+/*
+ 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, key_length).
+
+ Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
+ All rights reserved.
+
+ Modified 2007 by Steven G. Johnson for use with NLopt (to avoid
+ namespace pollution, use uint32_t instead of unsigned long,
+ and add the urand function).
+
+ 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 "nlopt-util.h"
+#include "config.h"
+
+#if defined(HAVE_STDINT_H)
+# include <stdint.h>
+#endif
+
+#ifndef HAVE_UINT32_T
+# if SIZEOF_UNSIGNED_LONG == 4
+ typedef unsigned long uint32_t;
+# elif SIZEOF_UNSIGNED_INT == 4
+ typedef unsigned int uint32_t;
+# else
+# error No 32-bit unsigned integer type
+# endif
+#endif
+
+/* Period parameters */
+#define N 624
+#define M 397
+#define MATRIX_A 0x9908b0dfUL /* constant vector a */
+#define UPPER_MASK 0x80000000UL /* most significant w-r bits */
+#define LOWER_MASK 0x7fffffffUL /* least significant r bits */
+
+static uint32_t mt[N]; /* the array for the state vector */
+static int mti=N+1; /* mti==N+1 means mt[N] is not initialized */
+
+/* initializes mt[N] with a seed */
+void nlopt_init_genrand(unsigned long s)
+{
+ mt[0]= s & 0xffffffffUL;
+ for (mti=1; mti<N; mti++) {
+ mt[mti] =
+ (1812433253UL * (mt[mti-1] ^ (mt[mti-1] >> 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] &= 0xffffffffUL;
+ /* for >32 bit machines */
+ }
+}
+
+/* generates a random number on [0,0xffffffff]-interval */
+static uint32_t nlopt_genrand_int32(void)
+{
+ uint32_t y;
+ static uint32_t mag01[2]={0x0UL, MATRIX_A};
+ /* mag01[x] = x * MATRIX_A for x=0,1 */
+
+ if (mti >= N) { /* generate N words at one time */
+ int kk;
+
+ if (mti == N+1) /* if init_genrand() has not been called, */
+ nlopt_init_genrand(5489UL); /* a default initial seed is used */
+
+ for (kk=0;kk<N-M;kk++) {
+ y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK);
+ mt[kk] = mt[kk+M] ^ (y >> 1) ^ mag01[y & 0x1UL];
+ }
+ for (;kk<N-1;kk++) {
+ y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK);
+ mt[kk] = mt[kk+(M-N)] ^ (y >> 1) ^ mag01[y & 0x1UL];
+ }
+ y = (mt[N-1]&UPPER_MASK)|(mt[0]&LOWER_MASK);
+ mt[N-1] = mt[M-1] ^ (y >> 1) ^ mag01[y & 0x1UL];
+
+ mti = 0;
+ }
+
+ y = mt[mti++];
+
+ /* Tempering */
+ y ^= (y >> 11);
+ y ^= (y << 7) & 0x9d2c5680UL;
+ y ^= (y << 15) & 0xefc60000UL;
+ y ^= (y >> 18);
+
+ return y;
+}
+
+#if 0 /* not used in NLopt */
+
+/* initialize by an array with array-length */
+/* init_key is the array for initializing keys */
+/* key_length is its length */
+/* slight change for C++, 2004/2/26 */
+static void nlopt_init_by_array(uint32_t init_key[], int key_length)
+{
+ int i, j, k;
+ nlopt_init_genrand(19650218UL);
+ i=1; j=0;
+ k = (N>key_length ? N : key_length);
+ for (; k; k--) {
+ mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1664525UL))
+ + init_key[j] + j; /* non linear */
+ mt[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
+ i++; j++;
+ if (i>=N) { mt[0] = mt[N-1]; i=1; }
+ if (j>=key_length) j=0;
+ }
+ for (k=N-1; k; k--) {
+ mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1566083941UL))
+ - i; /* non linear */
+ mt[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
+ i++;
+ if (i>=N) { mt[0] = mt[N-1]; i=1; }
+ }
+
+ mt[0] = 0x80000000UL; /* MSB is 1; assuring non-zero initial array */
+}
+
+/* generates a random number on [0,0x7fffffff]-interval */
+static long nlopt_genrand_int31(void)
+{
+ return (long)(nlopt_genrand_int32()>>1);
+}
+
+/* generates a random number on [0,1]-real-interval */
+static double nlopt_genrand_real1(void)
+{
+ return nlopt_genrand_int32()*(1.0/4294967295.0);
+ /* divided by 2^32-1 */
+}
+
+/* generates a random number on [0,1)-real-interval */
+static double nlopt_genrand_real2(void)
+{
+ return nlopt_genrand_int32()*(1.0/4294967296.0);
+ /* divided by 2^32 */
+}
+
+/* generates a random number on (0,1)-real-interval */
+static double nlopt_genrand_real3(void)
+{
+ return (((double)nlopt_genrand_int32()) + 0.5)*(1.0/4294967296.0);
+ /* divided by 2^32 */
+}
+
+#endif
+
+/* generates a random number on [0,1) with 53-bit resolution*/
+static double nlopt_genrand_res53(void)
+{
+ uint32_t a=nlopt_genrand_int32()>>5, b=nlopt_genrand_int32()>>6;
+ return(a*67108864.0+b)*(1.0/9007199254740992.0);
+}
+/* These real versions are due to Isaku Wada, 2002/01/09 added */
+
+/* generate uniform random number in [a,b) with 53-bit resolution,
+ added by SGJ */
+double nlopt_urand(double a, double b)
+{
+ return(a + (b - a) * nlopt_genrand_res53());
+}
+
+#if 0
+#include <stdio.h>
+int main(void)
+{
+ int i;
+ uint32_t init[4]={0x123, 0x234, 0x345, 0x456}, length=4;
+ init_by_array(init, length);
+ printf("1000 outputs of nlopt_genrand_int32()\n");
+ for (i=0; i<1000; i++) {
+ printf("%10lu ", nlopt_genrand_int32());
+ if (i%5==4) printf("\n");
+ }
+ printf("\n1000 outputs of genrand_real2()\n");
+ for (i=0; i<1000; i++) {
+ printf("%10.8f ", genrand_real2());
+ if (i%5==4) printf("\n");
+ }
+ return 0;
+}
+#endif
~ianmdlvl / nlopt.git / commitdiff