Random.h

/*
 *  Copyright (C) 2010  Regents of the University of Michigan
 *
 *   This program 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 3 of the License, or
 *   (at your option) any later version.
 *
 *   This program 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 this program.  If not, see <http://www.gnu.org/licenses/>.
 */

//////////////////////////////////////////////////////////////////////////////
// This file includes code derived from the original Mersenne Twister Code
// by Makoto Matsumoto and Takuji Nishimura
// and is subject to their original copyright notice copied below:
//////////////////////////////////////////////////////////////////////////////

//////////////////////////////////////////////////////////////////////////////
//              COPYRIGHT NOTICE FOR MERSENNE TWISTER CODE
//
// 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.
//
///////////////////////////////////////////////////////////////////////////////


#ifndef __RANDOM_H__
#define __RANDOM_H__

// Define a quick and dirty generator
#define RANDMUL 1664525L
#define RANDADD 1013904223L

#define RAND(seed) ((seed = seed * RANDMUL + RANDADD) & 0xFFFFFFFF)

class Random
// Implements the Mersenne Twister as default random number generator.
// Compilation flag __NO_MERSENNE sets default generator to
// a minimal Park-Miller with Bays-Durham shuffle and added safe guards.
{
protected:
    // values for "minimal random values"
    long  seed;
    long  last;
    long  * shuffler;

    // and for normal deviates
    int      normSaved;
    double   normStore;

    double mersenneMult;

    // Array for Mersenne state vector
    unsigned long * mt;

    // Used to signal that Mersenne state vector is not initialized
    int mti;


public:

    Random(long s = 0x7654321);
    ~Random();

    // Next bit in series of 0s and 1s
    int    Binary();     // Next bit in series of 0s and 1s

    // Next value in series, between 0 and 1
    double Next();

    // Next integer
    unsigned long NextInt();

    // Random number form N(0,1)
    double Normal();

    void   Reset(long s);
    void   InitMersenne(unsigned long s);

    // Random number between 0 and 1
    operator double()
    {
        return Next();
    }

    // Random number between arbitrary bounds
    double Uniform(double lo = 0.0, double hi = 1.0)
    {
        return lo + (hi - lo) * Next();
    }

    void Choose(int * array, int n, int k);
    void Choose(int * array, float * weights, int n, int k);

};

extern Random globalRandom;

#endif