Created
December 31, 2023 12:59
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Twitterのモンテカルロ法のC++版の速度比較コード(線形合同法自前実装)
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| #include <cstdint> // for std::int32_t | |
| #include <iomanip> // for std::setprecision | |
| #include <ios> // for std::ios::fixed, std::ios::floatfield | |
| #include <iostream> // for std::cout, std::endl | |
| #include <utility> // for std::make_pair, std::pair | |
| #define USE_MOD 1 | |
| namespace { | |
| inline std::pair<std::int32_t, double> LCGs(std::int32_t seed); | |
| inline double mcpi(); | |
| } | |
| int main() | |
| { | |
| std::cout.setf(std::ios::fixed, std::ios::floatfield); | |
| std::cout << "pi = " | |
| << std::setprecision(16) | |
| << mcpi() | |
| << std::endl; | |
| } | |
| namespace { | |
| // Linear congruential generators (LCGs) | |
| // Parameters are provided by Park and Miller | |
| // See https://c-faq.com/lib/rand.html | |
| std::pair<std::int32_t, double> LCGs(std::int32_t seed) | |
| { | |
| auto const a = 48271; | |
| auto const m = 2147483647; | |
| auto const q = m / a; | |
| #if USE_MOD | |
| auto const r = m % a; | |
| #else | |
| auto const r = m - q * a; | |
| #endif | |
| auto const hi = seed / q; | |
| #if USE_MOD | |
| auto const lo = seed % q; | |
| #else | |
| auto const lo = seed - hi * q; | |
| #endif | |
| auto const test = a * lo - r * hi; | |
| if (test > 0) { | |
| seed = test; | |
| } else { | |
| seed = test + m; | |
| } | |
| return std::make_pair(seed, static_cast<double>(seed) / static_cast<double>(m)); | |
| } | |
| double mcpi() | |
| { | |
| auto seed = 20231226; | |
| auto constexpr num_points = 1000000000; | |
| auto num_inside = 0; | |
| for (auto i = 0; i < num_points; i++) { | |
| auto const [seedtmp, x] = LCGs(seed); | |
| auto const [seedtmp2, y] = LCGs(seedtmp); | |
| seed = seedtmp2; | |
| auto const r2 = x * x + y * y; | |
| if (r2 < 1.0) { | |
| num_inside++; | |
| } | |
| } | |
| return 4.0 * static_cast<double>(num_inside) / static_cast<double>(num_points); | |
| } | |
| } |
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