1. Mersenne Twister Random Generator
- Posted by Derek Parnell <ddparnell at bigpond.com> Sep 15, 2001
- 468 views
Hi, here is an implementation of the Mersenne Twister (MT) algorithm. I'd appreciate some people validating it. I converted it from a C program. The tricky parts in the conversion were the bitwise operations and the zero-based array references. It got the C code from http://www.math.keio.ac.jp/~matumoto/emt.html and there are other varieties there as well. ---- Derek. -------------- -- A Euphoria program for MT19937: Real number version -- rand_mt() generates one pseudorandom real number (double) -- which is uniformly distributed on [0,1]-interval, for each -- call. seedrand_mt(seed) set initial values to the working area -- of 624 words. Before rand_mt(), seedrand_mt(seed) must be -- called once. 'seed' is any 32-bit integer, however if 0 is supplied -- the value of time(0) is used instead. -- Integer generator is obtained by modifying two lines. -- This Euphoria version is based on the 'C' version coded by -- Takuji Nishimura, considering the suggestions by -- Topher Cooper and Marc Rieffel in July-Aug. 1997. -- This library is free software; you can redistribute it and/or -- modify it under the terms of the GNU Library General Public -- License as published by the Free Software Foundation; either -- version 2 of the License, or (at your option) any later -- version. -- This library 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 Library General Public License for more details. -- You should have received a copy of the GNU Library General -- Public License along with this library; if not, write to the -- Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA -- 02111-1307 USA -- Copyright (C) 1997 Makoto Matsumoto and Takuji Nishimura. -- Any feedback is very welcome. For any question, comments, -- see http://www.math.keio.ac.jp/matumoto/emt.html or email -- matumoto at math.keio.ac.jp include machine.e -- Period parameters constant N = 624 constant M = 397 constant MATRIX_A = #9908B0DF -- constant vector a constant UPPER_MASK = #80000000 -- most significant w-r bits constant LOWER_MASK = #7FFFFFFF -- least significant r bits -- Tempering parameters constant TEMPERING_MASK_B = #9D2C5680 constant TEMPERING_MASK_C = #EFC60000 function shift_bits(atom a, integer distance) sequence abits abits = int_to_bits(a,32) if distance < 0 then distance = -distance abits[distance+1 .. 32] = abits[1 .. 32-distance] abits[1 .. distance] = repeat(0, distance) else abits[1 .. 32-distance] = abits[distance+1 .. 32] abits[32 - distance + 1 .. 32] = repeat(0, distance) end if return bits_to_int(abits) end function sequence mt mt = repeat(0,N) -- the array for the state vector integer mti mti = N + 2 -- mti=N+2 means mt[N] is not initialized -- initializing the array with a NONZERO seed global procedure seedrand_mt(atom seed) atom temp -- setting initial seeds to mt[N] using -- the generator Line 25 of Table 1 in -- [KNUTH 1981, The Art of Computer Programming -- Vol. 2 (2nd Ed.), pp102] if seed = 0 then seed = floor(time()) end if mt[1]= remainder(seed , #FFFFFFFF) mti = 1 while mti < N do mt[mti+1] = remainder((69069 * mt[mti]),#FFFFFFFF) mti += 1 end while end procedure sequence mag01 global function rand_mt(integer range) atom y integer kk mag01= {0, MATRIX_A} if (mti >= N) then -- generate N words at one time if (mti = N+2) then -- if seedrand_mt() has not been called, seedrand_mt(4357) -- a default initial seed is used end if kk = 0 while kk < N-M do y = or_bits(and_bits(mt[kk+1],UPPER_MASK), and_bits(mt[kk+2],LOWER_MASK) ) mt[kk+1] = xor_bits(xor_bits(mt[kk+M+1] , shift_bits(y , 1)) , mag01[and_bits(y,1)+1]) kk += 1 end while while kk<N-1 do y = or_bits(and_bits(mt[kk+1],UPPER_MASK), and_bits(mt[kk+2],LOWER_MASK) ) mt[kk+1] = xor_bits(xor_bits(mt[kk+(M-N)+1] , shift_bits(y,1)) , mag01[and_bits(y,1)+1]) kk += 1 end while y = or_bits(and_bits(mt[N],UPPER_MASK), and_bits(mt[1],LOWER_MASK)) mt[N] = xor_bits(xor_bits(mt[M] , shift_bits(y,1)) , mag01[and_bits(y,1)+1]) mti = 0 end if mti += 1 y = mt[mti] y = xor_bits(y, shift_bits(y, 11)) y = xor_bits(y,and_bits(shift_bits(y,-7), TEMPERING_MASK_B)) y = xor_bits(y,and_bits(shift_bits(y,-15), TEMPERING_MASK_C)) y = xor_bits(y, shift_bits(y, 18)) return floor((y + #80000000) * (range/#FFFFFFFF) ) + 1 end function ----------- END OF SOURCE CODE ------------