Package umontreal.iro.lecuyer.rng

Source Code of umontreal.iro.lecuyer.rng.WELL512


/*
* Class:        WELL512
* Description:  a Well Equidistributed Long period Linear Random Number
                 Generator with a state size of 512 bits
* Environment:  Java
* Software:     SSJ
* Copyright (C) 2001  Pierre L'Ecuyer and Université de Montréal
* Organization: DIRO, Université de Montréal
* @author      
* @since

* SSJ is free software: you can redistribute it and/or modify it under
* the terms of the GNU General Public License (GPL) as published by the
* Free Software Foundation, either version 3 of the License, or
* any later version.

* SSJ 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.

* A copy of the GNU General Public License is available at
   <a href="http://www.gnu.org/licenses">GPL licence site</a>.
*/

package umontreal.iro.lecuyer.rng;

import umontreal.iro.lecuyer.util.BitVector;
import umontreal.iro.lecuyer.util.BitMatrix;
import java.io.FileOutputStream;
import java.io.ObjectOutputStream;
import java.io.Serializable;

import java.io.FileNotFoundException;
import java.io.IOException;


/**
* This class implements the {@link RandomStream} interface via inheritance from
* {@link RandomStreamBase}. The backbone generator is a Well Equidistributed
* Long period Linear Random Number Generator (WELL), proposed by F.
*  Panneton, and which has a state size
* of 512 bits and a period length of approximatively
<SPAN CLASS="MATH">2<SUP>512</SUP></SPAN>. The values of <SPAN CLASS="MATH"><I>V</I></SPAN>, <SPAN CLASS="MATH"><I>W</I></SPAN> and <SPAN CLASS="MATH"><I>Z</I></SPAN> are <SPAN CLASS="MATH">2<SUP>150</SUP></SPAN>,
* <SPAN CLASS="MATH">2<SUP>200</SUP></SPAN> and <SPAN CLASS="MATH">2<SUP>350</SUP></SPAN> respectively (see {@link RandomStream} for their
* definition). The seed of the RNG, and the state of a stream at any given
* step, is a 16-dimensional vector of 32-bit integers.
*
* <P>
* This implementation requires about
* 70K of memory to run. This memory is shared between all instances of the
* class, and is only loaded when the first instance is created.
*
*/
public class WELL512 extends RandomStreamBase  {

   private static final long serialVersionUID = 70510L;
   //La date de modification a l'envers, lire 10/05/2007

   private static final double NORM = (1.0 / 0x100000001L);

   private static final int W = 32;
   private static final int R = 16;
   private static final int P = 0;
   private static final int M1 = 13;
   private static final int M2 = 9;
   private static final int M3 = 5;
   private static final int MASK = 0xF;    // = 15

   //state variables
   private int state_i;
   private int[] state;

   //stream and substream variables :
   private int[] stream;
   private int[] substream;
   private static int[] curr_stream;

   //the state transition matrices
   private static BitMatrix Apw;
   private static BitMatrix Apz;

   // if the generator was initialised
   private static boolean initialised = false;

   // P(z) = {0xa7600001, 0xe0f4f3e2, 0xcb30e185, 0x7d6b79a9,
   //         0xf3d46237, 0x13a524cb, 0x38e3c2d2, 0xa1381bcb,
   //         0xf7ab5f06, 0x04a72cda, 0x4e302521, 0xaca072f1,
   //         0x4dd96181, 0x24aa25c9, 0x3c417e7,  0x0, 0x1}

   // Ce tableau represente les 512 coefficients du polynome suivant
   // (z^(2^200) mod P(z)) mod 2
   // P(z) est le polynome caracteristique du generateur.
   private static final int [] pw = new int[]
                          {0x280009a9, 0x31e221d0, 0xa00c0296, 0x763d492b,
                           0x63875b75, 0xef2acc3a, 0x1400839f, 0x5e0c8526,
                            0x514e11b, 0x56b398e4, 0x9436c8b9, 0xa6d8130b,
                           0xc0a48a78, 0x26ad57d0, 0xa3a0c62a, 0x3ff16c9b};

   // Ce tableau represente les 512 coefficients du polynome suivant
   // (z^(2^350) mod P(z)) mod 2
   // P(z) est le polynome caracteristique du generateur.
   private static final int [] pz = new int[]
                          {0xcd68f2fe, 0x183e969a, 0x760449ae, 0xaa0ce54e,
                           0xfb5363af, 0x79deea9b, 0xef66c516, 0x103543cb,
                           0x244d1a97, 0x7570bc91, 0x31203fc7, 0x455ea2ca,
                           0xd77d327d, 0xd8c6a83c, 0xc51b05e7, 0x300c1501};

   private static void initialisation() {
      // initialise all of the state variables

      curr_stream = new int[] {0xA341BF9A, 0xAFE4901B, 0x6B10DE18, 0x05FE1420,
                               0xE48B1A9C, 0x590AE15E, 0xC5EB82A7, 0x37EAB2F9,
                               0x90E1C6EA, 0x3AE63902, 0x735DC91C, 0x902E3A8C,
                               0x6CB28A5D, 0x8474E7D1, 0x843E01A3, 0x5A7370EF};

      //reading the state transition matrices
/*
      try {
         InputStream is = WELL512.class.getClassLoader().
               getResourceAsStream("umontreal/iro/lecuyer/rng/WELL512.dat");
         ObjectInputStream ois = new ObjectInputStream(is);

         Apw = (BitMatrix)ois.readObject();
         Apz = (BitMatrix)ois.readObject();
         ois.close();

      } catch(FileNotFoundException e) {
         System.err.println("Couldn't find WELL512.dat");
         e.printStackTrace();
         System.exit(1);
      } catch(IOException e) {
         e.printStackTrace();
         System.exit(1);
      } catch(ClassNotFoundException e) {
         e.printStackTrace();
         System.exit(1);
      }
*/
      initialised = true;
   }

/*
   private void advanceSeed(int[] seed, BitMatrix bm) {
      BitVector bv = new BitVector(seed, 512);

      bv = bm.multiply(bv);

      for(int i = 0; i < R; i++)
         seed[i] = bv.getInt(i);
   }
*/

   private void advanceSeed(int[] seed, int [] p) {
      int b;
      int [] x = new int[R];

      for (int i = 0; i < R; i++) {
         state[i] = seed[i];
      }
      state_i = 0;

      for (int j = 0; j < R; ++j) {
         b = p[j];
         for (int k = 0; k < W; ++k) {
            if ((b & 1) == 1) {
               for (int i = 0; i < R; i++) {
                  x[i] ^= state[(state_i + i) & MASK];
               }
            }
            b >>= 1;

            nextValue();
         }
      }

      for (int i = 0; i < R; i++) {
         seed[i] = x[i];
      }
   }


   private static void verifySeed(int[] seed) {
      if (seed.length < R)
         throw new IllegalArgumentException("Seed must contain " + R +
                                            "values");

      for (int i = 0; i < R; i++)
         if (seed[i] != 0)
            return;

      throw new IllegalArgumentException
      ("At least one of the element of the seed must not be 0.");
   }

   private WELL512(int i) {
      //unit vector (to build the state transition matrice)
      state = new int[R];
      for(int j = 0; j < R; j++)
         state[j] = 0;
      state[i / W] = 1 << (i % W);
      state_i = 0;
   }

   /**
    * Constructs a new stream.
    *
    */
   public WELL512()  {
      if (!initialised)
         initialisation();

      state = new int[R];
      stream = new int[R];
      substream = new int[R];

      for(int i = 0; i < R; i++)
         stream[i] = curr_stream[i];

//      advanceSeed(curr_stream, Apz);
      advanceSeed(curr_stream, pz);

      resetStartStream();
   }


   /**
    * Constructs a new stream with the identifier <TT>name</TT>
    *   (used in the <TT>toString</TT> method).
    *
    * @param name name of the stream
    *
    */
   public WELL512 (String name)  {
      this();
      this.name = name;
   }

   /**
    * Sets the initial seed of the class <TT>WELL512</TT> to the 16
    *   integers of the vector <TT>seed[0..15]</TT>.
    *   This will be the initial seed of the class of the next created stream.
    *   At least one of the integers must be non-zero.
    *
    * @param seed array of 16 elements representing the seed
    *
    *
    */
   public static void setPackageSeed (int seed[])  {
      verifySeed(seed);
      if (!initialised)
         initialisation();

      for(int i = 0; i < R; i++)
         curr_stream[i] = seed[i];
   }


   /**
    * This method is discouraged for normal use.
    *   Initializes the stream at the beginning of a stream with the initial
    *   seed <TT>seed[0..15]</TT>. The seed must satisfy the same
    *   conditions as in <TT>setPackageSeed</TT>.
    *   This method only affects the specified stream; the others are not
    *   modified.  Hence after calling this method, the beginning of the streams
    *   will no longer be spaced <SPAN CLASS="MATH"><I>Z</I></SPAN> values apart.
    *   For this reason, this method should only be used in very exceptional cases;
    *   proper use of the <TT>reset...</TT> methods and of the stream constructor is
    *   preferable.
    *
    * @param seed array of 16 elements representing the seed
    *
    *
    */
   public void setSeed (int seed[])  {
      verifySeed(seed);

      for(int i = 0; i < R; i++)
         stream[i] = seed[i];

      resetStartStream();
   }


   /**
    * Returns the current state of the stream, represented as an
    *   array of 16 integers.
    *
    * @return the current state of the stream
    *
    */
   public int[] getState()  {
      int[] result = new int[R];
      for(int i = 0; i < R; i++)
         result[i] = state[(state_i + i) & MASK];
      return result;
   }


   /**
    * Clones the current generator and return its copy.
    * 
    *  @return A deep copy of the current generator
    *
    */
   public WELL512 clone()  {
      WELL512 retour = null;

      retour = (WELL512)super.clone();
      retour.state = new int[R];
      retour.substream = new int[R];
      retour.stream = new int[R];

      for (int i = 0; i<R; i++) {
         retour.state[i] = state[i];
         retour.substream[i] = substream[i];
         retour.stream[i] = stream[i];
      }
      return retour;
   }

 
   public void resetStartStream() {
      for(int i = 0; i < R; i++)
         substream[i] = stream[i];
      resetStartSubstream();
   }

   public void resetStartSubstream() {
      state_i = 0;
      for(int i = 0; i < R; i++)
         state[i] = substream[i];
   }

/*
   public void resetNextSubstream() {
      advanceSeed(substream, Apw);
      resetStartSubstream();
   }
*/

   public void resetNextSubstream() {
      advanceSeed(substream, pw);
      resetStartSubstream();
   }

   public String toString()  {
      StringBuffer sb = new StringBuffer();

      if(name == null)
         sb.append("The state of this WELL512 is : {");
      else
         sb.append("The state of " + name + " is : {");
      for(int i = 0; i < R - 1; i++)
         sb.append(state[(state_i + i) & MASK] + ", ");
      sb.append(state[(state_i + R - 1) & MASK] + "}");

      return sb.toString();
   }

   protected double nextValue() {
      int z0, z1, z2;
      z0 = state[(state_i + 15) & MASK];
      z1 = (state[state_i] ^ (state[state_i] << 16)) ^
           (state[(state_i+M1) & MASK] ^ (state[(state_i+M1) & MASK] << 15));
      z2 = (state[(state_i+M2) & MASK] ^
           (state[(state_i+M2) & MASK] >>> 11));
      state[state_i] = z1 ^ z2;
      state[(state_i + 15) & MASK] = (z0 ^ (z0 << 2)) ^ (z1 ^ (z1 << 18)) ^
                       (z2 << 28) ^ (state[state_i] ^
                           ((state[state_i] << 5) & 0xDA442D24));
      state_i = (state_i + 15) & MASK;

      long result = state[state_i];

      return (double)(result > 0 ? result : (result + 0x100000000L)) * NORM;
   }
   /**
    * This method is only meant to be used during the compilation process.
    *   It is used to create the resource file the class need in order to
    *   run.
    *
    */

 
   public static void main(String[] args) {
      if(args.length < 1) {
         System.err.println("Must provide the output file.");
         System.exit(1);
      }

      //computes the state transition matrices

      System.out.println("Creating the WELL512 state transition matrices.");

      //the state transition matrices
      BitMatrix STp0, STpw, STpz;

      BitVector[] bv = new BitVector[512];
      WELL512 well;
      int[] vect = new int[R];

      for(int i = 0; i < 512; i++) {
         well = new WELL512(i);

         well.nextValue();
         for(int j = 0; j < R; j++)
            vect[j] = well.state[(well.state_i + j) & MASK];

         bv[i] = new BitVector(vect, 512);
      }

      STp0 = (new BitMatrix(bv)).transpose();

      STpw = STp0.power2e(200);
      STpz = STpw.power2e(150);


      try {
         FileOutputStream fos = new FileOutputStream(args[0]);
         ObjectOutputStream oos = new ObjectOutputStream(fos);
         oos.writeObject(STpw);
         oos.writeObject(STpz);
         oos.close();
      } catch(FileNotFoundException e) {
         System.err.println("Couldn't create " + args[0]);
         e.printStackTrace();
      } catch(IOException e) {
         e.printStackTrace();
      }

   }

}
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