/** @file random.c ** @brief Random number generator - Definition ** @author Andrea Vedaldi **/ /* Copyright (C) 2007-12 Andrea Vedaldi and Brian Fulkerson. Copyright (C) 2013 Andrea Vedaldi. All rights reserved. This file is part of the VLFeat library and is made available under the terms of the BSD license (see the COPYING file). */ /** @page random Random number generator @author Andrea Vedaldi @tableofcontents The module @ref random.h implements random number generation in VLFeat. The generator is based on the popular Mersenne Twister algorithm @cite{matsumoto98mersenne} (which is the same as MATLAB random generator from MATLAB version 7.4 onwards). @section random-starting Getting started In VLFeat, a random number generator is implemented by an object of type ::VlRand. The simplest way to obtain such an object is to get the default random generator by @code VlRand * rand = vl_get_rand() ; vl_int32 signedRandomInteger = vl_rand_int31(rand) ; @code Note that there is one such generator per thread (see ::vl_get_rand). If more control is desired, a new ::VlRand object can be easily created. The object is lightweight, designed to be allocated on the stack: @code VlRand rand ; vl_rand_init (&rand) ; @endcode The generator can be seeded by ::vl_rand_seed and ::vl_rand_seed_by_array. For instance: @code vl_rand_seed (&rand, clock()) ; @endcode The generator can be used to obtain random quantities of various types: - ::vl_rand_int31, ::vl_rand_uint32 for 32-bit random integers; - ::vl_rand_real1 for a double in [0,1]; - ::vl_rand_real2 for a double in [0,1); - ::vl_rand_real3 for a double in (0,1); - ::vl_rand_res53 for a double in [0,1) with high resolution. There is no need to explicitly destroy a ::VlRand instance. **/ #include "random.h" /* A C-program for MT19937, with initialization improved 2002/1/26. Coded by Takuji Nishimura and Makoto Matsumoto. Before using, initialize the state by using init_genrand(seed) or init_by_array(init_key, keySize). Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura, 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. Any feedback is very welcome. http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html email: m-mat @ math.sci.hiroshima-u.ac.jp (remove space) */ #include #include /* Period parameters */ #define N 624 #define M 397 #define MATRIX_A VL_UINT32_C(0x9908b0df) /* constant vector a */ #define UPPER_MASK VL_UINT32_C(0x80000000) /* most asignificant w-r bits */ #define LOWER_MASK VL_UINT32_C(0x7fffffff) /* least significant r bits */ /* initializes mt[N] with a seed */ /** @brief Initialise random number generator ** @param self number generator. **/ void vl_rand_init (VlRand * self) { memset (self->mt, 0, sizeof(self->mt[0]) * N) ; self->mti = N + 1 ; } /** @brief Seed the state of the random number generator ** @param self random number generator. ** @param s seed. **/ void vl_rand_seed (VlRand * self, vl_uint32 s) { #define mti self->mti #define mt self->mt mt[0]= s & VL_UINT32_C(0xffffffff); for (mti=1; mti> 30)) + mti); /* See Knuth TAOCP Vol2. 3rd Ed. P.106 for multiplier. */ /* In the previous versions, MSBs of the seed affect */ /* only MSBs of the array mt[]. */ /* 2002/01/09 modified by Makoto Matsumoto */ mt[mti] &= VL_UINT32_C(0xffffffff); /* for >32 bit machines */ } #undef mti #undef mt } /** @brief Seed the state of the random number generator by an array ** @param self random number generator. ** @param key array of numbers. ** @param keySize length of the array. **/ void vl_rand_seed_by_array (VlRand * self, vl_uint32 const key [], vl_size keySize) { #define mti self->mti #define mt self->mt int i, j, k; vl_rand_seed (self, VL_UINT32_C(19650218)); i=1; j=0; k = (N > keySize ? N : (int)keySize); for (; k; k--) { mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * VL_UINT32_C(1664525))) + key[j] + j; /* non linear */ mt[i] &= VL_UINT32_C(0xffffffff); /* for WORDSIZE > 32 machines */ i++; j++; if (i>=N) { mt[0] = mt[N-1]; i=1; } if (j>=(signed)keySize) j=0; } for (k=N-1; k; k--) { mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * VL_UINT32_C(1566083941))) - i; /* non linear */ mt[i] &= VL_UINT32_C(0xffffffff) ; /* for WORDSIZE > 32 machines */ i++; if (i>=N) { mt[0] = mt[N-1]; i=1; } } mt[0] = VL_UINT32_C(0x80000000); /* MSB is 1; assuring non-zero initial array */ #undef mti #undef mt } /** @brief Randomly permute and array of indexes. ** @param self random number generator. ** @param array array of indexes. ** @param size number of element in the array. ** ** The function uses *Algorithm P*, also known as *Knuth shuffle*. **/ void vl_rand_permute_indexes (VlRand *self, vl_index *array, vl_size size) { vl_index i, j, tmp; for (i = size - 1 ; i > 0; i--) { /* Pick a random index j in the range 0, i + 1 and swap it with i */ j = (vl_int) vl_rand_uindex (self, i + 1) ; tmp = array[i] ; array[i] = array[j] ; array[j] = tmp ; } } /** @brief Generate a random UINT32 ** @param self random number generator. ** @return a random number in [0, 0xffffffff]. **/ vl_uint32 vl_rand_uint32 (VlRand * self) { vl_uint32 y; static vl_uint32 mag01[2]={VL_UINT32_C(0x0), MATRIX_A}; /* mag01[x] = x * MATRIX_A for x=0,1 */ #define mti self->mti #define mt self->mt if (mti >= N) { /* generate N words at one time */ int kk; if (mti == N+1) /* if init_genrand() has not been called, */ vl_rand_seed (self, VL_UINT32_C(5489)); /* a default initial seed is used */ for (kk=0;kk> 1) ^ mag01[y & VL_UINT32_C(0x1)]; } for (;kk> 1) ^ mag01[y & VL_UINT32_C(0x1)]; } y = (mt[N-1]&UPPER_MASK)|(mt[0]&LOWER_MASK); mt[N-1] = mt[M-1] ^ (y >> 1) ^ mag01[y & VL_UINT32_C(0x1)]; mti = 0; } y = mt[mti++]; /* Tempering */ y ^= (y >> 11); y ^= (y << 7) & VL_UINT32_C(0x9d2c5680); y ^= (y << 15) & VL_UINT32_C(0xefc60000); y ^= (y >> 18); return (vl_uint32)y; #undef mti #undef mt }