RandomLib::MixerMT1< RandomType > Class Template Reference

The modified MT19937 mixing functionality. More...

#include <RandomLib/RandomMixer.hpp>

Public Types
typedef RandomType	mixer_t

Static Public Member Functions
static void	SeedToState (const std::vector< RandomSeed::seed_type > &seed, mixer_type state[], unsigned n) throw ()
static std::string	Name ()

Static Public Attributes
static const unsigned	version = 0x4d784d56UL + (mixer_t::width == 64)

Detailed Description

template<class RandomType>
class RandomLib::MixerMT1< RandomType >

The modified MT19937 mixing functionality.

MixerMT0 has two defects

• The zeroth word of the state is set to a constant (independent of the seed). This is a relatively minor defect which halves the accessible state space for MT19937 (but the resulting state space is still huge). (Actually, for the 64-bit version, it reduces the accessible states by 2³³. On the other hand the 64-bit has better mixing properties.)
• Close seeds, for example, [1] and [1,0], result in the same state. This is a potentially serious flaw which might result is identical random number sequences being generated instead of independent sequences.

MixerMT1 fixes these defects in a straightforward manner. The resulting algorithm was included in one of the proposals for Random Number Generation for C++0X, see Brown, et al., http://www.open-std.org/jtc1/sc22/wg21/docs/papers/2006/n2079.pdf

The template parameter RandomType switches between the 32-bit and 64-bit versions.

MixerMT1 still has a weakness in that it doesn't thoroughly mix the state. This is illustrated by an example given to me by Makoto Matsumoto: Consider a seed of length N and suppose we consider all W^N/2 values for the first half of the seed (here W = 2^width). MixerMT1 has a bottleneck in the way that the state is initialized which results in the second half of the state only taking on W² possible values. MixerSFMT mixes the seed into the state much more thoroughly.

Template Parameters

RandomType

the type of the results, either Random_u32 or Random_u64.

Definition at line 145 of file RandomMixer.hpp.

Member Typedef Documentation

template<class RandomType >

typedef RandomType RandomLib::MixerMT1< RandomType >::mixer_t

The RandomType controlling the output of MixerMT1::SeedToState

Definition at line 150 of file RandomMixer.hpp.

Member Function Documentation

template<class RandomType >

void RandomLib::MixerMT1< RandomType >::SeedToState ( const std::vector< RandomSeed::seed_type > &  seed, mixer_type  state[], unsigned  n  ) throw ( )

static

Mix the seed vector, seed, into the state array, state, of size n.

Parameters

[in]	seed	the input seed vector.
[out]	state	the generator state.
[in]	n	the size of the state.

Definition at line 565 of file Random.cpp.

template<class RandomType >

static std::string RandomLib::MixerMT1< RandomType >::Name ( )

inlinestatic

Return the name of this class.

Returns

the name.

Definition at line 182 of file RandomMixer.hpp.

Member Data Documentation

template<class RandomType >

const unsigned RandomLib::MixerMT1< RandomType >::version = 0x4d784d56UL + (mixer_t::width == 64)

static

A version number which should be unique to this RandomMixer. This prevents RandomEngine::Load from loading a saved generator with a different RandomMixer. Here the version is "MxMV" or "MxMW".

Definition at line 156 of file RandomMixer.hpp.

---

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

• RandomMixer.hpp
• Random.cpp