// // Math.NET Numerics, part of the Math.NET Project // http://numerics.mathdotnet.com // http://github.com/mathnet/mathnet-numerics // // Copyright (c) 2009-2014 Math.NET // // Permission is hereby granted, free of charge, to any person // obtaining a copy of this software and associated documentation // files (the "Software"), to deal in the Software without // restriction, including without limitation the rights to use, // copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the // Software is furnished to do so, subject to the following // conditions: // // The above copyright notice and this permission notice shall be // included in all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND // NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT // HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, // WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR // OTHER DEALINGS IN THE SOFTWARE. // using System.Collections.Generic; using System.Runtime.Serialization; #if !NETSTANDARD1_3 using System; using System.Runtime; #endif namespace IStation.Numerics.Random { /// /// A 32-bit combined multiple recursive generator with 2 components of order 3. /// /// Based off of P. L'Ecuyer, "Combined Multiple Recursive Random Number Generators," Operations Research, 44, 5 (1996), 816--822. /// [Serializable] [DataContract(Namespace = "urn:IStation/Numerics/Random")] public class Mrg32k3a : RandomSource { const double A12 = 1403580; const double A13 = 810728; const double A21 = 527612; const double A23 = 1370589; const double Modulus1 = 4294967087; const double Modulus2 = 4294944443; const double Reciprocal = 1.0/Modulus1; [DataMember(Order = 1)] double _xn1 = 1; [DataMember(Order = 2)] double _xn2 = 1; [DataMember(Order = 3)] double _xn3; [DataMember(Order = 4)] double _yn1 = 1; [DataMember(Order = 5)] double _yn2 = 1; [DataMember(Order = 6)] double _yn3 = 1; /// /// Initializes a new instance of the class using /// a seed based on time and unique GUIDs. /// /// If the seed value is zero, it is set to one. Uses the /// value of to /// set whether the instance is thread safe. public Mrg32k3a() : this(RandomSeed.Robust()) { } /// /// Initializes a new instance of the class using /// a seed based on time and unique GUIDs. /// /// if set to true , the class is thread safe. public Mrg32k3a(bool threadSafe) : this(RandomSeed.Robust(), threadSafe) { } /// /// Initializes a new instance of the class. /// /// The seed value. /// If the seed value is zero, it is set to one. Uses the /// value of to /// set whether the instance is thread safe. public Mrg32k3a(int seed) { if (seed == 0) { seed = 1; } _xn3 = (uint)seed; } /// /// Initializes a new instance of the class. /// /// The seed value. /// if set to true, the class is thread safe. public Mrg32k3a(int seed, bool threadSafe) : base(threadSafe) { if (seed == 0) { seed = 1; } _xn3 = (uint)seed; } /// /// Returns a random double-precision floating point number greater than or equal to 0.0, and less than 1.0. /// protected sealed override double DoSample() { double xn = A12*_xn2 - A13*_xn3; double k = (long)(xn/Modulus1); xn -= k*Modulus1; if (xn < 0) { xn += Modulus1; } double yn = A21*_yn1 - A23*_yn3; k = (long)(yn/Modulus2); yn -= k*Modulus2; if (yn < 0) { yn += Modulus2; } _xn3 = _xn2; _xn2 = _xn1; _xn1 = xn; _yn3 = _yn2; _yn2 = _yn1; _yn1 = yn; if (xn <= yn) { return (xn - yn + Modulus1)*Reciprocal; } return (xn - yn)*Reciprocal; } /// /// Fills an array with random numbers greater than or equal to 0.0 and less than 1.0. /// /// Supports being called in parallel from multiple threads. public static void Doubles(double[] values, int seed) { double x1 = 1; double x2 = 1; double x3 = (uint)seed; double y1 = 1; double y2 = 1; double y3 = 1; for (int i = 0; i < values.Length; i++) { double xn = A12*x2 - A13*x3; double k = (long)(xn/Modulus1); xn -= k*Modulus1; if (xn < 0) { xn += Modulus1; } double yn = A21*y1 - A23*y3; k = (long)(yn/Modulus2); yn -= k*Modulus2; if (yn < 0) { yn += Modulus2; } x3 = x2; x2 = x1; x1 = xn; y3 = y2; y2 = y1; y1 = yn; values[i] = xn <= yn ? (xn - yn + Modulus1)*Reciprocal : (xn - yn)*Reciprocal; } } /// /// Returns an array of random numbers greater than or equal to 0.0 and less than 1.0. /// /// Supports being called in parallel from multiple threads. [TargetedPatchingOptOut("Performance critical to inline this type of method across NGen image boundaries")] public static double[] Doubles(int length, int seed) { var data = new double[length]; Doubles(data, seed); return data; } /// /// Returns an infinite sequence of random numbers greater than or equal to 0.0 and less than 1.0. /// /// Supports being called in parallel from multiple threads, but the result must be enumerated from a single thread each. public static IEnumerable DoubleSequence(int seed) { double x1 = 1; double x2 = 1; double x3 = (uint)seed; double y1 = 1; double y2 = 1; double y3 = 1; while (true) { double xn = A12*x2 - A13*x3; double k = (long)(xn/Modulus1); xn -= k*Modulus1; if (xn < 0) { xn += Modulus1; } double yn = A21*y1 - A23*y3; k = (long)(yn/Modulus2); yn -= k*Modulus2; if (yn < 0) { yn += Modulus2; } x3 = x2; x2 = x1; x1 = xn; y3 = y2; y2 = y1; y1 = yn; yield return xn <= yn ? (xn - yn + Modulus1)*Reciprocal : (xn - yn)*Reciprocal; } } } }