/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2003 Ferdinando Ametrano

 Copyright (C) 2010 Kakhkhor Abdijalilov

 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it

 under the terms of the QuantLib license.  You should have received a

 copy of the license along with this program; if not, please email

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <https://www.quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT

 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

 FOR A PARTICULAR PURPOSE.  See the license for more details.

*/

/*! \file mt19937uniformrng.hpp

    \brief Mersenne Twister uniform random number generator

*/

#ifndef quantlib_mersennetwister_uniform_rng_hpp

#define quantlib_mersennetwister_uniform_rng_hpp

#include <ql/methods/montecarlo/sample.hpp>

#include <vector>

namespace QuantLib {

    //! Uniform random number generator

    /*! Mersenne Twister random number generator of period 2**19937-1

        For more details see http://www.math.keio.ac.jp/matumoto/emt.html

        \test the correctness of the returned values is tested by

              checking them against known good results.

    */

    class MersenneTwisterUniformRng {

      private:

        static const Size N = 624; // state size

        static const Size M = 397; // shift size

      public:

        typedef Sample<Real> sample_type;

        /*! if the given seed is 0, a random seed will be chosen

            based on clock() */

        explicit MersenneTwisterUniformRng(unsigned long seed = 0);

        explicit MersenneTwisterUniformRng(

                                     const std::vector<unsigned long>& seeds);

        /*! returns a sample with weight 1.0 containing a random number

            in the (0.0, 1.0) interval  */

        sample_type next() const { return {nextReal(), 1.0}; }

        //! return a random number in the (0.0, 1.0)-interval

        Real nextReal() const {

            return (Real(nextInt32()) + 0.5)/4294967296.0;

        }

        //! return a random integer in the [0,0xffffffff]-interval

        unsigned long nextInt32() const  {

            if (mti==N)

                twist(); /* generate N words at a time */

            unsigned long y = mt[mti++];

            /* Tempering */

            y ^= (y >> 11);

            y ^= (y << 7) & 0x9d2c5680UL;

            y ^= (y << 15) & 0xefc60000UL;

            y ^= (y >> 18);

            return y;

        }

      private:

        void seedInitialization(unsigned long seed);

        void twist() const;

        mutable unsigned long mt[N];

        mutable Size mti;

        static const unsigned long MATRIX_A, UPPER_MASK, LOWER_MASK;

    };

}

#endif