1 ;;; Mersenne Twister MT19937, adapted from CMUCL rand-mt19937.lisp -r1.11 (2003/03/06)
3 ;;; CMUCL version by Douglas T. Crosher and Raymond Toy based
4 ;;; on public domain code from Carnegie Mellon University.
5 ;;; Modified for Maxima by Robert Dodier.
6 ;;; (1) Construct floating point numbers using portable operations.
7 ;;; (2) Construct large integers using all bits of each chunk.
9 ;;; Begin MT19937 implementation.
10 ;;; **********************************************************************
12 ;;; Support for the Mersenne Twister, MT19937, random number generator
13 ;;; due to Matsumoto and Nishimura. This implementation has been
14 ;;; placed in the public domain with permission from M. Matsumoto.
16 ;;; Makoto Matsumoto and T. Nishimura, "Mersenne twister: A
17 ;;; 623-dimensionally equidistributed uniform pseudorandom number
18 ;;; generator.", ACM Transactions on Modeling and Computer Simulation,
23 (defconstant mt19937-n
624)
24 (defconstant mt19937-m
397)
25 (defconstant mt19937-upper-mask
#x80000000
)
26 (defconstant mt19937-lower-mask
#x7fffffff
)
27 (defconstant mt19937-b
#x9D2C5680
)
28 (defconstant mt19937-c
#xEFC60000
)
30 ;;;; Random state hackery:
32 ;;; The state is stored in a (simple-array (unsigned-byte 32) (627))
33 ;;; wrapped in a random-state structure:
35 ;;; 0-1: Constant matrix A. [0, #x9908b0df]
41 ;; Generate a random seed that can be used for seeding the generator.
42 ;; The current time is used as the seed.
44 (defun generate-seed ()
45 (logand (get-universal-time) #xffffffff
))
47 ;; New initializer proposed by Takuji Nishimura and Makota Matsumoto.
48 ;; (See http://www.math.keio.ac.jp/~matumoto/MT2002/emt19937ar.html)
50 ;; This corrects a deficiency in the original initializer wherein the
51 ;; MSB of the seed was not well represented in the state.
53 ;; The initialization routine is described below. Let s be the seed,
54 ;; mt[] be the state vector. Then the algorithm is
56 ;; mt[0] = s & 0xffffffffUL
58 ;; for (k = 1; k < N; k++) {
59 ;; mt[k] = 1812433253 * (mt[k-1] ^ (mt[k-1] >> 30)) + k
60 ;; mt[k] &= 0xffffffffUL
63 ;; The multiplier is from Knuth TAOCP Vol2, 3rd Ed., p. 106.
66 (defun int-init-random-state (&optional
(seed 5489) state
)
67 (declare (type (integer 0 #xffffffff
) seed
))
68 (let ((state (or state
(make-array 627 :element-type
'(unsigned-byte 32)))))
69 (declare (type (simple-array (unsigned-byte 32) (627)) state
))
70 (setf (aref state
0) 0)
71 (setf (aref state
1) #x9908b0df
)
72 (setf (aref state
2) mt19937-n
)
73 (setf (aref state
3) seed
)
76 (declare (type (mod 625) k
))
77 (let ((prev (aref state
(+ 3 (1- k
)))))
78 (setf (aref state
(+ 3 k
))
79 (logand (+ (* 1812433253 (logxor prev
(ash prev -
30)))
84 ;; Initialize from an array.
86 ;; Here is the algorithm, in C. init_genrand is the initalizer above,
87 ;; init_key is the seed vector of length key_length.
89 ;; init_genrand(19650218UL);
91 ;; k = (N>key_length ? N : key_length);
93 ;; mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1664525UL))
94 ;; + init_key[j] + j; /* non linear */
95 ;; mt[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
98 ;; mt[0] = mt[N-1]; i=1;
100 ;; if (j>=key_length) {
104 ;; for (k=N-1; k; k--) {
105 ;; mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1566083941UL))
106 ;; - i; /* non linear */
107 ;; mt[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
109 ;; if (i>=N) { mt[0] = mt[N-1]; i=1; }
112 ;; mt[0] = 0x80000000UL; /* MSB is 1; assuring non-zero initial array */
115 (defun vec-init-random-state (key &optional state
)
116 (declare (type (array (unsigned-byte 32) (*)) key
))
117 (let ((key-len (length key
))
118 (state (init-random-state 19650218 state
))
121 (loop for k from
(max key-len mt19937-n
) above
0 do
122 (let ((prev (aref state
(+ 3 (1- i
)))))
123 (setf (aref state
(+ 3 i
))
126 (logxor (aref state
(+ 3 i
))
129 (logxor prev
(ash prev -
30))))))))
132 (when (>= i mt19937-n
)
134 (aref state
(+ 3 (- mt19937-n
1))))
139 (loop for k from
(1- mt19937-n
) above
0 do
140 (let ((prev (aref state
(+ 3 (1- i
)))))
141 (setf (aref state
(+ 3 i
))
143 (- (logxor (aref state
(+ 3 i
))
145 (logxor prev
(ash prev -
30))))
148 (when (>= i mt19937-n
)
150 (aref state
(+ 3 (- mt19937-n
1))))
152 (setf (aref state
3) #x80000000
)
156 (defun init-random-state (&optional
(seed 5489) state
)
157 "Generate an random state vector from the given SEED. The seed can be
158 either an integer or a vector of (unsigned-byte 32)"
159 (declare (type (or null integer
160 (array (unsigned-byte 32) (*)))
164 (int-init-random-state (ldb (byte 32 0) seed
) state
))
165 ((array (unsigned-byte 32) (*))
166 (vec-init-random-state seed state
))))
168 (defstruct (random-state
169 (:constructor make-random-object
))
170 (state (init-random-state) :type
(simple-array (unsigned-byte 32) (627))))
172 (defvar *random-state
* (make-random-object))
174 (defun make-random-state (&optional state
)
175 "Make a random state object. If STATE is not supplied, return a copy
176 of the default random state. If STATE is a random state, then return a
177 copy of STATE. If STATE is T then return a random state generated from
178 the universal time. To make a random state from an integer seed, try
179 ``(make-random-object :state (init-random-state <seed>))''."
180 (flet ((copy-random-state (state)
181 (let ((state (random-state-state state
))
183 (make-array 627 :element-type
'(unsigned-byte 32))))
185 (setf (aref new-state i
) (aref state i
)))
186 (make-random-object :state new-state
))))
187 (cond ((not state
) (copy-random-state *random-state
*))
188 ((random-state-p state
) (copy-random-state state
))
190 (make-random-object :state
(init-random-state (generate-seed))))
191 (t (error (intl:gettext
"make_random_state: argument must be a random state object, or true, or false; found: ~S") state
)))))
195 ;;; Size of the chunks returned by random-chunk.
197 (defconstant random-chunk-length
32)
199 ;;; random-chunk -- Internal
201 ;;; This function generaters a 32bit integer between 0 and #xffffffff
204 (declaim (inline random-chunk
))
206 ;;; Portable implementation.
207 (defun random-mt19937-update (state)
208 (declare (type (simple-array (unsigned-byte 32) (627)) state
)
209 (optimize (speed 3) (safety 0)))
211 (declare (type (unsigned-byte 32) y
))
213 ((>= kk
(+ 3 (- mt19937-n mt19937-m
))))
214 (declare (type (mod 628) kk
))
215 (setf y
(logior (logand (aref state kk
) mt19937-upper-mask
)
216 (logand (aref state
(1+ kk
)) mt19937-lower-mask
)))
217 (setf (aref state kk
) (logxor (aref state
(+ kk mt19937-m
))
218 (ash y -
1) (aref state
(logand y
1)))))
219 (do ((kk (+ (- mt19937-n mt19937-m
) 3) (1+ kk
)))
220 ((>= kk
(+ (1- mt19937-n
) 3)))
221 (declare (type (mod 628) kk
))
222 (setf y
(logior (logand (aref state kk
) mt19937-upper-mask
)
223 (logand (aref state
(1+ kk
)) mt19937-lower-mask
)))
224 (setf (aref state kk
) (logxor (aref state
(+ kk
(- mt19937-m mt19937-n
)))
225 (ash y -
1) (aref state
(logand y
1)))))
226 (setf y
(logior (logand (aref state
(+ 3 (1- mt19937-n
)))
228 (logand (aref state
3) mt19937-lower-mask
)))
229 (setf (aref state
(+ 3 (1- mt19937-n
)))
230 (logxor (aref state
(+ 3 (1- mt19937-m
)))
231 (ash y -
1) (aref state
(logand y
1)))))
234 (defun random-chunk (state)
235 (declare (type random-state state
)
236 (optimize (speed 3) (safety 0)))
237 (let* ((state (random-state-state state
))
239 (declare (type (mod 628) k
))
240 (when (= k mt19937-n
)
241 (random-mt19937-update state
)
243 (setf (aref state
2) (1+ k
))
244 (let ((y (aref state
(+ 3 k
))))
245 (declare (type (unsigned-byte 32) y
))
246 (setf y
(logxor y
(ash y -
11)))
247 (setf y
(logxor y
(ash (logand y
(ash mt19937-b -
7)) 7)))
248 (setf y
(logxor y
(ash (logand y
(ash mt19937-c -
15)) 15)))
249 (setf y
(logxor y
(ash y -
18)))
252 ;;; %RANDOM-SINGLE-FLOAT, %RANDOM-DOUBLE-FLOAT -- Interface
254 (declaim (inline %random-single-float %random-double-float
255 #+(or scl clisp
) %random-long-float
256 #+(and cmu double-double
) %random-double-double-float
))
258 (declaim (ftype (function ((single-float (0f0)) random-state
)
260 %random-single-float
))
262 (declaim (ftype (function ((double-float (0d0)) random-state
)
264 %random-double-float
))
267 (declaim (ftype (function ((long-float (0l0)) random-state
)
271 #+(and cmu double-double
)
272 (declaim (ftype (function ((kernel:double-double-float
(0w0)) random-state
)
273 (kernel:double-double-float
0w0
))
274 %random-double-double-float
))
277 (defun %random-single-float
(arg state
)
278 "Handle the single or double float case of RANDOM. We generate a float
279 in [0f0, 1f0) by clobbering the mantissa of 1f0 with random bits (23 bits);
280 this yields a number in [1f0, 2f0). Then 1f0 is subtracted."
282 ((random-mantissa-bits (%random-integer
(expt 2 23) state
))
283 (random-unit-float (- (scale-float (float (+ (expt 2 23) random-mantissa-bits
) 1f0
) -
23) 1f0
)))
284 (* arg random-unit-float
)))
286 (defun %random-double-float
(arg state
)
287 "Handle the single or double float case of RANDOM. We generate a float
288 in [0d0, 1d0) by clobbering the mantissa of 1d0 with random bits (52 bits);
289 this yields a number in [1d0, 2d0). Then 1d0 is subtracted."
291 ((random-mantissa-bits (%random-integer
(expt 2 52) state
))
292 (random-unit-double (- (scale-float (float (+ (expt 2 52) random-mantissa-bits
) 1d0
) -
52) 1d0
)))
293 (* arg random-unit-double
)))
296 (defun %random-long-float
(arg state
)
297 "Handle the long float case of RANDOM. We generate a float in [0l0, 1l0) by
298 clobbering the mantissa of 1l0 with random bits; this yields a number in
299 [1l0, 2l0). Then 1l0 is subtracted."
300 (let* ((d (1- (float-digits 1l0)))
302 (random-mantissa-bits (%random-integer m state
))
303 (random-unit-double (- (scale-float (float (+ m random-mantissa-bits
) 1l0) (- d
)) 1l0)))
304 (* arg random-unit-double
)))
306 #+(and cmu double-double
)
307 (defun %random-double-double-float
(arg state
)
308 "Handle the double-double float case of RANDOM. We generate a float in [0w0, 1w0) by
309 clobbering the mantissa of 1w0 with random bits; this yields a number in
310 [1w0, 2w0). Then 1w0 is subtracted."
311 (let* ((d (1- (float-digits 1w0
)))
313 (random-mantissa-bits (%random-integer m state
))
314 (random-unit-double (- (scale-float (float (+ m random-mantissa-bits
) 1w0
) (- d
)) 1w0
)))
315 (* arg random-unit-double
)))
317 ;;;; Random integers:
319 ;;; %RANDOM-INTEGER -- Internal
321 (defun %random-integer
(arg state
)
322 "Generates an integer greater than or equal to zero and less than Arg.
323 Successive chunks are concatenated without overlap to construct integers
324 larger than a single chunk. The return value has this property:
325 If two integers are generated from the same state with Arg equal to 2^m and 2^n,
326 respectively, then bit k is the same in both integers for 0 <= k < min(m,n).
327 Each call to %RANDOM-INTEGER consumes at least one chunk; bits left over
328 from previous chunks are not re-used."
329 (declare (type (integer 1) arg
) (type random-state state
))
331 ((nchunks (ceiling (integer-length (1- arg
)) random-chunk-length
) (1- nchunks
))
332 (new-bits 0 (random-chunk state
))
333 (bits 0 (logior bits
(ash new-bits shift
)))
334 (shift 0 (+ shift random-chunk-length
)))
338 (defun random (arg &optional
(state *random-state
*))
339 "Generates a uniformly distributed pseudo-random number greater than or equal to zero
340 and less than Arg. State, if supplied, is the random state to use."
341 (declare (inline %random-single-float %random-double-float
))
343 #-gcl
; GCL's single and double floats are the same; route all floats through %random-double-float
344 ((and (typep arg
'single-float
) (> arg
0.0F0
))
345 (%random-single-float arg state
))
346 ((and (typep arg
'double-float
) (> arg
0.0D0
))
347 (%random-double-float arg state
))
349 ((and (typep arg
'long-float
) (> arg
0.0L0))
350 (%random-long-float arg state
))
351 #+(and cmu double-double
)
352 ((and (typep arg
'kernel
:double-double-float
) (> arg
0.0W0
))
353 (%random-double-double-float arg state
))
354 ((and (integerp arg
) (> arg
0))
355 (%random-integer arg state
))
357 (error 'simple-type-error
358 :expected-type
'(or (integer 1) (float (0))) :datum arg
359 :format-control
(intl:gettext
"random: argument must be a positive integer or a positive float; found: ~S")
360 :format-arguments
(list arg
)))))
362 ;;; begin Maxima-specific stuff
366 (defmfun $set_random_state
(x)
367 "Copy the argument, and assign the copy to MT19937::*RANDOM-STATE*.
369 (setq mt19937
::*random-state
* (mt19937::make-random-state x
))
372 (defmfun $make_random_state
(x)
373 "Returns a new random state object. If argument is an integer or array,
374 use argument to initialize random state. Otherwise punt to MT19937::MAKE-RANDOM-STATE."
376 ((or (integerp x
) (arrayp x
))
377 (mt19937::make-random-object
:state
(mt19937::init-random-state x
)))
379 (mt19937::make-random-state x
))))
382 "Returns the next number from this generator.
383 Punt to MT19937::RANDOM."
384 (if (and (or (integerp x
) (floatp x
))
387 (merror (intl:gettext
"random: argument must be a positive integer or positive float; found: ~M") x
)))
389 ;;; end Maxima-specific stuff