#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

Algorithmic details can be found in [77].

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.

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Mersenne Twister Random Number Generator

Definition at line 125 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 ()

IntegerType	GetIntegerVariate (const IntegerType n)

const char *	GetNameOfClass () const override

double	GetNormalVariate (const double mean=0.0, const double variance=1.0)

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() ()


void	SetSeed (const IntegerType oneSeed)

void	SetSeed ()

Public Member Functions inherited from itk::Statistics::RandomVariateGeneratorBase
const char *	GetNameOfClass () const override

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

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

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 void	Delete ()

virtual int	GetReferenceCount () const

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

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
	MersenneTwisterRandomVariateGenerator ()

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

void	reload ()

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

virtual	~LightObject ()

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

Private Member Functions
void	InitializeWithoutMutexLocking (const IntegerType seed)

	itkGetGlobalDeclarationMacro (MersenneTwisterGlobals, PimplGlobals)

Static Private Member Functions
static Pointer	CreateInstance ()

static IntegerType	CreateRandomSeed ()

Private Attributes
std::mutex	m_InstanceMutex {}

int	m_Left {}

IntegerType *	m_PNext {}

std::atomic< IntegerType >	m_Seed {}

IntegerType	m_State [StateVectorLength]

Static Private Attributes
static MersenneTwisterGlobals *	m_PimplGlobals

Additional Inherited Members
Protected Attributes inherited from itk::LightObject
std::atomic< int >	m_ReferenceCount {}

Member Typedef Documentation

◆ ConstPointer

using itk::Statistics::MersenneTwisterRandomVariateGenerator::ConstPointer = SmartPointer<const Self>

Definition at line 132 of file itkMersenneTwisterRandomVariateGenerator.h.

◆ IntegerType

using itk::Statistics::MersenneTwisterRandomVariateGenerator::IntegerType = uint32_t

Definition at line 134 of file itkMersenneTwisterRandomVariateGenerator.h.

◆ Pointer

using itk::Statistics::MersenneTwisterRandomVariateGenerator::Pointer = SmartPointer<Self>

Definition at line 131 of file itkMersenneTwisterRandomVariateGenerator.h.

◆ Self

using itk::Statistics::MersenneTwisterRandomVariateGenerator::Self = MersenneTwisterRandomVariateGenerator

Standard class type aliases.

Definition at line 129 of file itkMersenneTwisterRandomVariateGenerator.h.

◆ Superclass

using itk::Statistics::MersenneTwisterRandomVariateGenerator::Superclass = RandomVariateGeneratorBase

Definition at line 130 of file itkMersenneTwisterRandomVariateGenerator.h.

Constructor & Destructor Documentation

◆ MersenneTwisterRandomVariateGenerator()

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

protected

Referenced by GetNameOfClass().

◆ ~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.

◆ CreateRandomSeed()

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

inlinestaticprivate

Uses time() and clock() to generate a unlikely-to-repeat seed.

Definition at line 328 of file itkMersenneTwisterRandomVariateGenerator.h.

References hash().

Referenced by SetSeed().

◆ 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 363 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetIntegerVariate().

Referenced by 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.

Examples: Examples/RegistrationITKv4/DeformableRegistration13.cxx.

◆ GetIntegerVariate() [1/2]

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

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

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

◆ GetIntegerVariate() [2/2]

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

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

References Get53BitVariate(), GetNormalVariate(), and GetUniformVariate().

◆ GetNameOfClass()

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

overridevirtual

See also: LightObject::GetNameOfClass()

Reimplemented from itk::LightObject.

References MersenneTwisterRandomVariateGenerator().

◆ 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 375 of file itkMersenneTwisterRandomVariateGenerator.h.

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

Referenced by GetIntegerVariate().

◆ GetSeed()

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

inline

Return the current seed

Note: This method is thread-safe.

Definition at line 286 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 388 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithOpenUpperRange().

Referenced by GetIntegerVariate().

◆ 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 251 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 182 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 189 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 210 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 217 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 196 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 203 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithOpenUpperRange().

◆ hash()

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

staticprotected

Referenced by CreateRandomSeed().

◆ Initialize() [1/2]

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

inline

Definition at line 175 of file itkMersenneTwisterRandomVariateGenerator.h.

References SetSeed().

◆ Initialize() [2/2]

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

Initialize with a simple IntegerType

Referenced by SetSeed().

◆ InitializeWithoutMutexLocking()

void itk::Statistics::MersenneTwisterRandomVariateGenerator::InitializeWithoutMutexLocking ( const IntegerType seed )

private

Internal method to initialize a generator object without mutex locking.

◆ itkGetGlobalDeclarationMacro()

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

private

Only used to synchronize the global variable across static libraries.

◆ 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 258 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 ( )

protected

Reload array with N new values.

◆ 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 276 of file itkMersenneTwisterRandomVariateGenerator.h.

References CreateRandomSeed(), 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 269 of file itkMersenneTwisterRandomVariateGenerator.h.

References Initialize().

Referenced by Initialize(), and SetSeed().

Member Data Documentation

◆ m_InstanceMutex

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

private

Definition at line 350 of file itkMersenneTwisterRandomVariateGenerator.h.

◆ m_Left

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

private

Definition at line 344 of file itkMersenneTwisterRandomVariateGenerator.h.

◆ m_PimplGlobals

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

staticprivate

Definition at line 354 of file itkMersenneTwisterRandomVariateGenerator.h.

◆ m_PNext

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

private

Definition at line 341 of file itkMersenneTwisterRandomVariateGenerator.h.

◆ m_Seed

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

private

Definition at line 347 of file itkMersenneTwisterRandomVariateGenerator.h.

Referenced by GetSeed().

◆ m_State

IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::m_State[StateVectorLength]

private

Definition at line 338 of file itkMersenneTwisterRandomVariateGenerator.h.

◆ StateVectorLength

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

staticconstexpr

Length of state vector

Definition at line 167 of file itkMersenneTwisterRandomVariateGenerator.h.

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

itkMersenneTwisterRandomVariateGenerator.h

Detailed Description

Public Types

Public Member Functions

Static Public Member Functions

Static Public Attributes

Protected Member Functions

Static Protected Member Functions

Private Member Functions

Static Private Member Functions

Private Attributes

Static Private Attributes

Additional Inherited Members

Member Typedef Documentation

◆ ConstPointer

◆ IntegerType

◆ Pointer

◆ Self

◆ Superclass

Constructor & Destructor Documentation

◆ MersenneTwisterRandomVariateGenerator()

◆ ~MersenneTwisterRandomVariateGenerator()

Member Function Documentation

◆ CreateInstance()

◆ CreateRandomSeed()

◆ Get53BitVariate()

◆ GetInstance()

◆ GetIntegerVariate() [1/2]

◆ GetIntegerVariate() [2/2]

◆ GetNameOfClass()

◆ GetNextSeed()

◆ GetNormalVariate()

◆ GetSeed()

◆ GetUniformVariate()

◆ GetVariate()

◆ GetVariateWithClosedRange() [1/2]

◆ GetVariateWithClosedRange() [2/2]

◆ GetVariateWithOpenRange() [1/2]

◆ GetVariateWithOpenRange() [2/2]

◆ GetVariateWithOpenUpperRange() [1/2]

◆ GetVariateWithOpenUpperRange() [2/2]

◆ hash()

◆ Initialize() [1/2]

◆ Initialize() [2/2]

◆ InitializeWithoutMutexLocking()

◆ itkGetGlobalDeclarationMacro()

◆ New()

◆ operator()()

◆ PrintSelf()

◆ reload()

◆ ResetNextSeed()

◆ SetSeed() [1/2]

◆ SetSeed() [2/2]

Member Data Documentation

◆ m_InstanceMutex

◆ m_Left

◆ m_PimplGlobals

◆ m_PNext

◆ m_Seed

◆ m_State

◆ StateVectorLength