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rng.h

// =============================================================================
/* rng.cpp  RNG - random number generators

            PMC 14-jun-2005
            PMC 10-jul-2005
            PMC 13-Jul-2006 updated, default is now MT

   Copyright 2005-2006 P.M.Cronje

   RNG is free software; you can redistribute it and/or modify
   it under the terms of the GNU General Public License as published by
   the Free Software Foundation; either version 2 of the License, or
   (at your option) any later version.

   RNG is distributed in the hope that it will be useful,
   but WITHOUT ANY WARRANTY; without even the implied warranty of
   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
   GNU General Public License for more details.

   You should have received a copy of the GNU General Public License
   along with RNG; if not, write to the Free Software
   Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301  USA

*/
// =============================================================================

#ifndef RNG_H
#define RNG_H

typedef unsigned long long uint64;

// -----------------------------------------------------------------------------
// Entropy test
// -----------------------------------------------------------------------------

void initEnt(bool binmode);
void addEnt(unsigned char *buf, int buflen);
void endEnt(double *r_ent, double *r_chisq, double *r_mean,
            double *r_montepicalc, double *r_scc);
void prtEnt(double r_chisq, double r_mean,
            double r_montepicalc, double r_scc);

// -----------------------------------------------------------------------------
// Available RNG's
// -----------------------------------------------------------------------------

enum eRNG
{
  eRNG_QD1    = 0,           // 'Quick and dirty' LCG
  eRNG_MT     = 1,           // Mersenne Twister MT19937_02        (default)
  eRNG_MTHR   = 2,           // 'Mother of all RNG' (Marsaglia)
  eRNG_WELL   = 3,           // WELL1024a, single seed with run-in

  eRNG_COUNT  = 4

}; // enum eRNG
// -----------------------------------------------------------------------------
// Description
// -----------------------------------------------------------------------------
//
// The QD1 is fast, but is only as good as an LCG can be,
// it should only be used where true randomness is not required.
// LCG = linear congruential generator.
//
// The other (mt/mthr/well) have been selected after many tests
// using the TestU01 software of Ecuyer and Simard, and pass most
// of the stringent tests for random number generators, failing only
// occasionally at a significance level of a few parts in 0.001.
// They all have extremely long periods and are recommended for any
// serious simulation work requiring many millions of random numbers.
//
// The default generator is MT19937_02.
//
// The acronym WELL means 'Well Equidistributed Long-period Linear'
// The generator WELL1024a has been modified to:
//   - initialize with a single seed
//   - generate equidistributed initial values
//   - run for 50,000 numbers to escape from the initial setup
//
// The generators mt/mthr are initialized from a single seed using a WELL.
//
// Speed (relative elapsed time for 10,000,000 numbers)
//     qd1      1.00
//     mt       1.25
//     mthr     1.90
//     well     1.41
//
// -----------------------------------------------------------------------------

extern const char *pszRNGGen[eRNG_COUNT];
extern const char *pszRNGGenList;
extern const char *pszRNGGenDefault;
enum eRNG const eRNGGenDefault = eRNG_MT;

// -----------------------------------------------------------------------------
// forward declaration of derived classes
// -----------------------------------------------------------------------------

class cRNG_QD1;
class cRNG_WELL;
class cRNG_Mother;
class cRNG_MT19937;

// -----------------------------------------------------------------------------
// cRNG - base class
// -----------------------------------------------------------------------------

class cRNG
{
  public:
           virtual ~cRNG()
                     { }

                   // set seed
      virtual void set(unsigned int useed) = 0;

                   // generator name
      virtual char *getszRandom() = 0;

                   // next random number
  virtual unsigned int random() = 0;

                   // return random unsigned int, where 0 <= unsigned int < uirange
 virtual unsigned int randomUint(unsigned int urange);

                   // creates an instance of cRNG,
                   // specifying either eRNG or a string identifier pszrng,
                   // if pszgen incorrectly specified creates a cRNG_MT
                   //
                   //        erng        pszrng
                   //     ---------     --------
                   //     eRNG_QD1       "qd1"
                   //     eRNG_MT        "mt"
                   //     eRNG_MTHR      "mthr"
                   //     eRNG_WELL      "well"
                   //
                   // note: the object must be deleted after use

       static cRNG *createRNG(eRNG erng, unsigned int useed);
       static cRNG *createRNG(char *pszrng, unsigned int useed);

         enum eRNG getRNG()
                     { return RNG;}

        const char *getpszGen()
                     { return (const char*)szGen;}

  protected:
              eRNG RNG;
              char szGen[16];
      unsigned int uSeed;

}; // cRNG
// -----------------------------------------------------------------------------

class cRNG_QD1 : public cRNG
{
  public:
                   cRNG_QD1(unsigned int useed=0)
                     { set(useed);}

                   // set
      virtual void set(unsigned int useed);

                   // generator name
      virtual char *getszRandom()
                     { return "QD1";}

                   // next random number
    virtual
      unsigned int random();

      unsigned int getSeed()
                   { return uSeed;}

  protected:

}; // cRNG_QD1
// -----------------------------------------------------------------------------

class cRNG_WELL : public cRNG
{
  public:
                   cRNG_WELL(unsigned int useed=0)
                     { set(useed);}

                   // set
      virtual void set(unsigned int useed);

                   // generator name
      virtual char *getszRandom()
                     { return "WELL1024u";}

                   // next random number
    virtual
      unsigned int random();

  protected:
      unsigned int state_i, STATE[32], z0, z1, z2;

}; // cRNG_WELL
// -----------------------------------------------------------------------------

class cRNG_Mother : public cRNG
{
  public:
                   cRNG_Mother(unsigned int useed=0)
                     { set(useed);}

                   // set
      virtual void set(unsigned int useed);

                   // generator name
      virtual char *getszRandom()
                     { return "Mother";}

                   // next random number
    virtual
      unsigned int random();

  protected:
      unsigned int smthr[4];
            uint64 xm4, xm3, xm2, xm1, mcarry;

}; // cRNG_Mother
// -----------------------------------------------------------------------------

class cRNG_MT19937 : public cRNG
{
  public:
                   cRNG_MT19937(unsigned int useed=0)
                     { set(useed);}

                   // set
      virtual void set(unsigned int useed);

                   // generator name
      virtual char *getszRandom()
                     { return "MT19937";}

                   // next random number
    virtual
      unsigned int random();

  protected:
      unsigned int mti, U[624];
     unsigned long mag01[2];

         void initBySeed(unsigned int useed);
         void initByArray(unsigned int lenkey, unsigned int key[]);


}; // cRNG_MT19937
// -----------------------------------------------------------------------------
#endif

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