SIMD oriented Fast Mersenne Twister(SFMT) pseudorandom number generator using C structure. More...

#include <stdio.h>
#include <assert.h>
#include <inttypes.h>
#include "SFMT-params.h"

Data Structures
union	W128_T
	128-bit data structure More...
struct	SFMT_T
	SFMT internal state. More...
Defines
#define	PRIu64 "llu"
#define	PRIx64 "llx"
Typedefs
typedef union W128_T	w128_t
	128-bit data type
typedef struct SFMT_T	sfmt_t
Functions
void	sfmt_fill_array32 (sfmt_t sfmt, uint32_t array, int size)
	This function generates pseudorandom 32-bit integers in the specified array[] by one call.
void	sfmt_fill_array64 (sfmt_t sfmt, uint64_t array, int size)
	This function generates pseudorandom 64-bit integers in the specified array[] by one call.
void	sfmt_init_gen_rand (sfmt_t *sfmt, uint32_t seed)
	This function initializes the internal state array with a 32-bit integer seed.
void	sfmt_init_by_array (sfmt_t sfmt, uint32_t init_key, int key_length)
	This function initializes the internal state array, with an array of 32-bit integers used as the seeds.
const char *	sfmt_get_idstring (sfmt_t *sfmt)
	This function returns the identification string.
int	sfmt_get_min_array_size32 (sfmt_t *sfmt)
	This function returns the minimum size of array used for fill_array32() function.
int	sfmt_get_min_array_size64 (sfmt_t *sfmt)
	This function returns the minimum size of array used for fill_array64() function.
void	sfmt_gen_rand_all (sfmt_t *sfmt)
	This function fills the internal state array with pseudorandom integers.
static uint32_t	sfmt_genrand_uint32 (sfmt_t *sfmt)
	This function generates and returns 32-bit pseudorandom number.
static uint64_t	sfmt_genrand_uint64 (sfmt_t *sfmt)
	This function generates and returns 64-bit pseudorandom number.
static double	sfmt_to_real1 (uint32_t v)
	converts an unsigned 32-bit number to a double on [0,1]-real-interval.
static double	sfmt_genrand_real1 (sfmt_t *sfmt)
	generates a random number on [0,1]-real-interval
static double	sfmt_to_real2 (uint32_t v)
	converts an unsigned 32-bit integer to a double on [0,1)-real-interval.
static double	sfmt_genrand_real2 (sfmt_t *sfmt)
	generates a random number on [0,1)-real-interval
static double	sfmt_to_real3 (uint32_t v)
	converts an unsigned 32-bit integer to a double on (0,1)-real-interval.
static double	sfmt_genrand_real3 (sfmt_t *sfmt)
	generates a random number on (0,1)-real-interval
static double	sfmt_to_res53 (uint64_t v)
	converts an unsigned 32-bit integer to double on [0,1) with 53-bit resolution.
static double	sfmt_genrand_res53 (sfmt_t *sfmt)
	generates a random number on [0,1) with 53-bit resolution
static double	sfmt_to_res53_mix (uint32_t x, uint32_t y)
	generates a random number on [0,1) with 53-bit resolution from two 32 bit integers
static double	sfmt_genrand_res53_mix (sfmt_t *sfmt)
	generates a random number on [0,1) with 53-bit resolution using two 32bit integers.

Detailed Description

SIMD oriented Fast Mersenne Twister(SFMT) pseudorandom number generator using C structure.

Author:: Mutsuo Saito (Hiroshima University); Makoto Matsumoto (The University of Tokyo)

Copyright (C) 2006, 2007 Mutsuo Saito, Makoto Matsumoto and Hiroshima University. Copyright (C) 2012 Mutsuo Saito, Makoto Matsumoto, Hiroshima University and The University of Tokyo. All rights reserved.

The 3-clause BSD License is applied to this software, see LICENSE.txt

Note:

We assume that your system has inttypes.h. If your system doesn't have inttypes.h, you have to typedef uint32_t and uint64_t, and you have to define PRIu64 and PRIx64 in this file as follows:

 typedef unsigned int uint32_t
 typedef unsigned long long uint64_t
 #define PRIu64 "llu"
 #define PRIx64 "llx"

uint32_t must be exactly 32-bit unsigned integer type (no more, no less), and uint64_t must be exactly 64-bit unsigned integer type. PRIu64 and PRIx64 are used for printf function to print 64-bit unsigned int and 64-bit unsigned int in hexadecimal format.

Define Documentation

#define PRIu64 "llu"

#define PRIx64 "llx"

Typedef Documentation

typedef struct SFMT_T sfmt_t

typedef union W128_T w128_t

128-bit data type

Function Documentation

void sfmt_fill_array32	(	sfmt_t *	sfmt,
		uint32_t *	array,
		int	size
	)

This function generates pseudorandom 32-bit integers in the specified array[] by one call.

The number of pseudorandom integers is specified by the argument size, which must be at least 624 and a multiple of four. The generation by this function is much faster than the following gen_rand function.

For initialization, init_gen_rand or init_by_array must be called before the first call of this function. This function can not be used after calling gen_rand function, without initialization.

Parameters:

sfmt	SFMT internal state
array	an array where pseudorandom 32-bit integers are filled by this function. The pointer to the array must be "aligned" (namely, must be a multiple of 16) in the SIMD version, since it refers to the address of a 128-bit integer. In the standard C version, the pointer is arbitrary.
size	the number of 32-bit pseudorandom integers to be generated. size must be a multiple of 4, and greater than or equal to (MEXP / 128 + 1) * 4.

Note:: memalign or posix_memalign is available to get aligned memory. Mac OSX doesn't have these functions, but malloc of OSX returns the pointer to the aligned memory block.

References gen_rand_array(), and SFMT_T::idx.

void sfmt_fill_array64	(	sfmt_t *	sfmt,
		uint64_t *	array,
		int	size
	)

This function generates pseudorandom 64-bit integers in the specified array[] by one call.

The number of pseudorandom integers is specified by the argument size, which must be at least 312 and a multiple of two. The generation by this function is much faster than the following gen_rand function.

Parameters:

sfmt	SFMT internal state For initialization, init_gen_rand or init_by_array must be called before the first call of this function. This function can not be used after calling gen_rand function, without initialization.
array	an array where pseudorandom 64-bit integers are filled by this function. The pointer to the array must be "aligned" (namely, must be a multiple of 16) in the SIMD version, since it refers to the address of a 128-bit integer. In the standard C version, the pointer is arbitrary.
size	the number of 64-bit pseudorandom integers to be generated. size must be a multiple of 2, and greater than or equal to (MEXP / 128 + 1) * 2

Note:: memalign or posix_memalign is available to get aligned memory. Mac OSX doesn't have these functions, but malloc of OSX returns the pointer to the aligned memory block.

References gen_rand_array(), and SFMT_T::idx.

void sfmt_gen_rand_all ( sfmt_t * sfmt )

This function fills the internal state array with pseudorandom integers.

Parameters:

sfmt	SFMT internal state

References SFMT_T::state.

Referenced by sfmt_genrand_uint32(), and sfmt_genrand_uint64().

static double sfmt_genrand_real1 ( sfmt_t * sfmt ) [inline, static]

generates a random number on [0,1]-real-interval

Parameters:

sfmt	SFMT internal state

Returns:: double on [0,1]-real-interval

References sfmt_genrand_uint32(), and sfmt_to_real1().

static double sfmt_genrand_real2 ( sfmt_t * sfmt ) [inline, static]

generates a random number on [0,1)-real-interval

Parameters:

sfmt	SFMT internal state

Returns:: double on [0,1)-real-interval

References sfmt_genrand_uint32(), and sfmt_to_real2().

static double sfmt_genrand_real3 ( sfmt_t * sfmt ) [inline, static]

generates a random number on (0,1)-real-interval

Parameters:

sfmt	SFMT internal state

Returns:: double on (0,1)-real-interval

References sfmt_genrand_uint32(), and sfmt_to_real3().

static double sfmt_genrand_res53 ( sfmt_t * sfmt ) [inline, static]

generates a random number on [0,1) with 53-bit resolution

Parameters:

sfmt	SFMT internal state

Returns:: double on [0,1) with 53-bit resolution

References sfmt_genrand_uint64(), and sfmt_to_res53().

static double sfmt_genrand_res53_mix ( sfmt_t * sfmt ) [inline, static]

generates a random number on [0,1) with 53-bit resolution using two 32bit integers.

Parameters:

sfmt	SFMT internal state

Returns:: double on [0,1) with 53-bit resolution

References sfmt_genrand_uint32(), and sfmt_to_res53_mix().

static uint32_t sfmt_genrand_uint32 ( sfmt_t * sfmt ) [inline, static]

This function generates and returns 32-bit pseudorandom number.

init_gen_rand or init_by_array must be called before this function.

Parameters:

sfmt	SFMT internal state

Returns:: 32-bit pseudorandom number

References SFMT_T::idx, sfmt_gen_rand_all(), SFMT_T::state, and W128_T::u.

Referenced by sfmt_genrand_real1(), sfmt_genrand_real2(), sfmt_genrand_real3(), and sfmt_genrand_res53_mix().

static uint64_t sfmt_genrand_uint64 ( sfmt_t * sfmt ) [inline, static]

This function generates and returns 64-bit pseudorandom number.

init_gen_rand or init_by_array must be called before this function. The function gen_rand64 should not be called after gen_rand32, unless an initialization is again executed.

Parameters:

sfmt	SFMT internal state

Returns:: 64-bit pseudorandom number

References SFMT_T::idx, sfmt_gen_rand_all(), SFMT_T::state, W128_T::u, and W128_T::u64.

Referenced by sfmt_genrand_res53().

const char* sfmt_get_idstring ( sfmt_t * sfmt )

This function returns the identification string.

The string shows the word size, the Mersenne exponent, and all parameters of this generator.

Parameters:

sfmt	SFMT internal state

References UNUSED_VARIABLE.

int sfmt_get_min_array_size32 ( sfmt_t * sfmt )

This function returns the minimum size of array used for fill_array32() function.

Parameters:

sfmt	SFMT internal state

Returns:: minimum size of array used for fill_array32() function.

References UNUSED_VARIABLE.

int sfmt_get_min_array_size64 ( sfmt_t * sfmt )

This function returns the minimum size of array used for fill_array64() function.

Parameters:

sfmt	SFMT internal state

Returns:: minimum size of array used for fill_array64() function.

References UNUSED_VARIABLE.

void sfmt_init_by_array	(	sfmt_t *	sfmt,
		uint32_t *	init_key,
		int	key_length
	)

This function initializes the internal state array, with an array of 32-bit integers used as the seeds.

Parameters:

sfmt	SFMT internal state
init_key	the array of 32-bit integers, used as a seed.
key_length	the length of init_key.

References func1(), func2(), SFMT_T::idx, idxof(), period_certification(), SFMT_T::state, and W128_T::u.

void sfmt_init_gen_rand	(	sfmt_t *	sfmt,
		uint32_t	seed
	)

This function initializes the internal state array with a 32-bit integer seed.

Parameters:

sfmt	SFMT internal state
seed	a 32-bit integer used as the seed.

References SFMT_T::idx, idxof(), period_certification(), SFMT_T::state, and W128_T::u.

static double sfmt_to_real1 ( uint32_t v ) [inline, static]

converts an unsigned 32-bit number to a double on [0,1]-real-interval.

Parameters:

v	32-bit unsigned integer

Returns:: double on [0,1]-real-interval

Referenced by sfmt_genrand_real1().

static double sfmt_to_real2 ( uint32_t v ) [inline, static]

converts an unsigned 32-bit integer to a double on [0,1)-real-interval.

Parameters:

v	32-bit unsigned integer

Returns:: double on [0,1)-real-interval

Referenced by sfmt_genrand_real2().

static double sfmt_to_real3 ( uint32_t v ) [inline, static]

converts an unsigned 32-bit integer to a double on (0,1)-real-interval.

Parameters:

v	32-bit unsigned integer

Returns:: double on (0,1)-real-interval

Referenced by sfmt_genrand_real3().

static double sfmt_to_res53 ( uint64_t v ) [inline, static]

converts an unsigned 32-bit integer to double on [0,1) with 53-bit resolution.

Parameters:

v	32-bit unsigned integer

Returns:: double on [0,1)-real-interval with 53-bit resolution.

Referenced by sfmt_genrand_res53(), and sfmt_to_res53_mix().

static double sfmt_to_res53_mix	(	uint32_t	x,
		uint32_t	y
	)		`[inline, static]`

generates a random number on [0,1) with 53-bit resolution from two 32 bit integers

References sfmt_to_res53().

Referenced by sfmt_genrand_res53_mix().

Data Structures

Defines

Typedefs

Functions

Detailed Description

Define Documentation

Typedef Documentation

Function Documentation