// <copyright file="Mrg32k3a.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.Collections.Generic;
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using System.Runtime.Serialization;
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#if !NETSTANDARD1_3
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using System;
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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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/// A 32-bit combined multiple recursive generator with 2 components of order 3.
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/// </summary>
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/// <remarks>Based off of P. L'Ecuyer, "Combined Multiple Recursive Random Number Generators," Operations Research, 44, 5 (1996), 816--822. </remarks>
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///
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[Serializable]
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[DataContract(Namespace = "urn:IStation/Numerics/Random")]
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public class Mrg32k3a : RandomSource
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{
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const double A12 = 1403580;
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const double A13 = 810728;
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const double A21 = 527612;
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const double A23 = 1370589;
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const double Modulus1 = 4294967087;
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const double Modulus2 = 4294944443;
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const double Reciprocal = 1.0/Modulus1;
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[DataMember(Order = 1)]
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double _xn1 = 1;
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[DataMember(Order = 2)]
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double _xn2 = 1;
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[DataMember(Order = 3)]
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double _xn3;
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[DataMember(Order = 4)]
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double _yn1 = 1;
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[DataMember(Order = 5)]
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double _yn2 = 1;
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[DataMember(Order = 6)]
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double _yn3 = 1;
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/// <summary>
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/// Initializes a new instance of the <see cref="Mcg31m1"/> 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.</remarks>
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public Mrg32k3a() : 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="Mcg31m1"/> 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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public Mrg32k3a(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="Mrg32k3a"/> 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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public Mrg32k3a(int seed)
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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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_xn3 = (uint)seed;
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="Mrg32k3a"/> 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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public Mrg32k3a(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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_xn3 = (uint)seed;
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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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double xn = A12*_xn2 - A13*_xn3;
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double k = (long)(xn/Modulus1);
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xn -= k*Modulus1;
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if (xn < 0)
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{
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xn += Modulus1;
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}
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double yn = A21*_yn1 - A23*_yn3;
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k = (long)(yn/Modulus2);
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yn -= k*Modulus2;
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if (yn < 0)
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{
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yn += Modulus2;
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}
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_xn3 = _xn2;
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_xn2 = _xn1;
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_xn1 = xn;
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_yn3 = _yn2;
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_yn2 = _yn1;
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_yn1 = yn;
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if (xn <= yn)
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{
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return (xn - yn + Modulus1)*Reciprocal;
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}
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return (xn - yn)*Reciprocal;
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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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public static void Doubles(double[] values, int seed)
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{
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double x1 = 1;
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double x2 = 1;
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double x3 = (uint)seed;
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double y1 = 1;
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double y2 = 1;
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double y3 = 1;
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for (int i = 0; i < values.Length; i++)
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{
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double xn = A12*x2 - A13*x3;
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double k = (long)(xn/Modulus1);
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xn -= k*Modulus1;
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if (xn < 0)
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{
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xn += Modulus1;
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}
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double yn = A21*y1 - A23*y3;
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k = (long)(yn/Modulus2);
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yn -= k*Modulus2;
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if (yn < 0)
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{
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yn += Modulus2;
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}
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x3 = x2;
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x2 = x1;
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x1 = xn;
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y3 = y2;
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y2 = y1;
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y1 = yn;
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values[i] = xn <= yn ? (xn - yn + Modulus1)*Reciprocal : (xn - yn)*Reciprocal;
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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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[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)
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{
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var data = new double[length];
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Doubles(data, seed);
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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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public static IEnumerable<double> DoubleSequence(int seed)
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{
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double x1 = 1;
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double x2 = 1;
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double x3 = (uint)seed;
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double y1 = 1;
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double y2 = 1;
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double y3 = 1;
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while (true)
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{
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double xn = A12*x2 - A13*x3;
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double k = (long)(xn/Modulus1);
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xn -= k*Modulus1;
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if (xn < 0)
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{
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xn += Modulus1;
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}
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double yn = A21*y1 - A23*y3;
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k = (long)(yn/Modulus2);
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yn -= k*Modulus2;
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if (yn < 0)
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{
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yn += Modulus2;
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}
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x3 = x2;
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x2 = x1;
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x1 = xn;
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y3 = y2;
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y2 = y1;
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y1 = yn;
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yield return xn <= yn ? (xn - yn + Modulus1)*Reciprocal : (xn - yn)*Reciprocal;
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}
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}
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}
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}
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