1 files changed, 61 insertions, 0 deletions
diff --git a/numpy/random/src/mt19937/mt19937.h b/numpy/random/src/mt19937/mt19937.h
new file mode 100644
index 000000000..1b39e0b64
--- /dev/null
+++ b/numpy/random/src/mt19937/mt19937.h
@@ -0,0 +1,61 @@
+#pragma once
+#include <math.h>
+#include <stdint.h>
+
+#ifdef _WIN32
+#define inline __forceinline
+#endif
+
+#define RK_STATE_LEN 624
+
+#define N 624
+#define M 397
+#define MATRIX_A 0x9908b0dfUL
+#define UPPER_MASK 0x80000000UL
+#define LOWER_MASK 0x7fffffffUL
+
+typedef struct s_mt19937_state {
+  uint32_t key[RK_STATE_LEN];
+  int pos;
+} mt19937_state;
+
+extern void mt19937_seed(mt19937_state *state, uint32_t seed);
+
+extern void mt19937_gen(mt19937_state *state);
+
+/* Slightly optimized reference implementation of the Mersenne Twister */
+static inline uint32_t mt19937_next(mt19937_state *state) {
+  uint32_t y;
+
+  if (state->pos == RK_STATE_LEN) {
+    // Move to function to help inlining
+    mt19937_gen(state);
+  }
+  y = state->key[state->pos++];
+
+  /* Tempering */
+  y ^= (y >> 11);
+  y ^= (y << 7) & 0x9d2c5680UL;
+  y ^= (y << 15) & 0xefc60000UL;
+  y ^= (y >> 18);
+
+  return y;
+}
+
+extern void mt19937_init_by_array(mt19937_state *state, uint32_t *init_key,
+                                  int key_length);
+
+static inline uint64_t mt19937_next64(mt19937_state *state) {
+  return (uint64_t)mt19937_next(state) << 32 | mt19937_next(state);
+}
+
+static inline uint32_t mt19937_next32(mt19937_state *state) {
+  return mt19937_next(state);
+}
+
+static inline double mt19937_next_double(mt19937_state *state) {
+  int32_t a = mt19937_next(state) >> 5, b = mt19937_next(state) >> 6;
+  return (a * 67108864.0 + b) / 9007199254740992.0;
+}
+
+void mt19937_jump(mt19937_state *state);