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itk::Statistics::MersenneTwisterRandomVariateGenerator Class Reference

#include <itkMersenneTwisterRandomVariateGenerator.h>

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

Detailed Description

MersenneTwisterRandom random variate generator.

Warning
This class's instance methods are NOT neither reentrant nor thread-safe, but static methods are both. That is to say you can 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.

Wiki Examples:

Definition at line 107 of file itkMersenneTwisterRandomVariateGenerator.h.

Public Types

typedef SmartPointer< const SelfConstPointer
 
typedef uint32_t IntegerType
 
typedef SmartPointer< SelfPointer
 
typedef
MersenneTwisterRandomVariateGenerator 
Self
 
typedef RandomVariateGeneratorBase Superclass
 
- Public Types inherited from itk::Statistics::RandomVariateGeneratorBase
typedef SmartPointer< const SelfConstPointer
 
typedef SmartPointer< SelfPointer
 
typedef RandomVariateGeneratorBase Self
 
typedef Object Superclass
 
- Public Types inherited from itk::Object
typedef SmartPointer< const SelfConstPointer
 
typedef SmartPointer< SelfPointer
 
typedef Object Self
 
typedef LightObject Superclass
 
- Public Types inherited from itk::LightObject
typedef SmartPointer< const SelfConstPointer
 
typedef SmartPointer< SelfPointer
 
typedef LightObject Self
 

Public Member Functions

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

Static Public Member Functions

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

Static Public Attributes

static const 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
 
virtual void PrintSelf (std::ostream &os, Indent indent) const ITK_OVERRIDE
 
void reload ()
 
IntegerType twist (const IntegerType &m, const IntegerType &s0, const IntegerType &s1) const
 
virtual ~MersenneTwisterRandomVariateGenerator ()
 
- Protected Member Functions inherited from itk::Statistics::RandomVariateGeneratorBase
 RandomVariateGeneratorBase ()
 
virtual ~RandomVariateGeneratorBase ()
 
- Protected Member Functions inherited from itk::Object
 Object ()
 
bool PrintObservers (std::ostream &os, Indent indent) const
 
virtual void SetTimeStamp (const TimeStamp &time)
 
virtual ~Object ()
 
- 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)
 

Protected Attributes

int left
 
IntegerType m_Seed
 
IntegerTypepNext
 
IntegerType state [StateVectorLength]
 
- Protected Attributes inherited from itk::LightObject
InternalReferenceCountType m_ReferenceCount
 
SimpleFastMutexLock m_ReferenceCountLock
 

Static Protected Attributes

static const unsigned int M = 397
 

Static Private Member Functions

static Pointer CreateInstance ()
 

Static Private Attributes

static IntegerType m_StaticDiffer
 
static Pointer m_StaticInstance
 
static SimpleFastMutexLock m_StaticInstanceLock
 

Additional Inherited Members

- Protected Types inherited from itk::LightObject
typedef int InternalReferenceCountType
 

Member Typedef Documentation

Definition at line 116 of file itkMersenneTwisterRandomVariateGenerator.h.

Definition at line 118 of file itkMersenneTwisterRandomVariateGenerator.h.

Definition at line 115 of file itkMersenneTwisterRandomVariateGenerator.h.

Standard class typedefs.

Definition at line 113 of file itkMersenneTwisterRandomVariateGenerator.h.

Definition at line 114 of file itkMersenneTwisterRandomVariateGenerator.h.

Constructor & Destructor Documentation

itk::Statistics::MersenneTwisterRandomVariateGenerator::MersenneTwisterRandomVariateGenerator ( )
inlineprotected
virtual itk::Statistics::MersenneTwisterRandomVariateGenerator::~MersenneTwisterRandomVariateGenerator ( )
inlineprotectedvirtual

Definition at line 211 of file itkMersenneTwisterRandomVariateGenerator.h.

Member Function Documentation

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

Internal method to actually create a new object.

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 410 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetIntegerVariate().

static Pointer itk::Statistics::MersenneTwisterRandomVariateGenerator::GetInstance ( )
static

returns the global Merseene Twister instance

This method returns a Singleton of the Mersenne Twister. The seed is initialized from the wall clock, but can be set using SetSeed().

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

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

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

Definition at line 383 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetIntegerVariate().

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

Run-time type information (and related methods).

Reimplemented from itk::Statistics::RandomVariateGeneratorBase.

double itk::Statistics::MersenneTwisterRandomVariateGenerator::GetNormalVariate ( const double &  mean = 0.0,
const double &  variance = 1.0 
)
inline

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

Definition at line 421 of file itkMersenneTwisterRandomVariateGenerator.h.

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

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

Return the current seed

Definition at line 201 of file itkMersenneTwisterRandomVariateGenerator.h.

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

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

Definition at line 436 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithOpenUpperRange().

double itk::Statistics::MersenneTwisterRandomVariateGenerator::GetVariate ( )
inlinevirtual

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 445 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithClosedRange().

Referenced by operator()().

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

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

Definition at line 339 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetIntegerVariate().

Referenced by GetVariate(), and GetVariateWithClosedRange().

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

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

Definition at line 346 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithClosedRange().

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

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

Definition at line 369 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetIntegerVariate().

Referenced by GetNormalVariate(), and GetVariateWithOpenRange().

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

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

Definition at line 376 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithOpenRange().

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

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

Definition at line 354 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetIntegerVariate().

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

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

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

Definition at line 361 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariateWithOpenUpperRange().

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

Referenced by SetSeed().

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

Definition at line 226 of file itkMersenneTwisterRandomVariateGenerator.h.

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

initialize with a simple IntegerType

Definition at line 256 of file itkMersenneTwisterRandomVariateGenerator.h.

References m_Seed, state, and StateVectorLength.

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

Definition at line 303 of file itkMersenneTwisterRandomVariateGenerator.h.

References SetSeed().

Referenced by SetSeed().

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

Definition at line 227 of file itkMersenneTwisterRandomVariateGenerator.h.

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

Definition at line 228 of file itkMersenneTwisterRandomVariateGenerator.h.

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

Definition at line 229 of file itkMersenneTwisterRandomVariateGenerator.h.

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 seed from the global instance.

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

Same as GetVariate()

Definition at line 451 of file itkMersenneTwisterRandomVariateGenerator.h.

References GetVariate().

virtual void itk::Statistics::MersenneTwisterRandomVariateGenerator::PrintSelf ( std::ostream &  os,
Indent  indent 
) const
protectedvirtual

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::Object.

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

Definition at line 276 of file itkMersenneTwisterRandomVariateGenerator.h.

References left, M, pNext, state, StateVectorLength, and twist().

Referenced by GetIntegerVariate(), and SetSeed().

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

Re-seeding functions with same behavior as initializers

Definition at line 309 of file itkMersenneTwisterRandomVariateGenerator.h.

References Initialize(), and reload().

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

Re-seeding functions with same behavior as initializers

Definition at line 317 of file itkMersenneTwisterRandomVariateGenerator.h.

References hash().

Referenced by Initialize().

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

Definition at line 234 of file itkMersenneTwisterRandomVariateGenerator.h.

Referenced by reload().

Member Data Documentation

int itk::Statistics::MersenneTwisterRandomVariateGenerator::left
protected

Definition at line 219 of file itkMersenneTwisterRandomVariateGenerator.h.

Referenced by GetIntegerVariate(), and reload().

const unsigned int itk::Statistics::MersenneTwisterRandomVariateGenerator::M = 397
staticprotected

Definition at line 215 of file itkMersenneTwisterRandomVariateGenerator.h.

Referenced by reload().

IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::m_Seed
protected

Definition at line 221 of file itkMersenneTwisterRandomVariateGenerator.h.

Referenced by Initialize().

IntegerType itk::Statistics::MersenneTwisterRandomVariateGenerator::m_StaticDiffer
staticprivate

Definition at line 249 of file itkMersenneTwisterRandomVariateGenerator.h.

Pointer itk::Statistics::MersenneTwisterRandomVariateGenerator::m_StaticInstance
staticprivate

Definition at line 247 of file itkMersenneTwisterRandomVariateGenerator.h.

SimpleFastMutexLock itk::Statistics::MersenneTwisterRandomVariateGenerator::m_StaticInstanceLock
staticprivate

Definition at line 248 of file itkMersenneTwisterRandomVariateGenerator.h.

IntegerType* itk::Statistics::MersenneTwisterRandomVariateGenerator::pNext
protected

Definition at line 218 of file itkMersenneTwisterRandomVariateGenerator.h.

Referenced by GetIntegerVariate(), and reload().

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

Definition at line 217 of file itkMersenneTwisterRandomVariateGenerator.h.

Referenced by Initialize(), and reload().

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

Length of state vector

Definition at line 140 of file itkMersenneTwisterRandomVariateGenerator.h.

Referenced by Initialize(), and reload().


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