source: cpp/common/random.h @ 111

#include "nonstd.h" //LONGLONG
#include <time.h> //time()
#ifdef MULTITHREADED
#include "threads.h"
#endif
#ifdef LINUX
#include <unistd.h>
#include <sys/stat.h>
#include <fcntl.h>
#endif

//adapted from
//http://en.wikipedia.org/wiki/Mersenne_twister#Pseudocode
//http://my.opera.com/metrallik/blog/2013/04/19/c-class-for-random-generation-with-mersenne-twister-method

class RandomGenerator
{
private:
        static const unsigned int length=624;
        static const unsigned int bitMask_32=0xffffffff;
        static const unsigned int bitPow_31=1<<31;
        static const unsigned int MAXVALUE=0xffffffff;
        unsigned int counter; //only used in randomize(). uninitialized is OK
#ifdef MULTITHREADED
        pthread_mutex_t lock;
#endif
        unsigned int *mt;
        unsigned int idx;
public:

        RandomGenerator(unsigned int seed)
        {
#ifdef MULTITHREADED
                pthread_mutex_init(&lock,NULL);
#endif
                mt=new unsigned int[length];
                setSeed(seed);
        }

        inline void setSeed(unsigned int seed)
        {
#ifdef MULTITHREADED
                pthread_mutex_lock(&lock);
#endif
                idx=0;
                mt[0]=seed;
                for(unsigned int i=1;i<length;i++)
                        mt[i]=(1812433253*(mt[i-1]^(mt[i-1]>>30))+i)&bitMask_32;
#ifdef MULTITHREADED
                pthread_mutex_unlock(&lock);
#endif
        }

        inline unsigned int randomize()
        {
                unsigned int seed;
#ifdef LINUX
                int fd=open("/dev/urandom",O_RDONLY);
                if (fd>=0)
                {
                        read(fd,&seed,sizeof(seed));
                        close(fd);
                }
                else
#endif
                {
                        counter++;
                        seed=time(NULL);              //time (seconds)
                        seed^=counter;                //incremented value, possibly randomly initialized
                        seed^=(unsigned int)&counter; //memory address
                }
                setSeed(seed);
                return seed;
        }

        inline unsigned int getUint32()
        {
#ifdef MULTITHREADED
                pthread_mutex_lock(&lock);
#endif
                if (idx==0) gen();
                unsigned int y=mt[idx];
                idx=(idx+1)%length;
#ifdef MULTITHREADED
                pthread_mutex_unlock(&lock);
#endif
                y^= y>>11;
                y^=(y<< 7)&2636928640U;
                y^=(y<<15)&4022730752U;
                y^= y>>18;
                return y;
        }

        inline double getDouble() // [0,1)
        {
                return double(getUint32())/((LONGLONG)(MAXVALUE)+1);
        }

        inline void gen()
        {
                for(unsigned int i=0;i<length;i++)
                {
                        unsigned int y=(mt[i]&bitPow_31)+(mt[(i+1)%length]&(bitPow_31-1));
                        mt[i]=mt[(i+397)%length]^(y>>1);
                        if(y%2) mt[i]^=2567483615U;
                }
                return;
        }

        ~RandomGenerator()
        {
                delete[] mt;
        }
};