mersenne-twister.h

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/*
 * The Mersenne Twister pseudo-random number generator (PRNG)
 *
 * This is an implementation of fast PRNG called MT19937,
 * meaning it has a period of 2^19937-1, which is a Mersenne
 * prime.
 *
 * This PRNG is fast and suitable for non-cryptographic code.
 * For instance, it would be perfect for Monte Carlo simulations,
 * etc.
 *
 * This code has been designed as a drop-in replacement for libc rand and
 * srand().  If you need to mix them, you should encapsulate this code in a
 * namespace.
 *
 * Written by Christian Stigen Larsen
 * 2012-01-11 -- http://csl.sublevel3.org
 *
 * Distributed under the modified BSD license.
 */

#ifndef MERSENNE_TWISTER_H
#define MERSENNE_TWISTER_H

#ifndef _MSC_VER
#include <stdint.h>
#else
typedef __int32 int32_t;
typedef unsigned __int32 uint32_t;
typedef __int64 int64_t;
typedef unsigned __int64 uint64_t;
#endif
#include <limits>

#ifdef __cplusplus
extern "C"
{
#endif

  /*
   * Maximum number you can get from rand().
   */
#define MD_RAND_MAX std::numeric_limits<int32_t>::max()

  /*
   * Initialize the number generator with given seed.
   * (LIBC REPLACEMENT FUNCTION)
   */
  void mt_srand( unsigned seed_value );

  /*
   * Extract a pseudo-random integer in the range 0 ... MD_RAND_MAX.
   * (LIBC REPLACEMENT FUNCTION)
   */
  int mt_rand();

  /*
   * Extract a pseudo-random unsigned 32-bit integer in the range 0 ... MD_UINT32_MAX
   */
  uint32_t rand_u32();

  /*
   * Combine two unsigned 32-bit pseudo-random numbers into one 64-bit
   */
  uint64_t rand_u64();

  /*
   * Initialize Mersenne Twister with given seed value.
   */
  void seed( uint32_t seed_value );

  /*
   * Return a random float in the CLOSED range [0, 1]
   * Mnemonic: randf_co = random float 0=closed 1=closed
   */
  float randf_cc();

  /*
   * Return a random float in the OPEN range [0, 1>
   * Mnemonic: randf_co = random float 0=closed 1=open
   */
  float randf_co();

  /*
   * Return a random float in the OPEN range <0, 1>
   * Mnemonic: randf_oo = random float 0=open 1=open
   */
  float randf_oo();

  /*
   * Return a random double in the CLOSED range [0, 1]
   * Mnemonic: randd_co = random double 0=closed 1=closed
   */
  double randd_cc();

  /*
   * Return a random double in the OPEN range [0, 1>
   * Mnemonic: randd_co = random double 0=closed 1=open
   */
  double randd_co();

  /*
   * Return a random double in the OPEN range <0, 1>
   * Mnemonic: randd_oo = random double 0=open 1=open
   */
  double randd_oo();

#ifdef __cplusplus
} // extern "C"
#endif

#endif // MERSENNE_TWISTER_H