/* -*- 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.

*/

// NOTE: The following copyright notice applies to

// the original C implementation that has been used for this class

/*

   A C-program for MT19937, with initialization improved 2002/1/26.

   Coded by Takuji Nishimura and Makoto Matsumoto.

   Before using, initialize the state by using init_genrand(seed)

   or init_by_array(init_key, key_length).

   Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,

   All rights reserved.

   Redistribution and use in source and binary forms, with or without

   modification, are permitted provided that the following conditions

   are met:

     1. Redistributions of source code must retain the above copyright

        notice, this list of conditions and the following disclaimer.

     2. Redistributions in binary form must reproduce the above copyright

        notice, this list of conditions and the following disclaimer in the

        documentation and/or other materials provided with the distribution.

     3. The names of its contributors may not be used to endorse or promote

        products derived from this software without specific prior written

        permission.

   THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS

   "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT

   LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR

   A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER

   OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,

   EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,

   PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR

   PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF

   LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING

   NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS

   SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

   Any feedback is very welcome.

   http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html

   email: matumoto@math.keio.ac.jp

*/

#include <ql/math/randomnumbers/seedgenerator.hpp>

#include <ql/math/randomnumbers/mt19937uniformrng.hpp>

namespace QuantLib {

    // constant vector a

    const unsigned long MersenneTwisterUniformRng::MATRIX_A = 0x9908b0dfUL;

    // most significant w-r bits

    const unsigned long MersenneTwisterUniformRng::UPPER_MASK=0x80000000UL;

    // least significant r bits

    const unsigned long MersenneTwisterUniformRng::LOWER_MASK=0x7fffffffUL;

    MersenneTwisterUniformRng::MersenneTwisterUniformRng(unsigned long seed) {

        seedInitialization(seed);

    }

    void MersenneTwisterUniformRng::seedInitialization(unsigned long seed) {

        /* initializes mt with a seed */

        unsigned long s = (seed != 0 ? seed : SeedGenerator::instance().get());

        mt[0]= s & 0xffffffffUL;

        for (mti=1; mti<N; mti++) {

            mt[mti] =

                (1812433253UL * (mt[mti-1] ^ (mt[mti-1] >> 30)) + mti);

            /* See Knuth TAOCP Vol2. 3rd Ed. P.106 for multiplier. */

            /* In the previous versions, MSBs of the seed affect   */

            /* only MSBs of the array mt[].                        */

            /* 2002/01/09 modified by Makoto Matsumoto             */

            mt[mti] &= 0xffffffffUL;

            /* for >32 bit machines */

        }

    }

    MersenneTwisterUniformRng::MersenneTwisterUniformRng(

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

        seedInitialization(19650218UL);

        Size i=1, j=0, k = (N>seeds.size() ? N : seeds.size());

        for (; k != 0U; k--) {

            mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1664525UL))

                + seeds[j] + j; /* non linear */

            mt[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */

            i++; j++;

            if (i>=N) { mt[0] = mt[N-1]; i=1; }

            if (j>=seeds.size()) j=0;

        }

        for (k = N - 1; k != 0U; k--) {

            mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1566083941UL))

                - i; /* non linear */

            mt[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */

            i++;

            if (i>=N) { mt[0] = mt[N-1]; i=1; }

        }

        mt[0] = UPPER_MASK; /*MSB is 1; assuring non-zero initial array*/

    }

    void MersenneTwisterUniformRng::twist() const {

        static const unsigned long mag01[2]={0x0UL, MATRIX_A};

        /* mag01[x] = x * MATRIX_A  for x=0,1 */

        Size kk;

        unsigned long y;

        for (kk=0;kk<N-M;kk++) {

            y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK);

            mt[kk] = mt[kk+M] ^ (y >> 1) ^ mag01[y & 0x1UL];

        }

        for (;kk<N-1;kk++) {

            y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK);

            mt[kk] = mt[(kk+M)-N] ^ (y >> 1) ^ mag01[y & 0x1UL];

        }

        y = (mt[N-1]&UPPER_MASK)|(mt[0]&LOWER_MASK);

        mt[N-1] = mt[M-1] ^ (y >> 1) ^ mag01[y & 0x1UL];

        mti = 0;

    }

}