Subject: [Boost-commit] svn:boost r63260 - trunk/boost/random
From: steven_at_[hidden]
Date: 2010-06-23 14:15:28
Author: steven_watanabe
Date: 2010-06-23 14:15:27 EDT (Wed, 23 Jun 2010)
New Revision: 63260
URL: http://svn.boost.org/trac/boost/changeset/63260
Log:
Some optimizations to mersenne_twister.
Text files modified:
trunk/boost/random/mersenne_twister.hpp | 194 +++++++++++++++++++++++++++++----------
1 files changed, 143 insertions(+), 51 deletions(-)
Modified: trunk/boost/random/mersenne_twister.hpp
==============================================================================
--- trunk/boost/random/mersenne_twister.hpp (original)
+++ trunk/boost/random/mersenne_twister.hpp 2010-06-23 14:15:27 EDT (Wed, 23 Jun 2010)
@@ -18,6 +18,7 @@
#define BOOST_RANDOM_MERSENNE_TWISTER_HPP
#include <iosfwd>
+#include <istream>
#include <stdexcept>
#include <boost/config.hpp>
#include <boost/cstdint.hpp>
@@ -101,7 +102,8 @@
/**
* Constructs a @c mersenne_twister_engine and calls @c seed(value).
*/
- BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(mersenne_twister_engine, UIntType, value)
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(mersenne_twister_engine,
+ UIntType, value)
{ seed(value); }
template<class It> mersenne_twister_engine(It& first, It last)
{ seed(first,last); }
@@ -114,7 +116,8 @@
* the templated constructor.
* @endxmlnote
*/
- BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(mersenne_twister_engine, SeedSeq, seq)
+ BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(mersenne_twister_engine,
+ SeedSeq, seq)
{ seed(seq); }
// compiler-generated copy ctor and assignment operator are fine
@@ -137,7 +140,8 @@
const UIntType mask = (max)();
x[0] = value & mask;
for (i = 1; i < n; i++) {
- // See Knuth "The Art of Computer Programming" Vol. 2, 3rd ed., page 106
+ // See Knuth "The Art of Computer Programming"
+ // Vol. 2, 3rd ed., page 106
x[i] = (f * (x[i-1] ^ (x[i-1] >> (w-2))) + i) & mask;
}
}
@@ -229,15 +233,15 @@
operator<<(std::basic_ostream<CharT,Traits>& os,
const mersenne_twister_engine& mt)
{
- for(std::size_t j = 0; j < mt.state_size; ++j)
- os << mt.compute(j) << " ";
+ mt.print(os);
return os;
}
/** Reads a mersenne_twister_engine from a @c std::istream */
template<class CharT, class Traits>
friend std::basic_istream<CharT,Traits>&
- operator>>(std::basic_istream<CharT,Traits>& is, mersenne_twister_engine& mt)
+ operator>>(std::basic_istream<CharT,Traits>& is,
+ mersenne_twister_engine& mt)
{
for(std::size_t j = 0; j < mt.state_size; ++j)
is >> mt.x[j] >> std::ws;
@@ -253,38 +257,117 @@
* Returns true if the two generators are in the same state,
* and will thus produce identical sequences.
*/
- friend bool operator==(const mersenne_twister_engine& x, const mersenne_twister_engine& y)
+ friend bool operator==(const mersenne_twister_engine& x,
+ const mersenne_twister_engine& y)
{
- for(std::size_t j = 0; j < state_size; ++j)
- if(x.compute(j) != y.compute(j))
- return false;
- return true;
+ if(x.i < y.i) return x.equal_imp(y);
+ else return y.equal_imp(x);
}
/**
* Returns true if the two generators are in different states.
*/
- friend bool operator!=(const mersenne_twister_engine& x, const mersenne_twister_engine& y)
+ friend bool operator!=(const mersenne_twister_engine& x,
+ const mersenne_twister_engine& y)
{ return !(x == y); }
private:
/// \cond hide_private_members
- // returns x(i-n+index), where index is in 0..n-1
- UIntType compute(unsigned int index) const
+
+ void twist();
+
+ /**
+ * Does the work of operator==. This is in a member function
+ * for portability. Some compilers, such as msvc 7.1 and
+ * Sun CC 5.10 can't access template parameters or static
+ * members of the class from inline friend functions.
+ *
+ * requires i <= other.i
+ */
+ bool equal_imp(const mersenne_twister_engine& other) const
+ {
+ UIntType back[n];
+ std::size_t offset = other.i - i;
+ for(std::size_t j = 0; j + offset < n; ++j)
+ if(x[j] != other.x[j+offset])
+ return false;
+ rewind(&back[n-1], offset);
+ for(std::size_t j = 0; j < offset; ++j)
+ if(back[j + n - offset] != other.x[j])
+ return false;
+ return true;
+ }
+
+ /**
+ * Does the work of operator<<. This is in a member function
+ * for portability.
+ */
+ template<class CharT, class Traits>
+ void print(std::basic_ostream<CharT, Traits>& os) const
+ {
+ UIntType data[n];
+ for(std::size_t j = 0; j < i; ++j) {
+ data[j + n - i] = x[j];
+ }
+ if(i != n) {
+ rewind(&data[n - i - 1], n - i);
+ }
+ os << data[0];
+ for(std::size_t j = 1; j < n; ++j) {
+ os << ' ' << data[j];
+ }
+ }
+
+ /**
+ * Copies z elements of the state preceding x[0] into
+ * the array whose last element is last.
+ */
+ void rewind(UIntType* last, std::size_t z) const
+ {
+ const UIntType upper_mask = (~static_cast<UIntType>(0)) << r;
+ const UIntType lower_mask = ~upper_mask;
+ UIntType y0 = x[m-1] ^ x[n-1];
+ if(y0 & (static_cast<UIntType>(1) << (w-1))) {
+ y0 = ((y0 ^ a) << 1) | 1;
+ } else {
+ y0 = y0 << 1;
+ }
+ for(std::size_t sz = 0; sz < z; ++sz) {
+ UIntType y1 =
+ rewind_find(last, sz, m-1) ^ rewind_find(last, sz, n-1);
+ if(y1 & (static_cast<UIntType>(1) << (w-1))) {
+ y1 = ((y1 ^ a) << 1) | 1;
+ } else {
+ y1 = y1 << 1;
+ }
+ *(last - sz) = (y0 & upper_mask) | (y1 & lower_mask);
+ y0 = y1;
+ }
+ }
+
+ /**
+ * Given a pointer to the last element of the rewind array,
+ * and the current size of the rewind array, finds an element
+ * relative to the next available slot in the rewind array.
+ */
+ UIntType
+ rewind_find(UIntType* last, std::size_t size, std::size_t j) const
{
- // equivalent to (i-n+index) % 2n, but doesn't produce negative numbers
- return x[ (i + n + index) % (2*n) ];
+ std::size_t index = (j + n - size + n - 1) % n;
+ if(index < n - size) {
+ return x[index];
+ } else {
+ return *(last - (n - 1 - index));
+ }
}
- void twist(int block);
+
/// \endcond
// state representation: next output is o(x(i))
- // x[0] ... x[k] x[k+1] ... x[n-1] x[n] ... x[2*n-1] represents
- // x(i-k) ... x(i) x(i+1) ... x(i-k+n-1) x(i-k-n) ... x[i(i-k-1)]
- // The goal is to always have x(i-n) ... x(i-1) available for
- // operator== and save/restore.
+ // x[0] ... x[k] x[k+1] ... x[n-1] represents
+ // x(i-k) ... x(i) x(i+1) ... x(i-k+n-1)
- UIntType x[2*n];
+ UIntType x[n];
std::size_t i;
};
@@ -327,34 +410,44 @@
UIntType b, std::size_t t,
UIntType c, std::size_t l, UIntType f>
void
-mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::twist(int block)
+mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::twist()
{
const UIntType upper_mask = (~static_cast<UIntType>(0)) << r;
const UIntType lower_mask = ~upper_mask;
- if(block == 0) {
- for(std::size_t j = n; j < 2*n; j++) {
- UIntType y = (x[j-n] & upper_mask) | (x[j-(n-1)] & lower_mask);
- x[j] = x[j-(n-m)] ^ (y >> 1) ^ (y&1 ? a : 0);
- }
- } else if (block == 1) {
- // split loop to avoid costly modulo operations
- { // extra scope for MSVC brokenness w.r.t. for scope
- for(std::size_t j = 0; j < n-m; j++) {
- UIntType y = (x[j+n] & upper_mask) | (x[j+n+1] & lower_mask);
- x[j] = x[j+n+m] ^ (y >> 1) ^ (y&1 ? a : 0);
- }
+ const std::size_t unroll_factor = 6;
+ const std::size_t unroll_extra1 = (n-m) % unroll_factor;
+ const std::size_t unroll_extra2 = (m-1) % unroll_factor;
+
+ // split loop to avoid costly modulo operations
+ { // extra scope for MSVC brokenness w.r.t. for scope
+ for(std::size_t j = 0; j < n-m-unroll_extra1; j++) {
+ UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask);
+ x[j] = x[j+m] ^ (y >> 1) ^ ((x[j+1]&1) * a);
+ }
+ }
+ {
+ for(std::size_t j = n-m-unroll_extra1; j < n-m; j++) {
+ UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask);
+ x[j] = x[j+m] ^ (y >> 1) ^ ((x[j+1]&1) * a);
+ }
+ }
+ {
+ for(std::size_t j = n-m; j < n-1-unroll_extra2; j++) {
+ UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask);
+ x[j] = x[j-(n-m)] ^ (y >> 1) ^ ((x[j+1]&1) * a);
+ }
+ }
+ {
+ for(std::size_t j = n-1-unroll_extra2; j < n-1; j++) {
+ UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask);
+ x[j] = x[j-(n-m)] ^ (y >> 1) ^ ((x[j+1]&1) * a);
}
-
- for(std::size_t j = n-m; j < n-1; j++) {
- UIntType y = (x[j+n] & upper_mask) | (x[j+n+1] & lower_mask);
- x[j] = x[j-(n-m)] ^ (y >> 1) ^ (y&1 ? a : 0);
- }
- // last iteration
- UIntType y = (x[2*n-1] & upper_mask) | (x[0] & lower_mask);
- x[n-1] = x[m-1] ^ (y >> 1) ^ (y&1 ? a : 0);
- i = 0;
}
+ // last iteration
+ UIntType y = (x[n-1] & upper_mask) | (x[0] & lower_mask);
+ x[n-1] = x[m-1] ^ (y >> 1) ^ ((x[0]&1) * a);
+ i = 0;
}
/// \endcond
@@ -363,13 +456,12 @@
UIntType a, std::size_t u, UIntType d, std::size_t s,
UIntType b, std::size_t t,
UIntType c, std::size_t l, UIntType f>
-inline typename mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::result_type
+inline typename
+mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::result_type
mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::operator()()
{
if(i == n)
- twist(0);
- else if(i >= 2*n)
- twist(1);
+ twist();
// Step 4
UIntType z = x[i];
++i;
@@ -391,7 +483,7 @@
* Generation, Vol. 8, No. 1, January 1998, pp. 3-30.
* @endblockquote
*/
-typedef random::mersenne_twister_engine<uint_fast32_t,32,351,175,19,0xccab8ee7,
+typedef random::mersenne_twister_engine<uint32_t,32,351,175,19,0xccab8ee7,
11,0xffffffff,7,0x31b6ab00,15,0xffe50000,17,1812433253> mt11213b;
/**
@@ -405,11 +497,11 @@
* Generation, Vol. 8, No. 1, January 1998, pp. 3-30.
* @endblockquote
*/
-typedef random::mersenne_twister_engine<uint_fast32_t,32,624,397,31,0x9908b0df,
+typedef random::mersenne_twister_engine<uint32_t,32,624,397,31,0x9908b0df,
11,0xffffffff,7,0x9d2c5680,15,0xefc60000,18,1812433253> mt19937;
#if !defined(BOOST_NO_INT64_T) && !defined(BOOST_NO_INTEGRAL_INT64_T)
-typedef random::mersenne_twister_engine<uint_fast64_t,64,312,156,31,
+typedef random::mersenne_twister_engine<uint64_t,64,312,156,31,
UINT64_C(0xb5026f5aa96619e9),29,UINT64_C(0x5555555555555555),17,
UINT64_C(0x71d67fffeda60000),37,UINT64_C(0xfff7eee000000000),43,
UINT64_C(6364136223846793005)> mt19937_64;