6.3 KiB
[rand.eng.mers]
29 Numerics library [numerics]
29.5 Random number generation [rand]
29.5.4 Random number engine class templates [rand.eng]
29.5.4.3 Class template mersenne_twister_engine [rand.eng.mers]
A mersenne_twister_engine random number engine242 produces unsigned integer random numbers in the closed interval [0,2wâ1].
The statexi of a mersenne_twister_engine object x is of size n and consists of a sequence X of n values of the type delivered by x; all subscripts applied to X are to be taken modulo n.
The transition algorithm employs a twisted generalized feedback shift register defined by shift values n and m, a twist value r, and a conditional xor-mask a.
To improve the uniformity of the result, the bits of the raw shift register are additionally tempered (i.e., scrambled) according to a bit-scrambling matrix defined by values u, d, s, b, t, c, and â.
The state transition is performed as follows:
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Concatenate the upper wâr bits of Xiân with the lower r bits of Xi+1ân to obtain an unsigned integer value Y.
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With α=aâ(Ybitand1), set Xi to Xi+mânxor(Yrshift1)xorα.
The sequence X is initialized with the help of an initialization multiplier f.
The generation algorithm determines the unsigned integer values z1,z2,z3,z4 as follows, then delivers z4 as its result:
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Let z1=Xixor((Xirshiftu)bitandd).
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Let z2=z1xor((z1lshiftws)bitandb).
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Let z3=z2xor((z2lshiftwt)bitandc).
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Let z4=z3xor(z3rshiftâ).
namespace std {template<class UIntType, size_t w, size_t n, size_t m, size_t r, UIntType a, size_t u, UIntType d, size_t s, UIntType b, size_t t, UIntType c, size_t l, UIntType f>class mersenne_twister_engine {public:// typesusing result_type = UIntType; // engine characteristicsstatic constexpr size_t word_size = w; static constexpr size_t state_size = n; static constexpr size_t shift_size = m; static constexpr size_t mask_bits = r; static constexpr UIntType xor_mask = a; static constexpr size_t tempering_u = u; static constexpr UIntType tempering_d = d; static constexpr size_t tempering_s = s; static constexpr UIntType tempering_b = b; static constexpr size_t tempering_t = t; static constexpr UIntType tempering_c = c; static constexpr size_t tempering_l = l; static constexpr UIntType initialization_multiplier = f; static constexpr result_type min() { return 0; }static constexpr result_type max() { return 2wâ1; }static constexpr result_type default_seed = 5489u; // constructors and seeding functions mersenne_twister_engine() : mersenne_twister_engine(default_seed) {}explicit mersenne_twister_engine(result_type value); template explicit mersenne_twister_engine(Sseq& q); void seed(result_type value = default_seed); template void seed(Sseq& q); // equality operatorsfriend bool operator==(const mersenne_twister_engine& x, const mersenne_twister_engine& y); // generating functions result_type operator()(); void discard(unsigned long long z); // inserters and extractorstemplate<class charT, class traits>friend basic_ostream<charT, traits>&operator<<(basic_ostream<charT, traits>& os, // hostedconst mersenne_twister_engine& x); template<class charT, class traits>friend basic_istream<charT, traits>&operator>>(basic_istream<charT, traits>& is, // hosted mersenne_twister_engine& x); };}
The following relations shall hold: 0 < m, m <= n, 2u < w, r <= w, u <= w, s <= w, t <= w, l <= w, w <= numeric_limits::digits, a <= (1u << w) - 1u, b <= (1u << w) - 1u, c <= (1u << w) - 1u, d <= (1u << w) - 1u, and f <= (1u << w) - 1u.
The textual representation of xi consists of the values of Xiân,â¦,Xiâ1, in that order.
explicit mersenne_twister_engine(result_type value);
Effects: Sets Xân to valuemod2w.
Then, iteratively for i=1ân,â¦,â1, sets Xi to
[fâ(Xiâ1xor(Xiâ1rshift(wâ2)))+imodn]mod2w.
Complexity: O(n).
template<class Sseq> explicit mersenne_twister_engine(Sseq& q);
Effects: With k=âw/32â and a an array (or equivalent) of length nâk, invokes q.generate(a+0, a+nâk) and then, iteratively for i=ân,â¦,â1, sets Xi to (âkâ1j=0ak(i+n)+jâ232j)mod2w.
Finally, if the most significant wâr bits of Xân are zero, and if each of the other resulting Xi is 0, changes Xân to 2wâ1.
The name of this engine refers, in part, to a property of its period: For properly-selected values of the parameters, the period is closely related to a large Mersenne prime number.