//
// 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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// copies of the Software, and to permit persons to whom the
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//
// The above copyright notice and this permission notice shall be
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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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;
}
}
}
}