// <copyright file="Xorshift.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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//
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// Copyright (c) 2009-2014 Math.NET
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//
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// Permission is hereby granted, free of charge, to any person
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// obtaining a copy of this software and associated documentation
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// files (the "Software"), to deal in the Software without
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// restriction, including without limitation the rights to use,
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// copy, modify, merge, publish, distribute, sublicense, and/or sell
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// copies of the Software, and to permit persons to whom the
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// Software is furnished to do so, subject to the following
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// conditions:
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//
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// The above copyright notice and this permission notice shall be
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// included in all copies or substantial portions of the Software.
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//
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
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// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
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// OTHER DEALINGS IN THE SOFTWARE.
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// </copyright>
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using System;
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using System.Collections.Generic;
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using System.Runtime.Serialization;
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#if !NETSTANDARD1_3
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using System.Runtime;
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#endif
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namespace IStation.Numerics.Random
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{
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/// <summary>
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/// Implements a multiply-with-carry Xorshift pseudo random number generator (RNG) specified in Marsaglia, George. (2003). Xorshift RNGs.
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/// <code>Xn = a * Xn−3 + c mod 2^32</code>
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/// http://www.jstatsoft.org/v08/i14/paper
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/// </summary>
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[Serializable]
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[DataContract(Namespace = "urn:IStation/Numerics/Random")]
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public class Xorshift : RandomSource
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{
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/// <summary>
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/// The default value for X1.
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/// </summary>
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const uint YSeed = 362436069;
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/// <summary>
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/// The default value for X2.
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/// </summary>
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const uint ZSeed = 77465321;
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/// <summary>
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/// The default value for the multiplier.
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/// </summary>
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const uint ASeed = 916905990;
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/// <summary>
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/// The default value for the carry over.
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/// </summary>
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const uint CSeed = 13579;
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/// <summary>
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/// The multiplier to compute a double-precision floating point number [0, 1)
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/// </summary>
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const double UlongToDoubleMultiplier = 1.0/4294967296.0; // 1.0/(uint.MaxValue + 1.0)
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/// <summary>
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/// Seed or last but three unsigned random number.
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/// </summary>
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[DataMember(Order = 1)]
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ulong _x;
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/// <summary>
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/// Last but two unsigned random number.
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/// </summary>
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[DataMember(Order = 2)]
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ulong _y;
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/// <summary>
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/// Last but one unsigned random number.
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/// </summary>
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[DataMember(Order = 3)]
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ulong _z;
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/// <summary>
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/// The value of the carry over.
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/// </summary>
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[DataMember(Order = 4)]
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ulong _c;
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/// <summary>
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/// The multiplier.
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/// </summary>
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[DataMember(Order = 5)]
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readonly ulong _a;
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/// <summary>
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/// Initializes a new instance of the <see cref="Xorshift"/> class using
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/// a seed based on time and unique GUIDs.
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/// </summary>
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/// <remarks>If the seed value is zero, it is set to one. Uses the
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/// value of <see cref="Control.ThreadSafeRandomNumberGenerators"/> to
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/// set whether the instance is thread safe.
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/// Uses the default values of:
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/// <list>
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/// <item>a = 916905990</item>
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/// <item>c = 13579</item>
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/// <item>X1 = 77465321</item>
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/// <item>X2 = 362436069</item>
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/// </list></remarks>
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public Xorshift() : this(RandomSeed.Robust())
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="Xorshift"/> class using
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/// a seed based on time and unique GUIDs.
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/// </summary>
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/// <param name="a">The multiply value</param>
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/// <param name="c">The initial carry value.</param>
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/// <param name="x1">The initial value if X1.</param>
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/// <param name="x2">The initial value if X2.</param>
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/// <remarks>If the seed value is zero, it is set to one. Uses the
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/// value of <see cref="Control.ThreadSafeRandomNumberGenerators"/> to
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/// set whether the instance is thread safe.
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/// Note: <paramref name="c"/> must be less than <paramref name="a"/>.
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/// </remarks>
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public Xorshift(long a, long c, long x1, long x2) : this(RandomSeed.Robust(), a, c, x1, x2)
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="Xorshift"/> class using
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/// a seed based on time and unique GUIDs.
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/// </summary>
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/// <param name="threadSafe">if set to <c>true</c> , the class is thread safe.</param>
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/// <remarks>
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/// Uses the default values of:
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/// <list>
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/// <item>a = 916905990</item>
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/// <item>c = 13579</item>
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/// <item>X1 = 77465321</item>
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/// <item>X2 = 362436069</item>
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/// </list></remarks>
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public Xorshift(bool threadSafe) : this(RandomSeed.Robust(), threadSafe)
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="Xorshift"/> class using
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/// a seed based on time and unique GUIDs.
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/// </summary>
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/// <param name="threadSafe">if set to <c>true</c> , the class is thread safe.</param>
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/// <param name="a">The multiply value</param>
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/// <param name="c">The initial carry value.</param>
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/// <param name="x1">The initial value if X1.</param>
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/// <param name="x2">The initial value if X2.</param>
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/// <remarks><paramref name="c"/> must be less than <paramref name="a"/>.</remarks>
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public Xorshift(bool threadSafe, long a, long c, long x1, long x2) : this(RandomSeed.Robust(), threadSafe, a, c, x1, x2)
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="Xorshift"/> class.
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/// </summary>
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/// <param name="seed">The seed value.</param>
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/// <remarks>If the seed value is zero, it is set to one. Uses the
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/// value of <see cref="Control.ThreadSafeRandomNumberGenerators"/> to
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/// set whether the instance is thread safe.
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/// Uses the default values of:
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/// <list>
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/// <item>a = 916905990</item>
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/// <item>c = 13579</item>
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/// <item>X1 = 77465321</item>
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/// <item>X2 = 362436069</item>
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/// </list></remarks>
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public Xorshift(int seed) : this(seed, Control.ThreadSafeRandomNumberGenerators)
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="Xorshift"/> class.
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/// </summary>
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/// <param name="seed">The seed value.</param>
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/// <remarks>If the seed value is zero, it is set to one. Uses the
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/// value of <see cref="Control.ThreadSafeRandomNumberGenerators"/> to
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/// set whether the instance is thread safe.</remarks>
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/// <param name="a">The multiply value</param>
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/// <param name="c">The initial carry value.</param>
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/// <param name="x1">The initial value if X1.</param>
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/// <param name="x2">The initial value if X2.</param>
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/// <remarks><paramref name="c"/> must be less than <paramref name="a"/>.</remarks>
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public Xorshift(int seed, long a, long c, long x1, long x2) : this(seed, Control.ThreadSafeRandomNumberGenerators, a, c, x1, x2)
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{
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="Xorshift"/> class.
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/// </summary>
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/// <param name="seed">The seed value.</param>
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/// <param name="threadSafe">if set to <c>true</c>, the class is thread safe.</param>
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/// <remarks>
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/// Uses the default values of:
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/// <list>
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/// <item>a = 916905990</item>
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/// <item>c = 13579</item>
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/// <item>X1 = 77465321</item>
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/// <item>X2 = 362436069</item>
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/// </list></remarks>
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public Xorshift(int seed, bool threadSafe) : base(threadSafe)
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{
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if (seed == 0)
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{
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seed = 1;
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}
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_x = (uint)seed;
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_y = YSeed;
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_z = ZSeed;
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_c = CSeed;
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_a = ASeed;
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="Xorshift"/> class.
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/// </summary>
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/// <param name="seed">The seed value.</param>
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/// <param name="threadSafe">if set to <c>true</c>, the class is thread safe.</param>
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/// <param name="a">The multiply value</param>
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/// <param name="c">The initial carry value.</param>
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/// <param name="x1">The initial value if X1.</param>
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/// <param name="x2">The initial value if X2.</param>
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/// <remarks><paramref name="c"/> must be less than <paramref name="a"/>.</remarks>
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public Xorshift(int seed, bool threadSafe, long a, long c, long x1, long x2) : base(threadSafe)
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{
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if (seed == 0)
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{
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seed = 1;
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}
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if (a <= c)
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{
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throw new ArgumentException("a must be greater than c.", nameof(a));
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}
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_x = (uint)seed;
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_y = (ulong)x1;
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_z = (ulong)x2;
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_a = (ulong)a;
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_c = (ulong)c;
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}
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/// <summary>
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/// Returns a random double-precision floating point number greater than or equal to 0.0, and less than 1.0.
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/// </summary>
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protected sealed override double DoSample()
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{
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var t = (_a*_x) + _c;
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_x = _y;
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_y = _z;
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_c = t >> 32;
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_z = t & 0xffffffff;
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return _z*UlongToDoubleMultiplier;
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}
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/// <summary>
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/// Returns a random 32-bit signed integer greater than or equal to zero and less than <see cref="F:System.Int32.MaxValue"/>
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/// </summary>
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protected sealed override int DoSampleInteger()
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{
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var t = (_a * _x) + _c;
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_x = _y;
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_y = _z;
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_c = t >> 32;
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_z = t & 0xffffffff;
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uint uint32 = (uint)_z;
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int int31 = (int)(uint32 >> 1);
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if (int31 == int.MaxValue)
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{
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return DoSampleInteger();
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}
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return int31;
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}
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/// <summary>
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/// Fills the elements of a specified array of bytes with random numbers in full range, including zero and 255 (<see cref="F:System.Byte.MaxValue"/>).
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/// </summary>
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protected sealed override void DoSampleBytes(byte[] buffer)
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{
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for (var i = 0; i < buffer.Length; i++)
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{
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var t = (_a * _x) + _c;
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_x = _y;
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_y = _z;
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_c = t >> 32;
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_z = t & 0xffffffff;
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buffer[i] = (byte)(_z % 256);
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}
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}
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/// <summary>
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/// Fills an array with random numbers greater than or equal to 0.0 and less than 1.0.
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/// </summary>
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/// <remarks>Supports being called in parallel from multiple threads.</remarks>
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[CLSCompliant(false)]
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public static void Doubles(double[] values, int seed, ulong a = ASeed, ulong c = CSeed, ulong x1 = YSeed, ulong x2 = ZSeed)
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{
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if (a <= c)
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{
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throw new ArgumentException("a must be greater than c.", nameof(a));
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}
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if (seed == 0)
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{
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seed = 1;
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}
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ulong x = (uint)seed;
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for (int i = 0; i < values.Length; i++)
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{
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var t = (a*x) + c;
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x = x1;
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x1 = x2;
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c = t >> 32;
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x2 = t & 0xffffffff;
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values[i] = x2*UlongToDoubleMultiplier;
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}
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}
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/// <summary>
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/// Returns an array of random numbers greater than or equal to 0.0 and less than 1.0.
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/// </summary>
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/// <remarks>Supports being called in parallel from multiple threads.</remarks>
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[CLSCompliant(false)]
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[TargetedPatchingOptOut("Performance critical to inline this type of method across NGen image boundaries")]
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public static double[] Doubles(int length, int seed, ulong a = ASeed, ulong c = CSeed, ulong x1 = YSeed, ulong x2 = ZSeed)
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{
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var data = new double[length];
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Doubles(data, seed, a, c, x1, x2);
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return data;
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}
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/// <summary>
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/// Returns an infinite sequence of random numbers greater than or equal to 0.0 and less than 1.0.
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/// </summary>
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/// <remarks>Supports being called in parallel from multiple threads, but the result must be enumerated from a single thread each.</remarks>
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[CLSCompliant(false)]
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public static IEnumerable<double> DoubleSequence(int seed, ulong a = ASeed, ulong c = CSeed, ulong x1 = YSeed, ulong x2 = ZSeed)
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{
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if (a <= c)
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{
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throw new ArgumentException("a must be greater than c.", nameof(a));
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}
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if (seed == 0)
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{
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seed = 1;
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}
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ulong x = (uint)seed;
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while (true)
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{
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var t = (a*x) + c;
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x = x1;
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x1 = x2;
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c = t >> 32;
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x2 = t & 0xffffffff;
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yield return x2*UlongToDoubleMultiplier;
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}
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}
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}
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}
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