Initial commitHEADmaster

1 files changed, 83 insertions, 0 deletions

diff --git a/core/rng.hpp b/core/rng.hpp
new file mode 100644
index 0000000..a8d88f6
--- /dev/null
+++ b/core/rng.hpp
@@ -0,0 +1,83 @@
+#ifndef eyNJdhz0jqVQc4zddlEi67woThg
+#define eyNJdhz0jqVQc4zddlEi67woThg
+
+// TODO: use proper PRNG
+
+#include <stdlib.h>
+#include <inttypes.h>
+#include <math.h>
+#include <boost/random.hpp>
+#include <boost/random/uniform_int.hpp>
+#include <boost/random/exponential_distribution.hpp>
+#include <boost/random/variate_generator.hpp>
+#include <boost/static_assert.hpp>
+
+#include "template_helpers.hpp"
+
+#include <boost/random/ranlux.hpp>
+#include <boost/random/additive_combine.hpp>
+
+namespace RNG {
+  typedef boost::ecuyer1988 generator;
+  struct seed_t {
+    generator rng;
+
+    seed_t() : rng(0) {}
+    template<typename T>
+    explicit seed_t(T x) : rng(x + 17 * x + 257 * x) {}
+
+    seed_t & operator= (seed_t x) {
+      rng = x.rng;
+      return *this;
+    }
+    template<typename T>
+    seed_t & operator= (T x) {
+      rng.seed(x);
+      return *this;
+    }
+  };
+
+  seed_t next(seed_t last, int amount=1) {
+    boost::uniform_int<uint64_t> dist;
+    for (int i=0; i<amount; i++)
+      dist(last.rng);
+    return last;
+  }
+
+  seed_t split(seed_t old) {
+    boost::uniform_int<uint64_t> dist(0, -1);
+    uint64_t s = 0;
+    for (int i=0; i<37; i++) {
+      s ^= dist(old.rng);
+      s ^= ~(s << 1);
+    }
+    // std::cout << "new seed: " << s << std::endl;
+    return seed_t(s);
+  }
+
+  uint32_t integer(seed_t s, uint32_t num) {
+    boost::uniform_int<uint32_t> gen(0, num-1);
+    return gen(s.rng);
+  }
+
+  // returns val \in [0,1)
+  double equi(seed_t s) {
+    boost::uniform_01<double> dist;
+    return dist(s.rng);
+  }
+
+  double expo(seed_t s, double mean) {
+    typedef boost::exponential_distribution<double> dist;
+    boost::variate_generator<generator &, dist> gen(s.rng, dist(1.0 / mean));
+    double res = gen();
+    return res;
+  }
+}
+
+namespace std {
+  std::ostream& operator<< (std::ostream &os, RNG::seed_t s) {
+    return os << "rand48(" << s.rng << ")";
+  }
+}
+
+#endif // eyNJdhz0jqVQc4zddlEi67woThg