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/** |
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* This file is part of the CernVM File System. |
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* |
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* A simple linear congruential pseudo number generator. Thread-safe since |
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* there is no global state like with random(). |
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*/ |
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#ifndef CVMFS_UTIL_PRNG_H_ |
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#define CVMFS_UTIL_PRNG_H_ |
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#include <stdint.h> |
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#include <sys/time.h> |
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#include <limits> // NOLINT |
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#include <cassert> |
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#include <cmath> |
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#include <cstdlib> |
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#ifdef CVMFS_NAMESPACE_GUARD |
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namespace CVMFS_NAMESPACE_GUARD { |
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#endif |
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/** |
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* Pseudo Random Number Generator. See: TAoCP, volume 2 |
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*/ |
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class Prng { |
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public: |
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// Cannot throw an exception |
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Prng() throw() { |
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state_ = 0; |
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} |
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void InitSeed(const uint64_t seed) { |
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state_ = seed; |
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} |
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void InitLocaltime() { |
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struct timeval tv_now; |
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int retval = gettimeofday(&tv_now, NULL); |
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assert(retval == 0); |
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state_ = tv_now.tv_usec; |
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} |
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/** |
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* Returns random number in [0..boundary-1] |
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*/ |
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uint32_t Next(const uint64_t boundary) { |
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state_ = a*state_ + c; |
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double scaled_val = |
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static_cast<double>(state_) * static_cast<double>(boundary) / |
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static_cast<double>(18446744073709551616.0); |
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return static_cast<uint32_t>(static_cast<uint64_t>(scaled_val) % boundary); |
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} |
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/** |
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* Returns random double in range [0, 1] |
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*/ |
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double NextDouble() { |
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state_ = a*state_ + c; |
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double unit_val = static_cast<double>(state_) / |
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static_cast<double>(18446744073709551616.0); |
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return unit_val; |
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} |
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/** |
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* Returns normally distributed random numbers |
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* with mean 0 and variance 1 using the |
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* Box-Muller transform algorithm |
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*/ |
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double NextNormal() { |
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double z, u1, u2; |
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double pi = atan(1) * 4; |
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u1 = NextDouble(); |
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u2 = NextDouble(); |
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z = sqrt(-2.0 * log(u1)) * cos(2 * pi * u2); |
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return z; |
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} |
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private: |
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// Magic numbers from MMIX |
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// static const uint64_t m = 2^64; |
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static const uint64_t a = 6364136223846793005LLU; |
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static const uint64_t c = 1442695040888963407LLU; |
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uint64_t state_; |
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}; // class Prng |
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#ifdef CVMFS_NAMESPACE_GUARD |
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} // namespace CVMFS_NAMESPACE_GUARD |
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#endif |
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#endif // CVMFS_UTIL_PRNG_H_ |
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