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itk::Statistics::MersenneTwisterRandomVariateGenerator Class Reference

#include <itkMersenneTwisterRandomVariateGenerator.h>

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.

Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura, Copyright (C) 2000 - 2003, Richard J. Wagner All rights reserved.

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.

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Definition at line 127 of file itkMersenneTwisterRandomVariateGenerator.h.

+ Inheritance diagram for itk::Statistics::MersenneTwisterRandomVariateGenerator:
+ Collaboration diagram for itk::Statistics::MersenneTwisterRandomVariateGenerator:

Public Types

using ConstPointer = SmartPointer< const Self >
 
using IntegerType = uint32_t
 
using Pointer = SmartPointer< Self >
 
using Self = MersenneTwisterRandomVariateGenerator
 
using Superclass = RandomVariateGeneratorBase
 
- Public Types inherited from itk::Statistics::RandomVariateGeneratorBase
using ConstPointer = SmartPointer< const Self >
 
using Pointer = SmartPointer< Self >
 
using Self = RandomVariateGeneratorBase
 
using Superclass = Object
 
- Public Types inherited from itk::Object
using ConstPointer = SmartPointer< const Self >
 
using Pointer = SmartPointer< Self >
 
using Self = Object
 
using Superclass = LightObject
 
- Public Types inherited from itk::LightObject
using ConstPointer = SmartPointer< const Self >
 
using Pointer = SmartPointer< Self >
 
using Self = LightObject
 

Public Member Functions

double Get53BitVariate ()
 
IntegerType GetIntegerVariate (const IntegerType &n)
 
const char * GetNameOfClass () const override
 
IntegerType GetSeed () const
 
double GetUniformVariate (const double a, const double b)
 
double GetVariate () override
 
double GetVariateWithClosedRange ()
 
double GetVariateWithClosedRange (const double n)
 
double GetVariateWithOpenRange ()
 
double GetVariateWithOpenRange (const double n)
 
double GetVariateWithOpenUpperRange ()
 
double GetVariateWithOpenUpperRange (const double n)
 
void Initialize ()
 
void Initialize (const IntegerType seed)
 
double operator() ()
 
IntegerType GetIntegerVariate ()
 
double GetNormalVariate (const double mean=0.0, const double variance=1.0)
 
void SetSeed (const IntegerType oneSeed)
 
void SetSeed ()
 
- Public Member Functions inherited from itk::Statistics::RandomVariateGeneratorBase
const char * GetNameOfClass () const override
 
virtual double GetVariate ()=0
 
- Public Member Functions inherited from itk::Object
unsigned long AddObserver (const EventObject &event, Command *cmd) const
 
unsigned long AddObserver (const EventObject &event, std::function< void(const EventObject &)> function) const
 
LightObject::Pointer CreateAnother () const override
 
virtual void DebugOff () const
 
virtual void DebugOn () const
 
CommandGetCommand (unsigned long tag)
 
bool GetDebug () const
 
MetaDataDictionaryGetMetaDataDictionary ()
 
const MetaDataDictionaryGetMetaDataDictionary () const
 
virtual ModifiedTimeType GetMTime () const
 
const char * GetNameOfClass () const override
 
virtual const TimeStampGetTimeStamp () const
 
bool HasObserver (const EventObject &event) const
 
void InvokeEvent (const EventObject &)
 
void InvokeEvent (const EventObject &) const
 
virtual void Modified () const
 
void Register () const override
 
void RemoveAllObservers ()
 
void RemoveObserver (unsigned long tag) const
 
void SetDebug (bool debugFlag) const
 
void SetReferenceCount (int) override
 
void UnRegister () const noexcept override
 
void SetMetaDataDictionary (const MetaDataDictionary &rhs)
 
void SetMetaDataDictionary (MetaDataDictionary &&rrhs)
 
virtual void SetObjectName (std::string _arg)
 
virtual const std::string & GetObjectName () const
 
- Public Member Functions inherited from itk::LightObject
Pointer Clone () const
 
virtual Pointer CreateAnother () const
 
virtual void Delete ()
 
virtual const char * GetNameOfClass () const
 
virtual int GetReferenceCount () const
 
void Print (std::ostream &os, Indent indent=0) const
 
virtual void Register () const
 
virtual void SetReferenceCount (int)
 
virtual void UnRegister () const noexcept
 

Static Public Member Functions

static Pointer GetInstance ()
 
static IntegerType GetNextSeed ()
 
static Pointer New ()
 
static void ResetNextSeed ()
 
- Static Public Member Functions inherited from itk::Object
static bool GetGlobalWarningDisplay ()
 
static void GlobalWarningDisplayOff ()
 
static void GlobalWarningDisplayOn ()
 
static Pointer New ()
 
static void SetGlobalWarningDisplay (bool val)
 
- Static Public Member Functions inherited from itk::LightObject
static void BreakOnError ()
 
static Pointer New ()
 

Static Public Attributes

static constexpr 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
 
void PrintSelf (std::ostream &os, Indent indent) const override
 
void reload ()
 
IntegerType twist (const IntegerType &m, const IntegerType &s0, const IntegerType &s1) const
 
 ~MersenneTwisterRandomVariateGenerator () override
 
- Protected Member Functions inherited from itk::Statistics::RandomVariateGeneratorBase
 RandomVariateGeneratorBase ()
 
 ~RandomVariateGeneratorBase () override
 
- Protected Member Functions inherited from itk::Object
 Object ()
 
bool PrintObservers (std::ostream &os, Indent indent) const
 
void PrintSelf (std::ostream &os, Indent indent) const override
 
virtual void SetTimeStamp (const TimeStamp &timeStamp)
 
 ~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 PrintSelf (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 {}
 
IntegerTypem_PNext {}
 
std::atomic< IntegerTypem_Seed {}
 
IntegerType state [StateVectorLength]
 
- Protected Attributes inherited from itk::LightObject
std::atomic< int > m_ReferenceCount {}
 

Static Protected Attributes

static constexpr unsigned int M = 397
 

Private Member Functions

 itkGetGlobalDeclarationMacro (MersenneTwisterGlobals, PimplGlobals)
 

Static Private Member Functions

static Pointer CreateInstance ()
 

Private Attributes

std::mutex m_InstanceMutex {}
 

Static Private Attributes

static MersenneTwisterGlobals * m_PimplGlobals
 

Member Typedef Documentation

◆ ConstPointer

Definition at line 134 of file itkMersenneTwisterRandomVariateGenerator.h.

◆ IntegerType

Definition at line 136 of file itkMersenneTwisterRandomVariateGenerator.h.

◆ Pointer

Definition at line 133 of file itkMersenneTwisterRandomVariateGenerator.h.

◆ Self

Standard class type aliases.

Definition at line 131 of file itkMersenneTwisterRandomVariateGenerator.h.

◆ Superclass

Definition at line 132 of file itkMersenneTwisterRandomVariateGenerator.h.

Constructor & Destructor Documentation

◆ MersenneTwisterRandomVariateGenerator()

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

◆ ~MersenneTwisterRandomVariateGenerator()

itk::Statistics::MersenneTwisterRandomVariateGenerator::~MersenneTwisterRandomVariateGenerator ( )
overrideprotected

Member Function Documentation

◆ CreateInstance()

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

Internal method to actually create a new object.

◆ Get53BitVariate()

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 503 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetIntegerVariate().

◆ GetInstance()

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.

◆ GetIntegerVariate() [1/2]

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

◆ GetIntegerVariate() [2/2]

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

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

Definition at line 479 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetIntegerVariate().

◆ GetNameOfClass()

const char * itk::Statistics::MersenneTwisterRandomVariateGenerator::GetNameOfClass ( ) const
overridevirtual
See also
LightObject::GetNameOfClass()

Reimplemented from itk::LightObject.

◆ GetNextSeed()

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.

◆ GetNormalVariate()

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 514 of file itkMersenneTwisterRandomVariateGenerator.h.

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

◆ GetSeed()

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

Return the current seed

Note
This method is thread-safe.

Definition at line 414 of file itkMersenneTwisterRandomVariateGenerator.h.

References m_Seed.

◆ GetUniformVariate()

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

Access to a uniform random number distribution

Definition at line 528 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithOpenUpperRange().

◆ GetVariate()

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 536 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithClosedRange().

Referenced by operator()().

◆ GetVariateWithClosedRange() [1/2]

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

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

Definition at line 438 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetIntegerVariate().

Referenced by GetVariate(), and GetVariateWithClosedRange().

◆ GetVariateWithClosedRange() [2/2]

double itk::Statistics::MersenneTwisterRandomVariateGenerator::GetVariateWithClosedRange ( const double  n)
inline

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

Definition at line 445 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithClosedRange().

◆ GetVariateWithOpenRange() [1/2]

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

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

Definition at line 466 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetIntegerVariate().

Referenced by GetNormalVariate(), and GetVariateWithOpenRange().

◆ GetVariateWithOpenRange() [2/2]

double itk::Statistics::MersenneTwisterRandomVariateGenerator::GetVariateWithOpenRange ( const double  n)
inline

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

Definition at line 473 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithOpenRange().

◆ GetVariateWithOpenUpperRange() [1/2]

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

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

Definition at line 452 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetIntegerVariate().

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

◆ GetVariateWithOpenUpperRange() [2/2]

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

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

Definition at line 459 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithOpenUpperRange().

◆ hash()

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

Referenced by SetSeed().

◆ hiBit()

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

Definition at line 283 of file itkMersenneTwisterRandomVariateGenerator.h.

◆ Initialize() [1/2]

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

Definition at line 393 of file itkMersenneTwisterRandomVariateGenerator.h.

References SetSeed().

Referenced by SetSeed().

◆ Initialize() [2/2]

void itk::Statistics::MersenneTwisterRandomVariateGenerator::Initialize ( const IntegerType  seed)
inline

Initialize with a simple IntegerType

Definition at line 344 of file itkMersenneTwisterRandomVariateGenerator.h.

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

◆ itkGetGlobalDeclarationMacro()

itk::Statistics::MersenneTwisterRandomVariateGenerator::itkGetGlobalDeclarationMacro ( MersenneTwisterGlobals  ,
PimplGlobals   
)
private

Only used to synchronize the global variable across static libraries.

◆ loBit()

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

Definition at line 288 of file itkMersenneTwisterRandomVariateGenerator.h.

◆ loBits()

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

Definition at line 293 of file itkMersenneTwisterRandomVariateGenerator.h.

◆ mixBits()

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

Definition at line 298 of file itkMersenneTwisterRandomVariateGenerator.h.

◆ New()

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.

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

◆ operator()()

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

Same as GetVariate()

Definition at line 542 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariate().

◆ PrintSelf()

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::LightObject.

◆ reload()

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

Reload array with N new values.

Definition at line 366 of file itkMersenneTwisterRandomVariateGenerator.h.

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

Referenced by GetIntegerVariate(), and Initialize().

◆ ResetNextSeed()

static void itk::Statistics::MersenneTwisterRandomVariateGenerator::ResetNextSeed ( )
static

Resets the internal data that is used to calculate the next seed. (Does not reset the initial seed.) Allows generating a reproducible sequence of pseudo-random numbers.

◆ SetSeed() [1/2]

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

Re-seeding functions with same behavior as initializers

\note This method is thread-safe.

Definition at line 406 of file itkMersenneTwisterRandomVariateGenerator.h.

References hash(), and SetSeed().

Referenced by Initialize(), and SetSeed().

◆ SetSeed() [2/2]

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

Re-seeding functions with same behavior as initializers

\note This method is thread-safe.

Definition at line 399 of file itkMersenneTwisterRandomVariateGenerator.h.

References Initialize().

◆ twist()

IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::twist ( const IntegerType m,
const IntegerType s0,
const IntegerType s1 
) const
inlineprotected

Definition at line 304 of file itkMersenneTwisterRandomVariateGenerator.h.

Referenced by reload().

Member Data Documentation

◆ M

constexpr unsigned int itk::Statistics::MersenneTwisterRandomVariateGenerator::M = 397
staticconstexprprotected

Period parameter

Definition at line 276 of file itkMersenneTwisterRandomVariateGenerator.h.

Referenced by reload().

◆ m_InstanceMutex

std::mutex itk::Statistics::MersenneTwisterRandomVariateGenerator::m_InstanceMutex {}
private

Definition at line 333 of file itkMersenneTwisterRandomVariateGenerator.h.

Referenced by Initialize().

◆ m_Left

int itk::Statistics::MersenneTwisterRandomVariateGenerator::m_Left {}
protected

Definition at line 319 of file itkMersenneTwisterRandomVariateGenerator.h.

Referenced by GetIntegerVariate(), and reload().

◆ m_PimplGlobals

MersenneTwisterGlobals* itk::Statistics::MersenneTwisterRandomVariateGenerator::m_PimplGlobals
staticprivate

Definition at line 337 of file itkMersenneTwisterRandomVariateGenerator.h.

◆ m_PNext

IntegerType* itk::Statistics::MersenneTwisterRandomVariateGenerator::m_PNext {}
protected

Definition at line 316 of file itkMersenneTwisterRandomVariateGenerator.h.

Referenced by GetIntegerVariate(), and reload().

◆ m_Seed

std::atomic<IntegerType> itk::Statistics::MersenneTwisterRandomVariateGenerator::m_Seed {}
protected

Definition at line 322 of file itkMersenneTwisterRandomVariateGenerator.h.

Referenced by GetSeed(), and Initialize().

◆ state

IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::state[StateVectorLength]
protected

Definition at line 313 of file itkMersenneTwisterRandomVariateGenerator.h.

Referenced by Initialize(), and reload().

◆ StateVectorLength

constexpr IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::StateVectorLength = 624
staticconstexpr

Length of state vector

Definition at line 169 of file itkMersenneTwisterRandomVariateGenerator.h.

Referenced by Initialize(), and reload().


The documentation for this class was generated from the following file: