// <copyright file="WH2006.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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/// Wichmann-Hill’s 2006 combined multiplicative congruential generator.
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/// </summary>
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/// <remarks>See: Wichmann, B. A. & Hill, I. D. (2006), "Generating good pseudo-random numbers".
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/// Computational Statistics & Data Analysis 51:3 (2006) 1614-1622
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/// </remarks>
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[Serializable]
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[DataContract(Namespace = "urn:IStation/Numerics/Random")]
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public class WH2006 : RandomSource
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{
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const uint Modw = 2147483123;
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const double ModwRecip = 1.0/Modw;
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const uint Modx = 2147483579;
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const double ModxRecip = 1.0/Modx;
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const uint Mody = 2147483543;
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const double ModyRecip = 1.0/Mody;
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const uint Modz = 2147483423;
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const double ModzRecip = 1.0/Modz;
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[DataMember(Order = 1)]
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ulong _wn = 1;
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[DataMember(Order = 2)]
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ulong _xn;
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[DataMember(Order = 3)]
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ulong _yn = 1;
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[DataMember(Order = 4)]
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ulong _zn = 1;
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/// <summary>
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/// Initializes a new instance of the <see cref="WH2006"/> class using
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/// a seed based on time and unique GUIDs.
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/// </summary>
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public WH2006() : 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="WH2006"/> 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 WH2006(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="WH2006"/> 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 WH2006(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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_xn = (uint)seed%Modx;
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="WH2006"/> class.
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/// </summary>
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/// <param name="seed">The seed value.</param>
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/// <remarks>The seed is set to 1, if the zero is used as the seed.</remarks>
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/// <param name="threadSafe">if set to <c>true</c> , the class is thread safe.</param>
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public WH2006(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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_xn = (uint)seed%Modx;
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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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_xn = 11600*_xn%Modx;
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_yn = 47003*_yn%Mody;
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_zn = 23000*_zn%Modz;
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_wn = 33000*_wn%Modw;
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double u = _xn*ModxRecip + _yn*ModyRecip + _zn*ModzRecip + _wn*ModwRecip;
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u -= (int)u;
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return u;
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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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if (seed == 0)
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{
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seed = 1;
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}
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ulong wn = 1;
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ulong xn = (uint)seed%Modx;
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ulong yn = 1;
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ulong zn = 1;
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for (int i = 0; i < values.Length; i++)
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{
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xn = 11600*xn%Modx;
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yn = 47003*yn%Mody;
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zn = 23000*zn%Modz;
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wn = 33000*wn%Modw;
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double u = xn*ModxRecip + yn*ModyRecip + zn*ModzRecip + wn*ModwRecip;
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values[i] = u - (int)u;
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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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if (seed == 0)
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{
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seed = 1;
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}
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ulong wn = 1;
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ulong xn = (uint)seed%Modx;
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ulong yn = 1;
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ulong zn = 1;
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while (true)
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{
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xn = 11600*xn%Modx;
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yn = 47003*yn%Mody;
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zn = 23000*zn%Modz;
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wn = 33000*wn%Modw;
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double u = xn*ModxRecip + yn*ModyRecip + zn*ModzRecip + wn*ModwRecip;
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yield return u - (int)u;
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}
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}
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}
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}
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