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편집 파일: faure.hpp
/* boost random/faure.hpp header file * * Copyright Justinas Vygintas Daugmaudis 2010-2018 * Distributed under the Boost Software License, Version 1.0. (See * accompanying file LICENSE_1_0.txt or copy at * http://www.boost.org/LICENSE_1_0.txt) */ #ifndef BOOST_RANDOM_FAURE_HPP #define BOOST_RANDOM_FAURE_HPP #include <boost/random/detail/qrng_base.hpp> #include <cmath> #include <vector> #include <algorithm> #include <boost/assert.hpp> namespace boost { namespace random { /** @cond */ namespace detail { namespace qrng_tables { // There is no particular reason why 187 first primes were chosen // to be put into this table. The only reason was, perhaps, that // the number of dimensions for Faure generator would be around // the same order of magnitude as the number of dimensions supported // by the Sobol qrng. struct primes { typedef unsigned short value_type; BOOST_STATIC_CONSTANT(int, number_of_primes = 187); // A function that returns lower bound prime for a given n static value_type lower_bound(std::size_t n) { static const value_type prim_a[number_of_primes] = { 2, 3, 5, 7, 11, 13, 17, 19, 23, 29, 31, 37, 41, 43, 47, 53, 59, 61, 67, 71, 73, 79, 83, 89, 97, 101, 103, 107, 109, 113, 127, 131, 137, 139, 149, 151, 157, 163, 167, 173, 179, 181, 191, 193, 197, 199, 211, 223, 227, 229, 233, 239, 241, 251, 257, 263, 269, 271, 277, 281, 283, 293, 307, 311, 313, 317, 331, 337, 347, 349, 353, 359, 367, 373, 379, 383, 389, 397, 401, 409, 419, 421, 431, 433, 439, 443, 449, 457, 461, 463, 467, 479, 487, 491, 499, 503, 509, 521, 523, 541, 547, 557, 563, 569, 571, 577, 587, 593, 599, 601, 607, 613, 617, 619, 631, 641, 643, 647, 653, 659, 661, 673, 677, 683, 691, 701, 709, 719, 727, 733, 739, 743, 751, 757, 761, 769, 773, 787, 797, 809, 811, 821, 823, 827, 829, 839, 853, 857, 859, 863, 877, 881, 883, 887, 907, 911, 919, 929, 937, 941, 947, 953, 967, 971, 977, 983, 991, 997, 1009, 1013, 1019, 1021, 1031, 1033, 1039, 1049, 1051, 1061, 1063, 1069, 1087, 1091, 1093, 1097, 1103, 1109, 1117 }; qrng_detail::dimension_assert("Faure", n, prim_a[number_of_primes - 1]); return *std::lower_bound(prim_a, prim_a + number_of_primes, n); } }; } // namespace qrng_tables } // namespace detail namespace qrng_detail { namespace fr { // Returns the integer part of the logarithm base Base of arg. // In erroneous situations, e.g., integer_log(base, 0) the function // returns 0 and does not report the error. This is the intended // behavior. template <typename T> inline T integer_log(T base, T arg) { T ilog = T(); while (base <= arg) { arg /= base; ++ilog; } return ilog; } // Perform exponentiation by squaring (potential for code reuse in multiprecision::powm) template <typename T> inline T integer_pow(T base, T e) { T result = static_cast<T>(1); while (e) { if (e & static_cast<T>(1)) result *= base; e >>= 1; base *= base; } return result; } } // namespace fr // Computes a table of binomial coefficients modulo qs. template<typename RealType, typename SeqSizeT, typename PrimeTable> struct binomial_coefficients { typedef RealType value_type; typedef SeqSizeT size_type; // Binomial values modulo qs_base will never be bigger than qs_base. // We can choose an appropriate integer type to hold modulo values and // shave off memory footprint. typedef typename PrimeTable::value_type packed_uint_t; // default copy c-tor is fine explicit binomial_coefficients(std::size_t dimension) { resize(dimension); } void resize(std::size_t dimension) { qs_base = PrimeTable::lower_bound(dimension); // Throw away previously computed coefficients. // This will trigger recomputation on next update coeff.clear(); } template <typename Iterator> void update(size_type seq, Iterator first, Iterator last) { if (first != last) { const size_type ilog = fr::integer_log(static_cast<size_type>(qs_base), seq); const size_type hisum = ilog + 1; if (coeff.size() != size_hint(hisum)) { ytemp.resize(static_cast<std::size_t>(hisum)); // cast safe because log is small compute_coefficients(hisum); qs_pow = fr::integer_pow(static_cast<size_type>(qs_base), ilog); } *first = compute_recip(seq, ytemp.rbegin()); // Find other components using the Faure method. ++first; for ( ; first != last; ++first) { *first = RealType(); RealType r = static_cast<RealType>(1); for (size_type i = 0; i != hisum; ++i) { RealType ztemp = ytemp[static_cast<std::size_t>(i)] * upper_element(i, i, hisum); for (size_type j = i + 1; j != hisum; ++j) ztemp += ytemp[static_cast<std::size_t>(j)] * upper_element(i, j, hisum); // Sum ( J <= I <= HISUM ) ( old ytemp(i) * binom(i,j) ) mod QS. ytemp[static_cast<std::size_t>(i)] = std::fmod(ztemp, static_cast<RealType>(qs_base)); r *= static_cast<RealType>(qs_base); *first += ytemp[static_cast<std::size_t>(i)] / r; } } } } private: inline static size_type size_hint(size_type n) { return n * (n + 1) / 2; } packed_uint_t& upper_element(size_type i, size_type j, size_type dim) { BOOST_ASSERT( i < dim ); BOOST_ASSERT( j < dim ); BOOST_ASSERT( i <= j ); return coeff[static_cast<std::size_t>((i * (2 * dim - i + 1)) / 2 + j - i)]; } template<typename Iterator> RealType compute_recip(size_type seq, Iterator out) const { // Here we do // Sum ( 0 <= J <= HISUM ) YTEMP(J) * QS**J // Sum ( 0 <= J <= HISUM ) YTEMP(J) / QS**(J+1) // in one go RealType r = RealType(); size_type m, k = qs_pow; for( ; k != 0; ++out, seq = m, k /= qs_base ) { m = seq % k; RealType v = static_cast<RealType>((seq - m) / k); // RealType <- size type r += v; r /= static_cast<RealType>(qs_base); *out = v; // saves double dereference } return r; } void compute_coefficients(const size_type n) { // Resize and initialize to zero coeff.resize(static_cast<std::size_t>(size_hint(n))); std::fill(coeff.begin(), coeff.end(), packed_uint_t()); // The first row and the diagonal is assigned to 1 upper_element(0, 0, n) = 1; for (size_type i = 1; i < n; ++i) { upper_element(0, i, n) = 1; upper_element(i, i, n) = 1; } // Computes binomial coefficients MOD qs_base for (size_type i = 1; i < n; ++i) { for (size_type j = i + 1; j < n; ++j) { upper_element(i, j, n) = ( upper_element(i, j-1, n) + upper_element(i-1, j-1, n) ) % qs_base; } } } private: packed_uint_t qs_base; // here we cache precomputed data; note that binomial coefficients have // to be recomputed iff the integer part of the logarithm of seq changes, // which happens relatively rarely. std::vector<packed_uint_t> coeff; // packed upper (!) triangular matrix std::vector<RealType> ytemp; size_type qs_pow; }; } // namespace qrng_detail typedef detail::qrng_tables::primes default_faure_prime_table; /** @endcond */ //!Instantiations of class template faure_engine model a \quasi_random_number_generator. //!The faure_engine uses the algorithm described in //! \blockquote //!Henri Faure, //!Discrepance de suites associees a un systeme de numeration (en dimension s), //!Acta Arithmetica, //!Volume 41, 1982, pages 337-351. //! \endblockquote // //! \blockquote //!Bennett Fox, //!Algorithm 647: //!Implementation and Relative Efficiency of Quasirandom //!Sequence Generators, //!ACM Transactions on Mathematical Software, //!Volume 12, Number 4, December 1986, pages 362-376. //! \endblockquote //! //!In the following documentation @c X denotes the concrete class of the template //!faure_engine returning objects of type @c RealType, u and v are the values of @c X. //! //!Some member functions may throw exceptions of type @c std::bad_alloc. template<typename RealType, typename SeqSizeT, typename PrimeTable = default_faure_prime_table> class faure_engine : public qrng_detail::qrng_base< faure_engine<RealType, SeqSizeT, PrimeTable> , qrng_detail::binomial_coefficients<RealType, SeqSizeT, PrimeTable> , SeqSizeT > { typedef faure_engine<RealType, SeqSizeT, PrimeTable> self_t; typedef qrng_detail::binomial_coefficients<RealType, SeqSizeT, PrimeTable> lattice_t; typedef qrng_detail::qrng_base<self_t, lattice_t, SeqSizeT> base_t; friend class qrng_detail::qrng_base<self_t, lattice_t, SeqSizeT>; public: typedef RealType result_type; /** @copydoc boost::random::niederreiter_base2_engine::min() */ static BOOST_CONSTEXPR result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () { return static_cast<result_type>(0); } /** @copydoc boost::random::niederreiter_base2_engine::max() */ static BOOST_CONSTEXPR result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () { return static_cast<result_type>(1); } //!Effects: Constructs the `s`-dimensional default Faure quasi-random number generator. //! //!Throws: bad_alloc, invalid_argument. explicit faure_engine(std::size_t s) : base_t(s) // initialize the binomial table here {} /** @copydetails boost::random::niederreiter_base2_engine::seed(UIntType) * Throws: bad_alloc. */ void seed(SeqSizeT init = 0) { compute_seq(init); base_t::reset_seq(init); } #ifdef BOOST_RANDOM_DOXYGEN //=========================Doxygen needs this!============================== /** @copydoc boost::random::niederreiter_base2_engine::dimension() */ std::size_t dimension() const { return base_t::dimension(); } /** @copydoc boost::random::niederreiter_base2_engine::operator()() */ result_type operator()() { return base_t::operator()(); } /** @copydoc boost::random::niederreiter_base2_engine::discard(boost::uintmax_t) * Throws: bad_alloc. */ void discard(boost::uintmax_t z) { base_t::discard(z); } /** Returns true if the two generators will produce identical sequences of outputs. */ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(faure_engine, x, y) { return static_cast<const base_t&>(x) == y; } /** Returns true if the two generators will produce different sequences of outputs. */ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(faure_engine) /** Writes the textual representation of the generator to a @c std::ostream. */ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, faure_engine, s) { return os << static_cast<const base_t&>(s); } /** Reads the textual representation of the generator from a @c std::istream. */ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, faure_engine, s) { return is >> static_cast<base_t&>(s); } #endif // BOOST_RANDOM_DOXYGEN private: /** @cond hide_private_members */ void compute_seq(SeqSizeT seq) { qrng_detail::check_seed_sign(seq); this->lattice.update(seq, this->state_begin(), this->state_end()); } /** @endcond */ }; /** * @attention This specialization of \faure_engine supports up to 1117 dimensions. * * However, it is possible to provide your own prime table to \faure_engine should the default one be insufficient. */ typedef faure_engine<double, boost::uint_least64_t, default_faure_prime_table> faure; } // namespace random } // namespace boost #endif // BOOST_RANDOM_FAURE_HPP