//
// 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
//
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// 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,
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// 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
{
///
/// Wichmann-Hill’s 1982 combined multiplicative congruential generator.
///
/// See: Wichmann, B. A. & Hill, I. D. (1982), "Algorithm AS 183:
/// An efficient and portable pseudo-random number generator". Applied Statistics 31 (1982) 188-190
///
[Serializable]
[DataContract(Namespace = "urn:IStation/Numerics/Random")]
public class WH1982 : RandomSource
{
const uint Modx = 30269;
const double ModxRecip = 1.0/Modx;
const uint Mody = 30307;
const double ModyRecip = 1.0/Mody;
const uint Modz = 30323;
const double ModzRecip = 1.0/Modz;
[DataMember(Order = 1)]
uint _xn;
[DataMember(Order = 2)]
uint _yn = 1;
[DataMember(Order = 3)]
uint _zn = 1;
///
/// Initializes a new instance of the class using
/// a seed based on time and unique GUIDs.
///
public WH1982() : 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 WH1982(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 WH1982(int seed)
{
if (seed == 0)
{
seed = 1;
}
_xn = (uint)seed%Modx;
}
///
/// Initializes a new instance of the class.
///
/// The seed value.
/// The seed is set to 1, if the zero is used as the seed.
/// if set to true , the class is thread safe.
public WH1982(int seed, bool threadSafe)
: base(threadSafe)
{
if (seed == 0)
{
seed = 1;
}
_xn = (uint)seed%Modx;
}
///
/// 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()
{
_xn = (171*_xn)%Modx;
_yn = (172*_yn)%Mody;
_zn = (170*_zn)%Modz;
double w = _xn*ModxRecip + _yn*ModyRecip + _zn*ModzRecip;
w -= (int)w;
return w;
}
///
/// 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)
{
if (seed == 0)
{
seed = 1;
}
uint xn = (uint)seed%Modx;
uint yn = 1;
uint zn = 1;
for (int i = 0; i < values.Length; i++)
{
xn = (171*xn)%Modx;
yn = (172*yn)%Mody;
zn = (170*zn)%Modz;
double w = xn*ModxRecip + yn*ModyRecip + zn*ModzRecip;
values[i] = w - (int)w;
}
}
///
/// 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)
{
if (seed == 0)
{
seed = 1;
}
uint xn = (uint)seed%Modx;
uint yn = 1;
uint zn = 1;
while (true)
{
xn = (171*xn)%Modx;
yn = (172*yn)%Mody;
zn = (170*zn)%Modz;
double w = xn*ModxRecip + yn*ModyRecip + zn*ModzRecip;
yield return w - (int)w;
}
}
}
}