1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587
|
/*=========================================================================
*
* Copyright NumFOCUS
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* https://www.apache.org/licenses/LICENSE-2.0.txt
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*=========================================================================*/
#ifndef itkMersenneTwisterRandomVariateGenerator_h
#define itkMersenneTwisterRandomVariateGenerator_h
#include "itkMacro.h"
#include "itkObjectFactory.h"
#include "itkRandomVariateGeneratorBase.h"
#include "itkIntTypes.h"
#include "itkMath.h"
#include "itkSingletonMacro.h"
#include <atomic>
#include <mutex>
#include <climits>
#include <ctime>
namespace itk
{
namespace Statistics
{
/** \class MersenneTwisterRandomVariateGenerator
* \brief MersenneTwisterRandom random variate generator
*
* It is recommended to create a separate object in each thread. By
* default, each instantiated class will have a different seed created
* by the GetNextSeed method. The creation of the initial seeds are
* initialized once from the time. For deterministic behavior, the
* individual instances' seeds should be manual set to separate
* values in each thread.
*
* It is no longer recommended to use this class using a
* "Singleton-like" GetInstance method for the global instance of this
* class. This usage may result in unsafe concurrent access to
* the global instance.
*
* \warning This class's instance methods are NEITHER reentrant
* nor concurrent thread-safe, except where marked as
* thread-safe. That is to say you can still use separate objects
* concurrently.
*
* This notice was included with the original implementation.
* The only changes made were to obfuscate the author's email addresses.
*
* MersenneTwister.h
* Mersenne Twister random number generator -- a C++ class MTRand
* Based on code by Makoto Matsumoto, Takuji Nishimura, and Shawn Cokus
* Richard J. Wagner v1.0 15 May 2003 rjwagner at writeme dot com
*
* The Mersenne Twister is an algorithm for generating random numbers. It
* was designed with consideration of the flaws in various other generators.
* The period, 2^19937-1, and the order of equidistribution, 623 dimensions,
* are far greater. The generator is also fast; it avoids multiplication and
* division, and it benefits from caches and pipelines. For more information
* see the inventors' web page at http:*www.math.keio.ac.jp/~matumoto/emt.html
*
* Reference
* M. Matsumoto and T. Nishimura, "Mersenne Twister: A 623-Dimensionally
* Equidistributed Uniform Pseudo-Random Number Generator", ACM Transactions on
* Modeling and Computer Simulation, Vol. 8, No. 1, January 1998, pp 3-30.
*
* Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
* Copyright (C) 2000 - 2003, Richard J. Wagner
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
*
* 1. Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
*
* 2. 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.
*
* 3. The names of its contributors may not 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.
*
* The original code included the following notice:
*
* When you use this, send an email to: matumoto at math dot keio dot ac dot jp
* with an appropriate reference to your work.
*
* It would be nice to CC:
* rjwagner at writeme dot com and Cokus at math dot washington dot edu
* when you write.
*
* \ingroup Common
* \ingroup ITKCommon
*
* \sphinx
* \sphinxexample{Core/Common/MersenneTwisterRandomNumberGenerator,Mersenne Twister Random Number Generator}
* \endsphinx
*/
struct MersenneTwisterGlobals;
class ITKCommon_EXPORT MersenneTwisterRandomVariateGenerator : public RandomVariateGeneratorBase
{
public:
/** Standard class type aliases. */
using Self = MersenneTwisterRandomVariateGenerator;
using Superclass = RandomVariateGeneratorBase;
using Pointer = SmartPointer<Self>;
using ConstPointer = SmartPointer<const Self>;
using IntegerType = uint32_t;
/** \see LightObject::GetNameOfClass() */
itkOverrideGetNameOfClassMacro(MersenneTwisterRandomVariateGenerator);
/** \brief Method for creation through the object factory.
*
* This method allocates a new instance of a Mersenne Twister,
* and initializes it with the next seed from the global instance's
* seed.
*
* \note This method is thread-safe.
*/
static Pointer
New();
/** Return the global Mersenne Twister instance.
*
* This method returns a Singleton of the Mersenne Twister.
* The seed is initialized from the wall clock at first use, but can
* be globally set using the resulting instance's SetSeed().
*
* \note This method is thread-safe.
*/
static Pointer
GetInstance();
/** Resets the internal data that is used to calculate the next seed. (Does not reset the initial seed.) Allows
* generating a reproducible sequence of pseudo-random numbers. */
static void
ResetNextSeed();
/** Length of state vector */
static constexpr IntegerType StateVectorLength = 624;
/** Initialize with a simple IntegerType */
void
Initialize(const IntegerType seed);
/* Initialize with clock time */
void
Initialize();
/** Get a random variate in the range [0, 1] */
double
GetVariateWithClosedRange();
/** Get a random variate in the range [0, n] */
double
GetVariateWithClosedRange(const double n);
/** Get a range variate in the range [0, 1) */
double
GetVariateWithOpenUpperRange();
/** Get a range variate in the range [0, n) */
double
GetVariateWithOpenUpperRange(const double n);
/** Get a range variate in the range (0, 1) */
double
GetVariateWithOpenRange();
/** Get a range variate in the range (0, n) */
double
GetVariateWithOpenRange(const double n);
/** Get an integer variate in [0, 2^32-1] */
IntegerType
GetIntegerVariate();
/** Get an integer variate in [0, n] for n < 2^32 */
IntegerType
GetIntegerVariate(const IntegerType & n);
/** Access to 53-bit random numbers (capacity of IEEE double precision)
* in the range [0,1) */
double
Get53BitVariate();
/* Access to a normal random number distribution
* TODO: Compare with vnl_sample_normal */
double
GetNormalVariate(const double mean = 0.0, const double variance = 1.0);
/* Access to a uniform random number distribution in the range [a, b)
* TODO: Compare with vnl_sample_uniform */
double
GetUniformVariate(const double a, const double b);
/** Get a variate in the range [0, 1]
* Do NOT use for CRYPTOGRAPHY without securely hashing several returned
* values together, otherwise the generator state can be learned after
* reading 624 consecutive values.
*/
double
GetVariate() override;
/** Same as GetVariate() */
double
operator()();
/** Re-seeding functions with same behavior as initializers
*
* \note This method is thread-safe.
*/
inline void
SetSeed(const IntegerType oneSeed);
inline void
SetSeed();
/** Return the current seed
*
* \note This method is thread-safe.
*/
IntegerType
GetSeed() const;
/** Return the next seed, derived as a sequence from the seed of the
* singleton instance.
*
* \note This method is thread-safe.
*/
static IntegerType
GetNextSeed();
/*
// Saving and loading generator state
void save( IntegerType* saveArray ) const; // to array of size SAVE
void load( IntegerType *const loadArray ); // from such array
*/
protected:
MersenneTwisterRandomVariateGenerator();
~MersenneTwisterRandomVariateGenerator() override;
void
PrintSelf(std::ostream & os, Indent indent) const override;
/** Period parameter */
static constexpr unsigned int M = 397;
/** Reload array with N new values. */
void
reload();
IntegerType
hiBit(const IntegerType & u) const
{
return u & 0x80000000;
}
IntegerType
loBit(const IntegerType & u) const
{
return u & 0x00000001;
}
IntegerType
loBits(const IntegerType & u) const
{
return u & 0x7fffffff;
}
IntegerType
mixBits(const IntegerType & u, const IntegerType & v) const
{
return hiBit(u) | loBits(v);
}
IntegerType
twist(const IntegerType & m, const IntegerType & s0, const IntegerType & s1) const
{
return m ^ (mixBits(s0, s1) >> 1) ^ (-static_cast<int32_t>(loBit(s1)) & 0x9908b0df);
}
static IntegerType
hash(time_t t, clock_t c);
// Internal state
IntegerType state[StateVectorLength];
// Next value to get from state
IntegerType * m_PNext{};
// Number of values left before reload is needed
int m_Left{};
// Seed value
std::atomic<IntegerType> m_Seed{};
private:
/** Only used to synchronize the global variable across static libraries.*/
itkGetGlobalDeclarationMacro(MersenneTwisterGlobals, PimplGlobals);
/** Internal method to actually create a new object. */
static Pointer
CreateInstance();
// Local lock to enable concurrent access to singleton
std::mutex m_InstanceMutex{};
// Static/Global Variable need to be thread-safely accessed
static MersenneTwisterGlobals * m_PimplGlobals;
}; // end of class
// Declare inlined functions.... (must be declared in the header)
inline void
MersenneTwisterRandomVariateGenerator::Initialize(const IntegerType seed)
{
const std::lock_guard<std::mutex> lockGuard(m_InstanceMutex);
this->m_Seed = seed;
// Initialize generator state with seed
// See Knuth TAOCP Vol 2, 3rd Ed, p.106 for multiplier.
// In previous versions, most significant bits (MSBs) of the seed affect
// only MSBs of the state array. Modified 9 Jan 2002 by Makoto Matsumoto.
IntegerType * s = state;
IntegerType * r = state;
IntegerType i = 1;
*s++ = seed & 0xffffffffUL;
for (i = 1; i < MersenneTwisterRandomVariateGenerator::StateVectorLength; ++i)
{
*s++ = (1812433253UL * (*r ^ (*r >> 30)) + i) & 0xffffffffUL;
++r;
}
reload();
}
inline void
MersenneTwisterRandomVariateGenerator::reload()
{
// Generate N new values in state
// Made clearer and faster by Matthew Bellew
// matthew dot bellew at home dot com
// get rid of VS warning
constexpr auto index = int{ M } - int{ MersenneTwisterRandomVariateGenerator::StateVectorLength };
IntegerType * p = state;
int i;
for (i = MersenneTwisterRandomVariateGenerator::StateVectorLength - M; i--; ++p)
{
*p = twist(p[M], p[0], p[1]);
}
for (i = M; --i; ++p)
{
*p = twist(p[index], p[0], p[1]);
}
*p = twist(p[index], p[0], state[0]);
m_Left = MersenneTwisterRandomVariateGenerator::StateVectorLength;
m_PNext = state;
}
inline void
MersenneTwisterRandomVariateGenerator::Initialize()
{
SetSeed();
}
inline void
MersenneTwisterRandomVariateGenerator::SetSeed(const IntegerType oneSeed)
{
// Seed the generator with a simple IntegerType
Initialize(oneSeed);
}
inline void
MersenneTwisterRandomVariateGenerator::SetSeed()
{
// use time() and clock() to generate a unlikely-to-repeat seed.
SetSeed(hash(time(nullptr), clock()));
}
inline MersenneTwisterRandomVariateGenerator::IntegerType
MersenneTwisterRandomVariateGenerator::GetSeed() const
{
return this->m_Seed;
}
/** Get an integer variate in [0, 2^32-1] */
inline MersenneTwisterRandomVariateGenerator::IntegerType
MersenneTwisterRandomVariateGenerator::GetIntegerVariate()
{
if (m_Left == 0)
{
reload();
}
--m_Left;
IntegerType s1 = *m_PNext++;
s1 ^= (s1 >> 11);
s1 ^= (s1 << 7) & 0x9d2c5680;
s1 ^= (s1 << 15) & 0xefc60000;
return (s1 ^ (s1 >> 18));
}
inline double
MersenneTwisterRandomVariateGenerator::GetVariateWithClosedRange()
{
return static_cast<double>(GetIntegerVariate()) * (1.0 / 4294967295.0);
}
/** Get a random variate in the range [0, n] */
inline double
MersenneTwisterRandomVariateGenerator::GetVariateWithClosedRange(const double n)
{
return GetVariateWithClosedRange() * n;
}
/** Get a range variate in the range [0, 1) */
inline double
MersenneTwisterRandomVariateGenerator::GetVariateWithOpenUpperRange()
{
return static_cast<double>(GetIntegerVariate()) * (1.0 / 4294967296.0);
}
/** Get a range variate in the range [0, n) */
inline double
MersenneTwisterRandomVariateGenerator::GetVariateWithOpenUpperRange(const double n)
{
return GetVariateWithOpenUpperRange() * n;
}
/** Get a range variate in the range (0, 1) */
inline double
MersenneTwisterRandomVariateGenerator::GetVariateWithOpenRange()
{
return (static_cast<double>(GetIntegerVariate()) + 0.5) * (1.0 / 4294967296.0);
}
/** Get a range variate in the range (0, n) */
inline double
MersenneTwisterRandomVariateGenerator::GetVariateWithOpenRange(const double n)
{
return GetVariateWithOpenRange() * n;
}
inline MersenneTwisterRandomVariateGenerator::IntegerType
MersenneTwisterRandomVariateGenerator::GetIntegerVariate(const IntegerType & n)
{
// Find which bits are used in n
IntegerType used = n;
used |= used >> 1;
used |= used >> 2;
used |= used >> 4;
used |= used >> 8;
used |= used >> 16;
// Draw numbers until one is found in [0,n]
IntegerType i;
do
{
i = GetIntegerVariate() & used; // toss unused bits to shorten search
} while (i > n);
return i;
}
/** Access to 53-bit random numbers (capacity of IEEE double precision)
* in the range [0,1) */
inline double
MersenneTwisterRandomVariateGenerator::Get53BitVariate()
{
IntegerType a = GetIntegerVariate() >> 5, b = GetIntegerVariate() >> 6;
return (a * 67108864.0 + b) * (1.0 / 9007199254740992.0); // by Isaku
// Wada
}
/** Access to a normal random number distribution. */
// TODO: Compare with vnl_sample_normal
inline double
MersenneTwisterRandomVariateGenerator::GetNormalVariate(const double mean, const double variance)
{
// Return a real number from a normal (Gaussian) distribution with given
// mean and variance by Box-Muller method
double r = std::sqrt(-2.0 * std::log(1.0 - GetVariateWithOpenRange()) * variance);
double phi = 2.0 * itk::Math::pi * GetVariateWithOpenUpperRange();
return mean + r * std::cos(phi);
}
/** Access to a uniform random number distribution */
// TODO: Compare with vnl_sample_uniform
inline double
MersenneTwisterRandomVariateGenerator::GetUniformVariate(const double a, const double b)
{
double u = GetVariateWithOpenUpperRange();
return ((1.0 - u) * a + u * b);
}
inline double
MersenneTwisterRandomVariateGenerator::GetVariate()
{
return GetVariateWithClosedRange();
}
inline double
MersenneTwisterRandomVariateGenerator::operator()()
{
return GetVariate();
}
/* Change log from MTRand.h */
// Change log:
//
// v0.1 - First release on 15 May 2000
// - Based on code by Makoto Matsumoto, Takuji Nishimura, and Shawn Cokus
// - Translated from C to C++
// - Made completely ANSI compliant
// - Designed convenient interface for initialization, seeding, and
// obtaining numbers in default or user-defined ranges
// - Added automatic seeding from /dev/urandom or time() and clock()
// - Provided functions for saving and loading generator state
//
// v0.2 - Fixed bug which reloaded generator one step too late
//
// v0.3 - Switched to clearer, faster reload() code from Matthew Bellew
//
// v0.4 - Removed trailing newline in saved generator format to be consistent
// with output format of built-in types
//
// v0.5 - Improved portability by replacing static const int's with enum's and
// clarifying return values in seed(); suggested by Eric Heimburg
// - Removed MAXINT constant; use 0xffffffffUL instead
//
// v0.6 - Eliminated seed overflow when uint32 is larger than 32 bits
// - Changed integer [0,n] generator to give better uniformity
//
// v0.7 - Fixed operator precedence ambiguity in reload()
// - Added access for real numbers in (0,1) and (0,n)
//
// v0.8 - Included time.h header to properly support time_t and clock_t
//
// v1.0 - Revised seeding to match 26 Jan 2002 update of Nishimura and Matsumoto
// - Allowed for seeding with arrays of any length
// - Added access for real numbers in [0,1) with 53-bit resolution
// - Added access for real numbers from normal (Gaussian) distributions
// - Increased overall speed by optimizing twist()
// - Doubled speed of integer [0,n] generation
// - Fixed out-of-range number generation on 64-bit machines
// - Improved portability by substituting literal constants for long enum's
// - Changed license from GNU LGPL to BSD
} // end namespace Statistics
} // end namespace itk
#endif
|