#include <itkMersenneTwisterRandomVariateGenerator.h>

Inheritance diagram for itk::Statistics::MersenneTwisterRandomVariateGenerator:

Collaboration diagram for itk::Statistics::MersenneTwisterRandomVariateGenerator:

Detailed Description

MersenneTwisterRandom random variate generator.

It is recommended to create a separate object in each thread. By default, each instantiated class will have a different seed created by the GetNextSeed method. The creation of the initial seeds are initialized once from the time. For deterministic behavior, the individual instances' seeds should be manual set to separate values in each thread.

It is no longer recommended to use this class using a "Singleton-like" GetInstance method for the global instance of this class. This usage may result in unsafe concurrent access to the global instance.

Warning: This class's instance methods are NEITHER reentrant nor concurrent thread-safe, except where marked as thread-safe. That is to say you can still use separate objects concurrently.

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:

Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer.
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.
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:

Examples:: SphinxExamples/src/Core/Common/MersenneTwisterRandomIntegerGenerator/Code.cxx, and SphinxExamples/src/Core/Common/MersenneTwisterRandomNumberGenerator/Code.cxx.

Definition at line 121 of file itkMersenneTwisterRandomVariateGenerator.h.

Public Types
typedef SmartPointer< const Self >	ConstPointer

typedef uint32_t	IntegerType

typedef SmartPointer< Self >	Pointer

typedef MersenneTwisterRandomVariateGenerator	Self

typedef RandomVariateGeneratorBase	Superclass

Public Types inherited from itk::Statistics::RandomVariateGeneratorBase
typedef SmartPointer< const Self >	ConstPointer

typedef SmartPointer< Self >	Pointer

typedef RandomVariateGeneratorBase	Self

typedef Object	Superclass

Public Types inherited from itk::Object
typedef SmartPointer< const Self >	ConstPointer

typedef SmartPointer< Self >	Pointer

typedef Object	Self

typedef LightObject	Superclass

Public Types inherited from itk::LightObject
typedef SmartPointer< const Self >	ConstPointer

typedef SmartPointer< Self >	Pointer

typedef LightObject	Self

Public Member Functions
virtual const char *	GetNameOfClass () const

IntegerType	GetSeed ()

void	Initialize (const IntegerType oneSeed)

void	Initialize ()


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 () override

double	operator() ()


void	SetSeed (const IntegerType oneSeed)

void	SetSeed ()

Public Member Functions inherited from itk::Object
unsigned long	AddObserver (const EventObject &event, Command *)

unsigned long	AddObserver (const EventObject &event, Command *) const

virtual LightObject::Pointer	CreateAnother () const override

virtual void	DebugOff () const

virtual void	DebugOn () const

Command *	GetCommand (unsigned long tag)

bool	GetDebug () const

MetaDataDictionary &	GetMetaDataDictionary ()

const MetaDataDictionary &	GetMetaDataDictionary () const

virtual ModifiedTimeType	GetMTime () const

virtual const TimeStamp &	GetTimeStamp () const

bool	HasObserver (const EventObject &event) const

void	InvokeEvent (const EventObject &)

void	InvokeEvent (const EventObject &) const

virtual void	Modified () const

virtual void	Register () const override

void	RemoveAllObservers ()

void	RemoveObserver (unsigned long tag)

void	SetDebug (bool debugFlag) const

void	SetMetaDataDictionary (const MetaDataDictionary &rhs)

virtual void	SetReferenceCount (int) override

virtual void	UnRegister () const noexceptoverride

virtual void	SetObjectName (std::string _arg)

virtual const std::string &	GetObjectName () const

Public Member Functions inherited from itk::LightObject
virtual void	Delete ()

virtual int	GetReferenceCount () const

	itkCloneMacro (Self)

void	Print (std::ostream &os, Indent indent=0) const

Static Public Member Functions
static Pointer	GetInstance ()

static IntegerType	GetNextSeed ()

static Pointer	New ()

Static Public Member Functions inherited from itk::Object
static bool	GetGlobalWarningDisplay ()

static void	GlobalWarningDisplayOff ()

static void	GlobalWarningDisplayOn ()

static Pointer	New ()

static void	SetGlobalWarningDisplay (bool flag)

Static Public Member Functions inherited from itk::LightObject
static void	BreakOnError ()

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

	MersenneTwisterRandomVariateGenerator ()

IntegerType	mixBits (const IntegerType &u, const IntegerType &v) const

virtual void	PrintSelf (std::ostream &os, Indent indent) const override

void	reload ()

IntegerType	twist (const IntegerType &m, const IntegerType &s0, const IntegerType &s1) const

virtual	~MersenneTwisterRandomVariateGenerator () override

Protected Member Functions inherited from itk::Statistics::RandomVariateGeneratorBase
	RandomVariateGeneratorBase ()

virtual	~RandomVariateGeneratorBase () override

Protected Member Functions inherited from itk::Object
	Object ()

bool	PrintObservers (std::ostream &os, Indent indent) const

virtual void	SetTimeStamp (const TimeStamp &time)

virtual	~Object () override

Protected Member Functions inherited from itk::LightObject
virtual LightObject::Pointer	InternalClone () const

	LightObject ()

virtual void	PrintHeader (std::ostream &os, Indent indent) const

virtual void	PrintTrailer (std::ostream &os, Indent indent) const

virtual	~LightObject ()

Static Protected Member Functions
static IntegerType	hash (time_t t, clock_t c)

Protected Attributes
int	m_Left

IntegerType *	m_PNext

IntegerType	m_Seed

IntegerType	state [StateVectorLength]

Protected Attributes inherited from itk::LightObject
AtomicInt< int >	m_ReferenceCount

Static Protected Attributes
static const unsigned int	M = 397

Static Private Member Functions
static Pointer	CreateInstance ()

Private Attributes
SimpleFastMutexLock	m_InstanceLock

Static Private Attributes
static IntegerType	m_StaticDiffer

static Pointer	m_StaticInstance

static SimpleFastMutexLock	m_StaticInstanceLock

Member Typedef Documentation

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

Definition at line 130 of file itkMersenneTwisterRandomVariateGenerator.h.

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

Definition at line 132 of file itkMersenneTwisterRandomVariateGenerator.h.

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

Definition at line 129 of file itkMersenneTwisterRandomVariateGenerator.h.

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

Standard class typedefs.

Definition at line 127 of file itkMersenneTwisterRandomVariateGenerator.h.

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

Definition at line 128 of file itkMersenneTwisterRandomVariateGenerator.h.

Constructor & Destructor Documentation

itk::Statistics::MersenneTwisterRandomVariateGenerator::MersenneTwisterRandomVariateGenerator ( )

protected

virtual itk::Statistics::MersenneTwisterRandomVariateGenerator::~MersenneTwisterRandomVariateGenerator ( )

overrideprotectedvirtual

Member Function Documentation

static Pointer itk::Statistics::MersenneTwisterRandomVariateGenerator::CreateInstance ( )

staticprivate

Internal method to actually create a new object.

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 461 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetIntegerVariate().

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

static

Return the global Mersenne Twister instance.

This method returns a Singleton of the Mersenne Twister. The seed is initialized from the wall clock at first use, but can be globally set using the resulting instance's SetSeed().

Note: This method is thread-safe.

Examples:: Examples/RegistrationITKv4/DeformableRegistration13.cxx.

MersenneTwisterRandomVariateGenerator::IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::GetIntegerVariate ( )

inline

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

Definition at line 377 of file itkMersenneTwisterRandomVariateGenerator.h.

References m_Left, m_PNext, and reload().

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

MersenneTwisterRandomVariateGenerator::IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::GetIntegerVariate ( const IntegerType & n )

inline

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

Definition at line 435 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetIntegerVariate().

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

virtual

Run-time type information (and related methods).

Reimplemented from itk::Statistics::RandomVariateGeneratorBase.

static IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::GetNextSeed ( )

static

Return the next seed, derived as a sequence from the seed of the singleton instance.

Note: This method is thread-safe.

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

inline

Access to a normal random number distribution.

Definition at line 472 of file itkMersenneTwisterRandomVariateGenerator.h.

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

MersenneTwisterRandomVariateGenerator::IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::GetSeed ( )

inline

Return the current seed

Note: This method is thread-safe.

Definition at line 368 of file itkMersenneTwisterRandomVariateGenerator.h.

References m_InstanceLock, and m_Seed.

double itk::Statistics::MersenneTwisterRandomVariateGenerator::GetUniformVariate	(	const double &	a,
		const double &	b
	)

inline

Access to a uniform random number distribution

Definition at line 488 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithOpenUpperRange().

double itk::Statistics::MersenneTwisterRandomVariateGenerator::GetVariate ( )

inlineoverridevirtual

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 497 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 391 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 398 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithClosedRange().

double itk::Statistics::MersenneTwisterRandomVariateGenerator::GetVariateWithOpenRange ( )

inline

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

Definition at line 421 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 428 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithOpenRange().

double itk::Statistics::MersenneTwisterRandomVariateGenerator::GetVariateWithOpenUpperRange ( )

inline

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

Definition at line 406 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetIntegerVariate().

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

double itk::Statistics::MersenneTwisterRandomVariateGenerator::GetVariateWithOpenUpperRange ( const double & n )

inline

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

Definition at line 413 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithOpenUpperRange().

static IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::hash	(	time_t	t,
		clock_t	c
	)

staticprotected

Referenced by SetSeed().

IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::hiBit ( const IntegerType & u ) const

inlineprotected

Definition at line 252 of file itkMersenneTwisterRandomVariateGenerator.h.

void itk::Statistics::MersenneTwisterRandomVariateGenerator::Initialize ( const IntegerType oneSeed )

inline

Initialize with a simple IntegerType

Definition at line 297 of file itkMersenneTwisterRandomVariateGenerator.h.

References m_InstanceLock, m_Seed, reload(), state, and StateVectorLength.

void itk::Statistics::MersenneTwisterRandomVariateGenerator::Initialize ( void )

inline

Definition at line 347 of file itkMersenneTwisterRandomVariateGenerator.h.

References SetSeed().

Referenced by SetSeed().

IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::loBit ( const IntegerType & u ) const

inlineprotected

Definition at line 253 of file itkMersenneTwisterRandomVariateGenerator.h.

IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::loBits ( const IntegerType & u ) const

inlineprotected

Definition at line 254 of file itkMersenneTwisterRandomVariateGenerator.h.

IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::mixBits	(	const IntegerType &	u,
		const IntegerType &	v
	)		const

inlineprotected

Definition at line 255 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 next seed from the global instance's seed.

Note: This method is thread-safe.

Examples:: SphinxExamples/src/Filtering/Colormap/CreateACustomColorMap/Code.cxx, WikiExamples/ImageProcessing/RelabelComponentImageFilter.cxx, WikiExamples/ImageProcessing/ResampleSegmentedImage.cxx, and WikiExamples/SimpleOperations/CustomColormap.cxx.

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

double itk::Statistics::MersenneTwisterRandomVariateGenerator::operator() ( )

inline

Same as GetVariate()

Definition at line 503 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariate().

virtual void itk::Statistics::MersenneTwisterRandomVariateGenerator::PrintSelf	(	std::ostream &	os,
		Indent	indent
	)		const

overrideprotectedvirtual

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.

void itk::Statistics::MersenneTwisterRandomVariateGenerator::reload ( )

inlineprotected

Reload array with N new values.

Definition at line 319 of file itkMersenneTwisterRandomVariateGenerator.h.

References M, m_Left, m_PNext, state, StateVectorLength, and twist().

Referenced by GetIntegerVariate(), and Initialize().

void itk::Statistics::MersenneTwisterRandomVariateGenerator::SetSeed ( const IntegerType oneSeed )

inline

Re-seeding functions with same behavior as initializers