_ASSERT(_min <= _max); |
| } |
| |
| /** Returns the minimum value. */ |
| result_type a() const { return _min; } |
| /** Returns the maximum value. */ |
| result_type b() const { return _max; } |
| |
| |
| /** Writes the parameters to a @c std::ostream. */ |
| BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) |
| { |
| os << parm._min << " " << parm._max; |
| return os; |
| } |
| |
| /** Reads the parameters from a @c std::istream. */ |
| BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) |
| { |
| is >> parm._min >> std::ws >> parm._max; |
| return is; |
| } |
| |
| /** Returns true if the two sets of parameters are equal. */ |
| BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) |
| { return lhs._min == rhs._min && lhs._max == rhs._max; } |
| |
| /** Returns true if the two sets of parameters are different. */ |
| BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) |
| |
| private: |
| result_type _min; |
| result_type _max; |
| }; |
| |
| /** |
| * Constructs a @c uniform_smallint. @c min and @c max are the |
| * lower and upper bounds of the output range, respectively. |
| */ |
| explicit uniform_smallint(result_type const& min_arg = 0, result_type const& max_arg = 9) |
| : _min(min_arg), _max(max_arg) {} |
| |
| /** |
| * Constructs a @c uniform_smallint from its parameters. |
| */ |
| explicit uniform_smallint(const param_type& parm) |
| : _min(parm.a()), _max(parm.b()) {} |
| |
| /** Returns the minimum value of the distribution. */ |
| result_type a() const { return _min; } |
| /** Returns the maximum value of the distribution. */ |
| result_type b() const { return _max; } |
| /** Returns the minimum value of the distribution. */ |
| result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _min; } |
| /** Returns the maximum value of the distribution. */ |
| result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _max; } |
| |
| /** Returns the parameters of the distribution. */ |
| param_type param() const { return param_type(_min, _max); } |
| /** Sets the parameters of the distribution. */ |
| void param(const param_type& parm) |
| { |
| _min = parm.a(); |
| _max = parm.b(); |
| } |
| |
| /** |
| * Effects: Subsequent uses of the distribution do not depend |
| * on values produced by any engine prior to invoking reset. |
| */ |
| void reset() { } |
| |
| /** Returns a value uniformly distributed in the range [min(), max()]. */ |
| template<class Engine> |
| result_type operator()(Engine& eng) const |
| { |
| typedef typename Engine::result_type base_result; |
| return generate(eng, boost::is_integral<base_result>()); |
| } |
| |
| /** Returns a value uniformly distributed in the range [param.a(), param.b()]. */ |
| template<class Engine> |
| result_type operator()(Engine& eng, const param_type& parm) const |
| { return uniform_smallint(parm)(eng); } |
| |
| /** Writes the distribution to a @c std::ostream. */ |
| BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, uniform_smallint, ud) |
| { |
| os << ud._min << " " << ud._max; |
| return os; |
| } |
| |
| /** Reads the distribution from a @c std::istream. */ |
| BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, uniform_smallint, ud) |
| { |
| is >> ud._min >> std::ws >> ud._max; |
| return is; |
| } |
| |
| /** |
| * Returns true if the two distributions will produce identical |
| * sequences of values given equal generators. |
| */ |
| BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(uniform_smallint, lhs, rhs) |
| { return lhs._min == rhs._min && lhs._max == rhs._max; } |
| |
| /** |
| * Returns true if the two distributions may produce different |
| * sequences of values given equal generators. |
| */ |
| BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(uniform_smallint) |
| |
| private: |
| |
| // \cond show_private |
| template<class Engine> |
| result_type generate(Engine& eng, boost::mpl::true_) const |
| { |
| // equivalent to (eng() - eng.min()) % (_max - _min + 1) + _min, |
| // but guarantees no overflow. |
| typedef typename Engine::result_type base_result; |
| typedef typename boost::make_unsigned<base_result>::type base_unsigned; |
| typedef result_type range_type; |
| range_type range = random::detail::subtract<result_type>()(_max, _min); |
| base_unsigned base_range = |
| random::detail::subtract<result_type>()((eng.max)(), (eng.min)()); |
| base_unsigned val = |
| random::detail::subtract<base_result>()(eng(), (eng.min)()); |
| if(range >= base_range) { |
| return boost::random::detail::add<range_type, result_type>()( |
| static_cast<range_type>(val), _min); |
| } else { |
| base_unsigned modulus = static_cast<base_unsigned>(range) + 1; |
| return boost::random::detail::add<range_type, result_type>()( |
| static_cast<range_type>(val % modulus), _min); |
| } |
| } |
| |
| template<class Engine> |
| result_type generate(Engine& eng, boost::mpl::false_) const |
| { |
| typedef typename Engine::result_type base_result; |
| typedef result_type range_type; |
| range_type range = random::detail::subtract<result_type>()(_max, _min); |
| base_result val = boost::uniform_01<base_result>()(eng); |
| // what is the worst that can possibly happen here? |
| // base_result may not be able to represent all the values in [0, range] |
| // exactly. If this happens, it will cause round off error and we |
| // won't be able to produce all the values in the range. We don't |
| // care about this because the user has already told us not to by |
| // using uniform_smallint. However, we do need to be careful |
| // to clamp the result, or floating point rounding can produce |
| // an out of range result. |
| range_type offset = static_cast<range_type>(val * (range + 1)); |
| if(offset > range) return _max; |
| return boost::random::detail::add<range_type, result_type>()(offset , _min); |
| } |
| // \endcond |
| |
| result_type _min; |
| result_type _max; |
| }; |
| |
| |
| namespace detail{ |
| |
| template<class Backend, boost::multiprecision::expression_template_option ExpressionTemplates> |
| struct select_uniform_01<boost::multiprecision::number<Backend, ExpressionTemplates> > |
| { |
| template<class RealType> |
| struct apply |
| { |
| typedef new_uniform_01<boost::multiprecision::number<Backend, ExpressionTemplates> > type; |
| }; |
| }; |
| |
| template<class Engine, class Backend, boost::multiprecision::expression_template_option ExpressionTemplates> |
| boost::multiprecision::number<Backend, ExpressionTemplates> |
| generate_uniform_int( |
| Engine& eng, const boost::multiprecision::number<Backend, ExpressionTemplates>& min_value, const boost::multiprecision::number<Backend, ExpressionTemplates>& max_value, |
| boost::mpl::true_ /** is_integral<Engine::result_type> */) |
| { |
| typedef boost::multiprecision::number<Backend, ExpressionTemplates> result_type; |
| // Since we're using big-numbers, use the result type for all internal calculations: |
| typedef result_type range_type; |
| typedef result_type base_result; |
| typedef result_type base_unsigned; |
| const range_type range = random::detail::subtract<result_type>()(max_value, min_value); |
| const base_result bmin = (eng.min)(); |
| const base_unsigned brange = |
| random::detail::subtract<base_result>()((eng.max)(), (eng.min)()); |
| |
| if(range == 0) { |
| return min_value; |
| } else if(brange == range) { |
| // this will probably never happen in real life |
| // basically nothing to do; just take care we don't overflow / underflow |
| base_unsigned v = random::detail::subtract<base_result>()(eng(), bmin); |
| return random::detail::add<base_unsigned, result_type>()(v, min_value); |
| } else if(brange < range) { |
| // use rejection method to handle things like 0..3 --> 0..4 |
| for(;;) { |
| // concatenate several invocations of the base RNG |
| // take extra care to avoid overflows |
| |
| // limit == floor((range+1)/(brange+1)) |
| // Therefore limit*(brange+1) <= range+1 |
| range_type limit; |
| if(std::numeric_limits<range_type>::is_bounded && (range == (std::numeric_limits<range_type>::max)())) { |
| limit = range/(range_type(brange)+1); |
| if(range % (range_type(brange)+1) == range_type(brange)) |
| ++limit; |
| } else { |
| limit = (range+1)/(range_type(brange)+1); |
| } |
| |
| // We consider "result" as expressed to base (brange+1): |
| // For every power of (brange+1), we determine a random factor |
| range_type result = range_type(0); |
| range_type mult = range_type(1); |
| |
| // loop invariants: |
| // result < mult |
| // mult <= range |
| while(mult <= limit) { |
| // Postcondition: result <= range, thus no overflow |
| // |
| // limit*(brange+1)<=range+1 def. of limit (1) |
| // eng()-bmin<=brange eng() post. (2) |
| // and mult<=limit. loop condition (3) |
| // Therefore mult*(eng()-bmin+1)<=range+1 by (1),(2),(3) (4) |
| // Therefore mult*(eng()-bmin)+mult<=range+1 rearranging (4) (5) |
| // result<mult loop invariant (6) |
| // Therefore result+mult*(eng()-bmin)<range+1 by (5), (6) (7) |
| // |
| // Postcondition: result < mult*(brange+1) |
| // |
| // result<mult loop invariant (1) |
| // eng()-bmin<=brange eng() post. (2) |
| // Therefore result+mult*(eng()-bmin) < |
| // mult+mult*(eng()-bmin) by (1) (3) |
| // Therefore result+(eng()-bmin)*mult < |
| // mult+mult*brange by (2), (3) (4) |
| // Therefore result+(eng()-bmin)*mult < |
| // mult*(brange+1) by (4) |
| result += static_cast<range_type>(random::detail::subtract<base_result>()(eng(), bmin) * mult); |
| |
| // equivalent to (mult * (brange+1)) == range+1, but avoids overflow. |
| if(mult * range_type(brange) == range - mult + 1) { |
| // The destination range is an integer power of |
| // the generator's range. |
| return(result); |
| } |
| |
| // Postcondition: mult <= range |
| // |
| // limit*(brange+1)<=range+1 def. of limit (1) |
| // mult<=limit loop condition (2) |
| // Therefore mult*(brange+1)<=range+1 by (1), (2) (3) |
| // mult*(brange+1)!=range+1 preceding if (4) |
| // Therefore mult*(brange+1)<range+1 by (3), (4) (5) |
| // |
| // Postcondition: result < mult |
| // |
| // See the second postcondition on the change to result. |
| mult *= range_type(brange)+range_type(1); |
| } |
| // loop postcondition: range/mult < brange+1 |
| // |
| // mult > limit loop condition (1) |
| // Suppose range/mult >= brange+1 Assumption (2) |
| // range >= mult*(brange+1) by (2) (3) |
| // range+1 > mult*(brange+1) by (3) (4) |
| // range+1 > (limit+1)*(brange+1) by (1), (4) (5) |
| // (range+1)/(brange+1) > limit+1 by (5) (6) |
| // limit < floor((range+1)/(brange+1)) by (6) (7) |
| // limit==floor((range+1)/(brange+1)) def. of limit (8) |
| // not (2) reductio (9) |
| // |
| // loop postcondition: (range/mult)*mult+(mult-1) >= range |
| // |
| // (range/mult)*mult + range%mult == range identity (1) |
| // range%mult < mult def. of % (2) |
| // (range/mult)*mult+mult > range by (1), (2) (3) |
| // (range/mult)*mult+(mult-1) >= range by (3) (4) |
| // |
| // Note that the maximum value of result at this point is (mult-1), |
| // so after this final step, we generate numbers that can be |
| // at least as large as range. We have to really careful to avoid |
| // overflow in this final addition and in the rejection. Anything |
| // that overflows is larger than range and can thus be rejected. |
| |
| // range/mult < brange+1 -> no endless loop |
| range_type result_increment = |
| generate_uniform_int( |
| eng, |
| static_cast<range_type>(0), |
| static_cast<range_type>(range/mult), |
| boost::mpl::true_()); |
| if(std::numeric_limits<range_type>::is_bounded && ((std::numeric_limits<range_type>::max)() / mult < result_increment)) { |
| // The multiplication would overflow. Reject immediately. |
| continue; |
| } |
| result_increment *= mult; |
| // unsigned integers are guaranteed to wrap on overflow. |
| result += result_increment; |
| if(result < result_increment) { |
| // The addition overflowed. Reject. |
| continue; |
| } |
| if(result > range) { |
| // Too big. Reject. |
| continue; |
| } |
| return random::detail::add<range_type, result_type>()(result, min_value); |
| } |
| } else { // brange > range |
| range_type bucket_size; |
| // it's safe to add 1 to range, as long as we cast it first, |
| // because we know that it is less than brange. However, |
| // we do need to be careful not to cause overflow by adding 1 |
| // to brange. |
| if(std::numeric_limits<base_unsigned>::is_bounded && (brange == (std::numeric_limits<base_unsigned>::max)())) { |
| bucket_size = brange / (range+1); |
| if(brange % (range+1) == range) { |
| ++bucket_size; |
| } |
| } else { |
| bucket_size = (brange+1) / (range+1); |
| } |
| for(;;) { |
| range_type result = |
| random::detail::subtract<base_result>()(eng(), bmin); |
| result /= bucket_size; |
| // result and range are non-negative, and result is possibly larger |
| // than range, so the cast is safe |
| if(result <= range) |
| return result + min_value; |
| } |
| } |
| } |
| |
| template<class Engine, class Backend, boost::multiprecision::expression_template_option ExpressionTemplates> |
| inline boost::multiprecision::number<Backend, ExpressionTemplates> |
| generate_uniform_int(Engine& eng, const boost::multiprecision::number<Backend, ExpressionTemplates>& min_value, const boost::multiprecision::number<Backend, ExpressionTemplates>& max_value) |
| { |
| typedef typename Engine::result_type base_result; |
| typedef typename mpl::or_<boost::is_integral<base_result>, mpl::bool_<boost::multiprecision::number_category<Backend>::value == boost::multiprecision::number_kind_integer> >::type tag_type; |
| return generate_uniform_int(eng, min_value, max_value, |
| tag_type()); |
| } |
| |
| template<class Engine, class Backend, boost::multiprecision::expression_template_option ExpressionTemplates> |
| inline boost::multiprecision::number<Backend, ExpressionTemplates> generate_uniform_real(Engine& eng, const boost::multiprecision::number<Backend, ExpressionTemplates>& min_value, const boost::multiprecision::number<Backend, ExpressionTemplates>& max_value) |
| { |
| if(max_value / 2 - min_value / 2 > (std::numeric_limits<boost::multiprecision::number<Backend, ExpressionTemplates> >::max)() / 2) |
| return 2 * generate_uniform_real(eng, boost::multiprecision::number<Backend, ExpressionTemplates>(min_value / 2), boost::multiprecision::number<Backend, ExpressionTemplates>(max_value / 2)); |
| typedef typename Engine::result_type base_result; |
| return generate_uniform_real(eng, min_value, max_value, |
| boost::is_integral<base_result>()); |
| } |
| |
| } // detail |
| |
| |
| }} // namespaces |
| |
| #ifdef BOOST_MSVC |
| #pragma warning(pop) |
| #endif |
| |
| #endif |