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ported MersenneTwister to voc

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Former-commit-id: 5531f92727
This commit is contained in:
Norayr Chilingarian 2013-10-30 21:40:23 +04:00
parent 777e4f1151
commit 29bd3bd161
1 changed files with 75 additions and 46 deletions
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121
src/lib/misc/MersenneTwister.Mod
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@ -1,9 +1,9 @@
<* O2EXTENSIONS + *> (*<* O2EXTENSIONS + *>
<* IOVERFLOW - *> <* IOVERFLOW - *>*)
MODULE Random; MODULE MersenneTwister;
IMPORT IMPORT
Sys:=SYSTEM,Win:=Windows,MathL; SYS:=SYSTEM,(*Win:=Windows*) SysClock := oocSysClock, MathL := oocLRealMath;
CONST CONST
(* Period parameter *) (* Period parameter *)
@ -11,51 +11,56 @@ MODULE Random;
(* Period parameters *) (* Period parameters *)
MT19937M=397; MT19937M=397;
MT19937MATRIX_A =Sys.VAL(SET,9908b0dfH); -- constant vector a (*MT19937MATRIXA =SYS.VAL(SET,-1727483681(*9908b0dfH*)); (* -- constant vector a*)
MT19937UPPER_MASK=Sys.VAL(SET,80000000H); -- most significant w-r bits MT19937UPPERMASK=SYS.VAL(SET,80000000H); (* -- most significant w-r bits*)
MT19937LOWER_MASK=Sys.VAL(SET,7fffffffH); -- least significant r bits MT19937LOWERMASK=SYS.VAL(SET,7fffffffH); (* -- least significant r bits*)
(* Tempering parameters *) (* Tempering parameters *)
TEMPERING_MASK_B=Sys.VAL(SET,9d2c5680H); TEMPERINGMASKB=SYS.VAL(SET,9d2c5680H);
TEMPERING_MASK_C=Sys.VAL(SET,0efc60000H); TEMPERINGMASKC=SYS.VAL(SET,0efc60000H);
*)
Seed0=4357; Seed0=4357;
TYPE TYPE
tMT19937StateArray=ARRAY MT19937N OF SET; -- the array for the state vector tMT19937StateArray=ARRAY MT19937N OF SET; (*-- the array for the state vector*)
VAR VAR
Seed-:LONGINT; Seed-:LONGINT;
MT19937MATRIXA, MT19937UPPERMASK, MT19937LOWERMASK : SET;
TEMPERINGMASKB, TEMPERINGMASKC : SET;
mt : tMT19937StateArray; mt : tMT19937StateArray;
mti: LONGINT; -- mti=MT19937N+1 means mt[] is not initialized mti: LONGINT; (*-- mti=MT19937N+1 means mt[] is not initialized*)
GaussRandomBuf:LONGREAL; GaussRandomBuf:LONGREAL;
GaussRandomBufFilled:BOOLEAN; GaussRandomBufFilled:BOOLEAN;
(* Initializing the array with a seed *) (* Initializing the array with a seed *)
PROCEDURE SetSeed*(seed:LONGINT);(* sgenrand_MT19937 *) PROCEDURE SetSeed*(seed:LONGINT);(* sgenrand_MT19937 *)
CONST (*CONST
HighBits=Sys.VAL(SET,0ffff0000H); HighBits=SYS.VAL(SET, 0ffff0000H);*)
VAR VAR
HighBits : SET;
i:LONGINT; i:LONGINT;
BEGIN BEGIN
HighBits := SYS.VAL(SET, -65536(*0ffff0000H*));
Seed:=seed; Seed:=seed;
FOR i:=0 TO MT19937N-1 DO FOR i:=0 TO MT19937N-1 DO
mt[i]:=Sys.VAL(SET,seed) * HighBits; mt[i]:=SYS.VAL(SET,seed) * HighBits;
seed:=69069*seed+1; seed:=69069*seed+1;
mt[i]:=mt[i] + (Sys.SHIFT(Sys.VAL(SET,seed) * HighBits,-16)); (*mt[i]:=mt[i] + (SYS.SHIFT(SYS.VAL(SET,seed) * HighBits,-16));*)
mt[i]:=mt[i] + SYS.VAL(SET, (SYS.LSH(seed * SYS.VAL(LONGINT, HighBits),-16)));
seed:=69069*seed+1; seed:=69069*seed+1;
END; END;
mti := MT19937N; mti := MT19937N;
END SetSeed; END SetSeed;
(* Initialization by array of seeds *) (* Initialization by array of seeds *)
PROCEDURE SetSeeds*(seed_array-:tMT19937StateArray); (* lsgenrand_MT19937 *) PROCEDURE SetSeeds*(seedarray:tMT19937StateArray); (* lsgenrand_MT19937 *)
VAR VAR
i:LONGINT; i:LONGINT;
BEGIN BEGIN
FOR i:=0 TO MT19937N-1 DO FOR i:=0 TO MT19937N-1 DO
mt[i]:=seed_array[i]; mt[i]:=seedarray[i];
END; END;
mti:=MT19937N; mti:=MT19937N;
END SetSeeds; END SetSeeds;
@ -70,61 +75,77 @@ MODULE Random;
kk:LONGINT; kk:LONGINT;
BEGIN BEGIN
mag01[0]:={}; mag01[0]:={};
mag01[1]:=MT19937MATRIX_A; mag01[1]:=MT19937MATRIXA;
IF mti>=MT19937N THEN (* generate MT19937N longints at one time *) IF mti>=MT19937N THEN (* generate MT19937N longints at one time *)
IF mti=(MT19937N+1) THEN -- if sgenrand_MT19937() has not been called, IF mti=(MT19937N+1) THEN (*-- if sgenrand_MT19937() has not been called,*)
SetSeed(Seed0); -- default initial seed is used SetSeed(Seed0); (*-- default initial seed is used*)
END; END;
FOR kk:=0 TO MT19937N-MT19937M-1 DO FOR kk:=0 TO MT19937N-MT19937M-1 DO
y:=(mt[kk] * MT19937UPPER_MASK) + (mt[kk+1] * MT19937LOWER_MASK); y:=(mt[kk] * MT19937UPPERMASK) + (mt[kk+1] * MT19937LOWERMASK);
mt[kk]:=mt[kk+MT19937M]/Sys.SHIFT(y,-1)/mag01[Sys.VAL(LONGINT,y * {0})]; (*mt[kk]:=mt[kk+MT19937M]/SYS.SHIFT(y,-1)/mag01[SYS.VAL(LONGINT,y * {0})];*)
(*mt[kk]:=mt[kk+MT19937M]/SYS.LSH(y,-1)/mag01[SYS.VAL(LONGINT,y * {0})];*)
mt[kk]:=mt[kk+MT19937M]/SYS.VAL(SET, SYS.LSH(SYS.VAL(LONGINT, y),-1))/mag01[SYS.VAL(LONGINT,y * {0})];
(*mt[kk] := mt[kk+MT19937M];
mt[kk] := mt[kk]/SYS.VAL(SET, SYS.LSH(SYS.VAL(LONGINT, y),-1));
mt[kk] := mt[kk] / mag01[SYS.VAL(LONGINT,y * {0})];*)
END; END;
FOR kk:=MT19937N-MT19937M TO MT19937N-2 DO FOR kk:=MT19937N-MT19937M TO MT19937N-2 DO
y:=(mt[kk] * MT19937UPPER_MASK) + (mt[kk+1] * MT19937LOWER_MASK); y:=(mt[kk] * MT19937UPPERMASK) + (mt[kk+1] * MT19937LOWERMASK);
mt[kk]:=mt[kk+(MT19937M-MT19937N)]/Sys.SHIFT(y,-1)/mag01[Sys.VAL(LONG (*mt[kk]:=mt[kk+(MT19937M-MT19937N)]/SYS.LSH(y,-1)/mag01[SYS.VAL(LONGINT,y * {0})];*)
INT,y * {0})]; mt[kk]:=mt[kk+(MT19937M-MT19937N)]/SYS.VAL(SET, SYS.LSH(SYS.VAL(LONGINT, y),-1))/mag01[SYS.VAL(LONGINT,y * {0})];
END; END;
y:=(mt[MT19937N-1] * MT19937UPPER_MASK) + (mt[0] * MT19937LOWER_MASK); y:=(mt[MT19937N-1] * MT19937UPPERMASK) + (mt[0] * MT19937LOWERMASK);
mt[MT19937N-1]:=mt[MT19937M-1]/Sys.SHIFT(y,-1)/mag01[Sys.VAL(LONGINT,y (*mt[MT19937N-1]:=mt[MT19937M-1]/SYS.LSH(y,-1)/mag01[SYS.VAL(LONGINT,y* {0})];*)
* {0})]; mt[MT19937N-1]:=mt[MT19937M-1]/SYS.VAL(SET, SYS.LSH(SYS.VAL(LONGINT, y),-1))/mag01[SYS.VAL(LONGINT,y* {0})];
mti:=0; mti:=0;
END; END;
y:=mt[mti]; INC(mti); y:=mt[mti]; INC(mti);
y:=y/Sys.SHIFT(y,-11); y:=y/SYS.VAL(SET, SYS.LSH(SYS.VAL(LONGINT, y),-11));
y:=y/(Sys.SHIFT(y,7) * TEMPERING_MASK_B); y:=y/(SYS.VAL(SET, SYS.LSH(SYS.VAL(LONGINT, y),7)) * TEMPERINGMASKB);
y:=y/(Sys.SHIFT(y,15) * TEMPERING_MASK_C); y:=y/(SYS.VAL(SET, SYS.LSH(SYS.VAL(LONGINT, y),15)) * TEMPERINGMASKC);
y:=y/Sys.SHIFT(y,-18); y:=y/SYS.VAL(SET, SYS.LSH(SYS.VAL(LONGINT, y),-18));
RETURN Sys.VAL(LONGINT,y); RETURN SYS.VAL(LONGINT,y);
END Int; END Int;
(*randomization*) (*randomization*)
PROCEDURE Randomize*(); (* Randomize_MT19937 *) PROCEDURE Randomize*(); (* Randomize_MT19937 *)
VAR VAR sec, usec, l : LONGINT;
ST:Win.SYSTEMTIME; (*ST:Win.SYSTEMTIME;*)
BEGIN BEGIN
Win.GetSystemTime(ST); (*Win.GetSYS.emTime(ST);
SetSeed(((Sys.VAL(LONGINT,ST.wHour)*60+ST.wMinute)*60+ST.wSecond)*1000+S SetSeed(((SYS.VAL(LONGINT,ST.wHour)*60+ST.wMinute)*60+ST.wSecond)*1000+S
T.wMilliseconds); T.wMilliseconds);*)
l := SysClock.GetTimeOfDay(sec, usec);
IF l = 0 THEN SetSeed(sec*usec) ELSE HALT(1) END
(*IF l = 0 THEN SetSeed(sec*1000 + usec / 1000) ELSE HALT(1) END*) (* this way it'll repeat every 24 days; -- noch *)
(*IF l = 0 THEN SetSeed(sec*100 + usec / 100) ELSE HALT(1) END*) (* this way it'll repeat every 248 days; -- noch *)
END Randomize; END Randomize;
(*integer RANDOM with positive range*) (*integer RANDOM with positive range*)
-- bug fixed 21.6.2000. (*-- bug fixed 21.6.2000.*)
PROCEDURE IntRange*(Range:LONGINT):LONGINT; (* RandInt_MT19937 *) PROCEDURE IntRange*(Range:LONGINT):LONGINT; (* RandInt_MT19937 *)
TYPE TYPE
VAR VAR
X:Sys.CARD64; (*X:SYS.CARD64;*)
X:LONGINT;
BEGIN BEGIN
X:=Range; X:=Range;
X:=X * Sys.VAL(Sys.CARD64,Int()); (*X:=X * SYS.VAL(SYS.CARD64,Int());*)
Sys.MOVE(Sys.ADR(X)+4,Sys.ADR(Range),4); X:=X * Int();
SYS.MOVE(SYS.ADR(X)+SIZE(INTEGER)(*4*),SYS.ADR(Range),SIZE(INTEGER)(*4*));
RETURN Range; RETURN Range;
END IntRange; END IntRange;
(*float RANDOM on 0..1 interval*) (*float RANDOM on 0..1 interval*)
PROCEDURE Real*():LONGREAL; (* RandFloat_MT19937 *) PROCEDURE Real*():LONGREAL; (* RandFloat_MT19937 *)
VAR l : LONGINT;
BEGIN BEGIN
RETURN Sys.VAL(Sys.CARD32,Int())/(1.0*MAX(Sys.CARD32)+1) (*RETURN SYS.VAL(SYS.CARD32,Int())/(1.0*MAX(SYS.CARD32)+1)*)
l := Int();
RETURN l/(1.0*MAX(LONGINT)+1)
END Real; END Real;
PROCEDURE Gauss*(mean,std:LONGREAL):LONGREAL; PROCEDURE Gauss*(mean,std:LONGREAL):LONGREAL;
@ -143,15 +164,23 @@ T.wMilliseconds);
result:=r1*s*std+mean; result:=r1*s*std+mean;
GaussRandomBuf:=r2*s; GaussRandomBuf:=r2*s;
END; END;
GaussRandomBufFilled:=NOT GaussRandomBufFilled; (*GaussRandomBufFilled:=NOT GaussRandomBufFilled;*)
GaussRandomBufFilled := ~GaussRandomBufFilled;
RETURN result RETURN result
END Gauss; END Gauss;
BEGIN BEGIN
MT19937MATRIXA := SYS.VAL(SET,-1727483681)(*9908b0dfH*); (* -- constant vector a*)
MT19937UPPERMASK := SYS.VAL(SET,80000000H); (* -- most significant w-r bits*)
MT19937LOWERMASK := SYS.VAL(SET, 2147483647 (* 7fffffffH*)); (* -- least significant r bits*)
(* Tempering parameters *)
TEMPERINGMASKB := SYS.VAL(SET, -1658038656 (*9d2c5680H*));
TEMPERINGMASKC := SYS.VAL(SET, -272236544 (*0efc60000H*));
Seed:=Seed0; Seed:=Seed0;
mti:=MT19937N+1; mti:=MT19937N+1;
GaussRandomBufFilled:=FALSE; GaussRandomBufFilled:=FALSE;
END Random. END MersenneTwister.
(*---------------------------------------------------------------------- (*----------------------------------------------------------------------
Mersenne Twister: A 623-Dimensionally Equidistributed Uniform Mersenne Twister: A 623-Dimensionally Equidistributed Uniform