// // 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; using System.Collections.Generic; using System.Runtime.Serialization; #if !NETSTANDARD1_3 using System.Runtime; #endif namespace IStation.Numerics.Random { /// /// Implements a multiply-with-carry Xorshift pseudo random number generator (RNG) specified in Marsaglia, George. (2003). Xorshift RNGs. /// Xn = a * Xn−3 + c mod 2^32 /// http://www.jstatsoft.org/v08/i14/paper /// [Serializable] [DataContract(Namespace = "urn:IStation/Numerics/Random")] public class Xorshift : RandomSource { /// /// The default value for X1. /// const uint YSeed = 362436069; /// /// The default value for X2. /// const uint ZSeed = 77465321; /// /// The default value for the multiplier. /// const uint ASeed = 916905990; /// /// The default value for the carry over. /// const uint CSeed = 13579; /// /// The multiplier to compute a double-precision floating point number [0, 1) /// const double UlongToDoubleMultiplier = 1.0/4294967296.0; // 1.0/(uint.MaxValue + 1.0) /// /// Seed or last but three unsigned random number. /// [DataMember(Order = 1)] ulong _x; /// /// Last but two unsigned random number. /// [DataMember(Order = 2)] ulong _y; /// /// Last but one unsigned random number. /// [DataMember(Order = 3)] ulong _z; /// /// The value of the carry over. /// [DataMember(Order = 4)] ulong _c; /// /// The multiplier. /// [DataMember(Order = 5)] readonly ulong _a; /// /// 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. /// Uses the default values of: /// /// a = 916905990 /// c = 13579 /// X1 = 77465321 /// X2 = 362436069 /// public Xorshift() : this(RandomSeed.Robust()) { } /// /// Initializes a new instance of the class using /// a seed based on time and unique GUIDs. /// /// The multiply value /// The initial carry value. /// The initial value if X1. /// The initial value if X2. /// If the seed value is zero, it is set to one. Uses the /// value of to /// set whether the instance is thread safe. /// Note: must be less than . /// public Xorshift(long a, long c, long x1, long x2) : this(RandomSeed.Robust(), a, c, x1, x2) { } /// /// 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. /// /// Uses the default values of: /// /// a = 916905990 /// c = 13579 /// X1 = 77465321 /// X2 = 362436069 /// public Xorshift(bool threadSafe) : this(RandomSeed.Robust(), threadSafe) { } /// /// 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. /// The multiply value /// The initial carry value. /// The initial value if X1. /// The initial value if X2. /// must be less than . public Xorshift(bool threadSafe, long a, long c, long x1, long x2) : this(RandomSeed.Robust(), threadSafe, a, c, x1, x2) { } /// /// 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. /// Uses the default values of: /// /// a = 916905990 /// c = 13579 /// X1 = 77465321 /// X2 = 362436069 /// public Xorshift(int seed) : this(seed, Control.ThreadSafeRandomNumberGenerators) { } /// /// 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. /// The multiply value /// The initial carry value. /// The initial value if X1. /// The initial value if X2. /// must be less than . public Xorshift(int seed, long a, long c, long x1, long x2) : this(seed, Control.ThreadSafeRandomNumberGenerators, a, c, x1, x2) { } /// /// Initializes a new instance of the class. /// /// The seed value. /// if set to true, the class is thread safe. /// /// Uses the default values of: /// /// a = 916905990 /// c = 13579 /// X1 = 77465321 /// X2 = 362436069 /// public Xorshift(int seed, bool threadSafe) : base(threadSafe) { if (seed == 0) { seed = 1; } _x = (uint)seed; _y = YSeed; _z = ZSeed; _c = CSeed; _a = ASeed; } /// /// Initializes a new instance of the class. /// /// The seed value. /// if set to true, the class is thread safe. /// The multiply value /// The initial carry value. /// The initial value if X1. /// The initial value if X2. /// must be less than . public Xorshift(int seed, bool threadSafe, long a, long c, long x1, long x2) : base(threadSafe) { if (seed == 0) { seed = 1; } if (a <= c) { throw new ArgumentException("a must be greater than c.", nameof(a)); } _x = (uint)seed; _y = (ulong)x1; _z = (ulong)x2; _a = (ulong)a; _c = (ulong)c; } /// /// 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() { var t = (_a*_x) + _c; _x = _y; _y = _z; _c = t >> 32; _z = t & 0xffffffff; return _z*UlongToDoubleMultiplier; } /// /// Returns a random 32-bit signed integer greater than or equal to zero and less than /// protected sealed override int DoSampleInteger() { var t = (_a * _x) + _c; _x = _y; _y = _z; _c = t >> 32; _z = t & 0xffffffff; uint uint32 = (uint)_z; int int31 = (int)(uint32 >> 1); if (int31 == int.MaxValue) { return DoSampleInteger(); } return int31; } /// /// Fills the elements of a specified array of bytes with random numbers in full range, including zero and 255 (). /// protected sealed override void DoSampleBytes(byte[] buffer) { for (var i = 0; i < buffer.Length; i++) { var t = (_a * _x) + _c; _x = _y; _y = _z; _c = t >> 32; _z = t & 0xffffffff; buffer[i] = (byte)(_z % 256); } } /// /// 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. [CLSCompliant(false)] public static void Doubles(double[] values, int seed, ulong a = ASeed, ulong c = CSeed, ulong x1 = YSeed, ulong x2 = ZSeed) { if (a <= c) { throw new ArgumentException("a must be greater than c.", nameof(a)); } if (seed == 0) { seed = 1; } ulong x = (uint)seed; for (int i = 0; i < values.Length; i++) { var t = (a*x) + c; x = x1; x1 = x2; c = t >> 32; x2 = t & 0xffffffff; values[i] = x2*UlongToDoubleMultiplier; } } /// /// 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. [CLSCompliant(false)] [TargetedPatchingOptOut("Performance critical to inline this type of method across NGen image boundaries")] public static double[] Doubles(int length, int seed, ulong a = ASeed, ulong c = CSeed, ulong x1 = YSeed, ulong x2 = ZSeed) { var data = new double[length]; Doubles(data, seed, a, c, x1, x2); 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. [CLSCompliant(false)] public static IEnumerable DoubleSequence(int seed, ulong a = ASeed, ulong c = CSeed, ulong x1 = YSeed, ulong x2 = ZSeed) { if (a <= c) { throw new ArgumentException("a must be greater than c.", nameof(a)); } if (seed == 0) { seed = 1; } ulong x = (uint)seed; while (true) { var t = (a*x) + c; x = x1; x1 = x2; c = t >> 32; x2 = t & 0xffffffff; yield return x2*UlongToDoubleMultiplier; } } } }