MersenneTwisterRandom random variate generator. More...

#include <itkMersenneTwisterRandomVariateGenerator.h>

Inheritance diagram for itk::Statistics::MersenneTwisterRandomVariateGenerator:

Collaboration diagram for itk::Statistics::MersenneTwisterRandomVariateGenerator:

Public Types
typedef SmartPointer< const Self >	ConstPointer
typedef uint32_t	IntegerType
typedef SmartPointer< Self >	Pointer
typedef MersenneTwisterRandomVariateGenerator	Self
typedef RandomVariateGeneratorBase	Superclass
Public Member Functions
virtual const char *	GetNameOfClass () const
IntegerType	GetSeed ()
void	Initialize (const IntegerType oneSeed)
void	Initialize ()
void	SetSeed (const IntegerType oneSeed)
void	SetSeed ()
Static Public Member Functions
static Pointer	GetInstance ()
static Pointer	New ()
Static Public Attributes
static const IntegerType	StateVectorLength = 624
Protected Member Functions
IntegerType	hiBit (const IntegerType &u) const
IntegerType	loBit (const IntegerType &u) const
IntegerType	loBits (const IntegerType &u) const
IntegerType	mixBits (const IntegerType &u, const IntegerType &v) const
virtual void	PrintSelf (std::ostream &os, Indent indent) const
void	reload ()
IntegerType	twist (const IntegerType &m, const IntegerType &s0, const IntegerType &s1) const
virtual	~MersenneTwisterRandomVariateGenerator ()
Static Protected Member Functions
static IntegerType	hash (vcl_time_t t, vcl_clock_t c)
Protected Attributes
int	left
IntegerType	m_Seed
IntegerType *	pNext
IntegerType	state [StateVectorLength]
Static Protected Attributes
static const unsigned int	M = 397
static Pointer	m_Instance
double	GetVariateWithClosedRange ()
double	GetVariateWithClosedRange (const double &n)
double	GetVariateWithOpenUpperRange ()
double	GetVariateWithOpenUpperRange (const double &n)
double	GetVariateWithOpenRange ()
double	GetVariateWithOpenRange (const double &n)
IntegerType	GetIntegerVariate ()
IntegerType	GetIntegerVariate (const IntegerType &n)
double	Get53BitVariate ()
double	GetNormalVariate (const double &mean=0.0, const double &variance=1.0)
double	GetUniformVariate (const double &a, const double &b)
virtual double	GetVariate ()
double	operator() ()
	MersenneTwisterRandomVariateGenerator ()

Detailed Description

MersenneTwisterRandom random variate generator.

Warning:: This class is NOT reentrant.

This notice was included with the original implementation. The only changes made were to obfuscate the author's email addresses.

MersenneTwister.h Mersenne Twister random number generator -- a C++ class MTRand Based on code by Makoto Matsumoto, Takuji Nishimura, and Shawn Cokus Richard J. Wagner v1.0 15 May 2003 rjwagner at writeme dot com

The Mersenne Twister is an algorithm for generating random numbers. It was designed with consideration of the flaws in various other generators. The period, 2^19937-1, and the order of equidistribution, 623 dimensions, are far greater. The generator is also fast; it avoids multiplication and division, and it benefits from caches and pipelines. For more information see the inventors' web page at http:*www.math.keio.ac.jp/~matumoto/emt.html

Reference M. Matsumoto and T. Nishimura, "Mersenne Twister: A 623-Dimensionally Equidistributed Uniform Pseudo-Random Number Generator", ACM Transactions on Modeling and Computer Simulation, Vol. 8, No. 1, January 1998, pp 3-30.

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.

The original code included the following notice:

When you use this, send an email to: matumoto at math dot keio dot ac dot jp with an appropriate reference to your work.

It would be nice to CC: rjwagner at writeme dot com and Cokus at math dot washington dot edu when you write.

Wiki Examples:

All Examples

Random number generator

Definition at line 105 of file itkMersenneTwisterRandomVariateGenerator.h.

Member Typedef Documentation

typedef SmartPointer< const Self > itk::Statistics::MersenneTwisterRandomVariateGenerator::ConstPointer

Reimplemented from itk::Statistics::RandomVariateGeneratorBase.

Definition at line 114 of file itkMersenneTwisterRandomVariateGenerator.h.

typedef uint32_t itk::Statistics::MersenneTwisterRandomVariateGenerator::IntegerType

Definition at line 116 of file itkMersenneTwisterRandomVariateGenerator.h.

typedef SmartPointer< Self > itk::Statistics::MersenneTwisterRandomVariateGenerator::Pointer

Reimplemented from itk::Statistics::RandomVariateGeneratorBase.

Definition at line 113 of file itkMersenneTwisterRandomVariateGenerator.h.

typedef MersenneTwisterRandomVariateGenerator itk::Statistics::MersenneTwisterRandomVariateGenerator::Self

Standard class typedefs.

Reimplemented from itk::Statistics::RandomVariateGeneratorBase.

Definition at line 111 of file itkMersenneTwisterRandomVariateGenerator.h.

typedef RandomVariateGeneratorBase itk::Statistics::MersenneTwisterRandomVariateGenerator::Superclass

Reimplemented from itk::Statistics::RandomVariateGeneratorBase.

Definition at line 112 of file itkMersenneTwisterRandomVariateGenerator.h.

Constructor & Destructor Documentation

itk::Statistics::MersenneTwisterRandomVariateGenerator::MersenneTwisterRandomVariateGenerator ( ) [inline, protected]

Get a random variate in the range [0, 1]

Definition at line 541 of file itkMersenneTwisterRandomVariateGenerator.h.

References SetSeed().

virtual itk::Statistics::MersenneTwisterRandomVariateGenerator::~MersenneTwisterRandomVariateGenerator ( ) [inline, protected, virtual]

Definition at line 204 of file itkMersenneTwisterRandomVariateGenerator.h.

Member Function Documentation

double itk::Statistics::MersenneTwisterRandomVariateGenerator::Get53BitVariate ( ) [inline]

Access to 53-bit random numbers (capacity of IEEE double precision) in the range [0,1)

Definition at line 494 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetIntegerVariate().

static Pointer itk::Statistics::MersenneTwisterRandomVariateGenerator::GetInstance ( ) [static]

returns the global Merseene Twister instance This method returns a Singleton of the Mersenne Twister. The seed is initialized from the wall clock, but can be set using SetSeed().

Referenced by itk::RandomPermutation::RandomPermutation().

MersenneTwisterRandomVariateGenerator::IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::GetIntegerVariate ( const IntegerType & n ) [inline]

Get an integer variate in [0, n] for n < 2^32

Definition at line 467 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetIntegerVariate().

MersenneTwisterRandomVariateGenerator::IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::GetIntegerVariate ( ) [inline]

Get an integer variate in [0, 2^32-1]

Definition at line 408 of file itkMersenneTwisterRandomVariateGenerator.h.

References left, pNext, and reload().

Referenced by Get53BitVariate(), GetIntegerVariate(), GetVariateWithClosedRange(), GetVariateWithOpenRange(), and GetVariateWithOpenUpperRange().

virtual const char* itk::Statistics::MersenneTwisterRandomVariateGenerator::GetNameOfClass ( ) const [virtual]

Run-time type information (and related methods).

Reimplemented from itk::Statistics::RandomVariateGeneratorBase.

double itk::Statistics::MersenneTwisterRandomVariateGenerator::GetNormalVariate	(	const double &	mean = `0.0`,
		const double &	variance = `1.0`
	)		`[inline]`

Get a random variate in the range [0, 1]

Definition at line 505 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithOpenRange(), GetVariateWithOpenUpperRange(), and itk::Math::pi.

IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::GetSeed ( ) [inline]

Definition at line 195 of file itkMersenneTwisterRandomVariateGenerator.h.

double itk::Statistics::MersenneTwisterRandomVariateGenerator::GetUniformVariate	(	const double &	a,
		const double &	b
	)		`[inline]`

Get a random variate in the range [0, 1]

Definition at line 520 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithOpenUpperRange().

double itk::Statistics::MersenneTwisterRandomVariateGenerator::GetVariate ( ) [inline, virtual]

get a variate in the range [0, 1] Do NOT use for CRYPTOGRAPHY without securely hashing several returned values together, otherwise the generator state can be learned after reading 624 consecutive values.

Implements itk::Statistics::RandomVariateGeneratorBase.

Definition at line 529 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithClosedRange().

Referenced by operator()().

double itk::Statistics::MersenneTwisterRandomVariateGenerator::GetVariateWithClosedRange ( ) [inline]

Get a random variate in the range [0, 1]

Definition at line 423 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetIntegerVariate().

Referenced by GetVariate(), and GetVariateWithClosedRange().

double itk::Statistics::MersenneTwisterRandomVariateGenerator::GetVariateWithClosedRange ( const double & n ) [inline]

Get a random variate in the range [0, n]

Definition at line 430 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithClosedRange().

double itk::Statistics::MersenneTwisterRandomVariateGenerator::GetVariateWithOpenRange ( ) [inline]

Get a range variate in the range (0, 1)

Definition at line 453 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetIntegerVariate().

Referenced by GetNormalVariate(), and GetVariateWithOpenRange().

double itk::Statistics::MersenneTwisterRandomVariateGenerator::GetVariateWithOpenRange ( const double & n ) [inline]

Get a range variate in the range (0, n)

Definition at line 460 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithOpenRange().

double itk::Statistics::MersenneTwisterRandomVariateGenerator::GetVariateWithOpenUpperRange ( const double & n ) [inline]

Get a range variate in the range [0, n)

Definition at line 445 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithOpenUpperRange().

double itk::Statistics::MersenneTwisterRandomVariateGenerator::GetVariateWithOpenUpperRange ( ) [inline]

Get a range variate in the range [0, 1)

Definition at line 438 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetIntegerVariate().

Referenced by GetNormalVariate(), GetUniformVariate(), and GetVariateWithOpenUpperRange().

MersenneTwisterRandomVariateGenerator::IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::hash	(	vcl_time_t	t,
		vcl_clock_t	c
	)		`[inline, static, protected]`

Definition at line 257 of file itkMersenneTwisterRandomVariateGenerator.h.

Referenced by SetSeed().

IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::hiBit ( const IntegerType & u ) const [inline, protected]

Definition at line 236 of file itkMersenneTwisterRandomVariateGenerator.h.

void itk::Statistics::MersenneTwisterRandomVariateGenerator::Initialize ( const IntegerType oneSeed ) [inline]

initialize with a simple IntegerType

Definition at line 287 of file itkMersenneTwisterRandomVariateGenerator.h.

References m_Seed, state, and StateVectorLength.

void itk::Statistics::MersenneTwisterRandomVariateGenerator::Initialize ( void ) [inline]

Definition at line 386 of file itkMersenneTwisterRandomVariateGenerator.h.

References SetSeed().

Referenced by SetSeed().

IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::loBit ( const IntegerType & u ) const [inline, protected]

Definition at line 237 of file itkMersenneTwisterRandomVariateGenerator.h.

IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::loBits ( const IntegerType & u ) const [inline, protected]

Definition at line 238 of file itkMersenneTwisterRandomVariateGenerator.h.

IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::mixBits	(	const IntegerType &	u,
		const IntegerType &	v
	)		const `[inline, protected]`

Definition at line 239 of file itkMersenneTwisterRandomVariateGenerator.h.

static Pointer itk::Statistics::MersenneTwisterRandomVariateGenerator::New ( ) [static]

Method for creation through the object factory. This method allocates a new instance of a Mersenne Twister, and initializes it with the seed from the global instance.

Reimplemented from itk::Object.

double itk::Statistics::MersenneTwisterRandomVariateGenerator::operator() ( ) [inline]

Same as GetVariate()

Definition at line 535 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariate().

virtual void itk::Statistics::MersenneTwisterRandomVariateGenerator::PrintSelf	(	std::ostream &	os,
		Indent	indent
	)		const `[inline, protected, virtual]`

Methods invoked by Print() to print information about the object including superclasses. Typically not called by the user (use Print() instead) but used in the hierarchical print process to combine the output of several classes.

Reimplemented from itk::Object.

Definition at line 205 of file itkMersenneTwisterRandomVariateGenerator.h.

void itk::Statistics::MersenneTwisterRandomVariateGenerator::reload ( ) [inline, protected]

Definition at line 307 of file itkMersenneTwisterRandomVariateGenerator.h.

References left, M, pNext, state, StateVectorLength, and twist().

Referenced by GetIntegerVariate(), and SetSeed().

void itk::Statistics::MersenneTwisterRandomVariateGenerator::SetSeed ( const IntegerType oneSeed ) [inline]

Definition at line 392 of file itkMersenneTwisterRandomVariateGenerator.h.

References Initialize(), and reload().

void itk::Statistics::MersenneTwisterRandomVariateGenerator::SetSeed ( ) [inline]

Definition at line 400 of file itkMersenneTwisterRandomVariateGenerator.h.

References hash().

Referenced by Initialize(), and MersenneTwisterRandomVariateGenerator().

IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::twist	(	const IntegerType &	m,
		const IntegerType &	s0,
		const IntegerType &	s1
	)		const `[inline, protected]`