CASA/c_micasad/lss/FastRandom.cs
2006-05-02 21:54:49 +00:00

329 lines
13 KiB
C#

/***********************************************************************
*
* Copyright (C) 2005-2006 Novell, Inc. All Rights Reserved.
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; version 2.1
* of the License.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Library Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, Novell, Inc.
*
* To contact Novell about this file by physical or electronic mail,
* you may find current contact information at www.novell.com.
*
***********************************************************************/
using System;
using System.Text;
namespace sscs.lss
{
/*
* Yes, if you want to go ahead and attach an LGPL header to the source
* file then that's fine. I hereby grant Novell Inc. permission to use the
* FastRandom.cs random number generator source code under the Lesser GNU
* Public Licesne (LGPL).
*
* Apr 19, 2006: received by jnorman@novell.com from Colin Green
*
* License also signed and sent to Novell on May 2, 2006.
*/
/// <summary>
/// A fast random number generator for .NET
/// Colin Green, January 2005
///
/// September 4th 2005
/// Added NextBytesUnsafe() - commented out by default.
/// Fixed bug in Reinitialise() - y,z and w variables were not being reset.
///
/// Key points:
/// 1) Based on a simple and fast xor-shift pseudo random number generator (RNG) specified in:
/// Marsaglia, George. (2003). Xorshift RNGs.
/// http://www.jstatsoft.org/v08/i14/xorshift.pdf
///
/// This particular implementation of xorshift has a period of 2^128-1. See the above paper to see
/// how this can be easily extened if you need a longer period. At the time of writing I could find no
/// information on the period of System.Random for comparison.
///
/// 2) Faster than System.Random. Up to 15x faster, depending on which methods are called.
///
/// 3) Direct replacement for System.Random. This class implements all of the methods that System.Random
/// does plus some additional methods. The like named methods are functionally equivalent.
///
/// 4) Allows fast re-initialisation with a seed, unlike System.Random which accepts a seed at construction
/// time which then executes a relatively expensive initialisation routine. This provides a vast speed improvement
/// if you need to reset the pseudo-random number sequence many times, e.g. if you want to re-generate the same
/// sequence many times. An alternative might be to cache random numbers in an array, but that approach is limited
/// by memory capacity and the fact that you may also want a large number of different sequences cached. Each sequence
/// can each be represented by a single seed value (int) when using FastRandom.
///
/// Notes.
/// A further performance improvement can be obtained by declaring local variables as static, thus avoiding
/// re-allocation of variables on each call. However care should be taken if multiple instances of
/// FastRandom are in use or if being used in a multi-threaded environment.
///
/// </summary>
public class FastRandom
{
// The +1 ensures NextDouble doesn't generate 1.0
const double REAL_UNIT_INT = 1.0 / ((double)int.MaxValue + 1.0);
const double REAL_UNIT_UINT = 1.0 / ((double)uint.MaxValue + 1.0);
const uint Y = 842502087, Z = 3579807591, W = 273326509;
uint x, y, z, w;
#region Constructors
/// <summary>
/// Initialises a new instance using time dependent seed.
/// </summary>
public FastRandom()
{
// Initialise using the system tick count.
Reinitialise((int)Environment.TickCount);
}
/// <summary>
/// Initialises a new instance using an int value as seed.
/// This constructor signature is provided to maintain compatibility with
/// System.Random
/// </summary>
public FastRandom(int seed)
{
Reinitialise(seed);
}
#endregion
#region Public Methods [Reinitialisation]
/// <summary>
/// Reinitialises using an int value as a seed.
/// </summary>
/// <param name="seed"></param>
public void Reinitialise(int seed)
{
// The only stipulation stated for the xorshift RNG is that at least one of
// the seeds x,y,z,w is non-zero. We fulfill that requirement by only allowing
// resetting of the x seed
x = (uint)seed;
y = Y;
z = Z;
w = W;
}
#endregion
#region Public Methods [Next* methods]
/// <summary>
/// Generates a uint. Values returned are over the full range of a uint,
/// uint.MinValue to uint.MaxValue, including the min and max values.
/// </summary>
/// <returns></returns>
public uint NextUInt()
{
uint t = (x ^ (x << 11));
x = y; y = z; z = w;
return (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8)));
}
/// <summary>
/// Generates a random int. Values returned are over the range 0 to int.MaxValue-1.
/// MaxValue is not generated to remain functionally equivalent to System.Random.Next().
/// If you require an int from the full range, including negative values then call
/// NextUint() and cast the value to an int.
/// </summary>
/// <returns></returns>
public int Next()
{
uint t = (x ^ (x << 11));
x = y; y = z; z = w;
return (int)(0x7FFFFFFF & (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8))));
}
/// <summary>
/// Generates a random int over the range 0 to upperBound-1, and not including upperBound.
/// </summary>
/// <param name="upperBound"></param>
/// <returns></returns>
public int Next(int upperBound)
{
if (upperBound < 0)
throw new ArgumentOutOfRangeException("upperBound", upperBound, "upperBound must be >=0");
uint t = (x ^ (x << 11));
x = y; y = z; z = w;
// The explicit int cast before the first multiplication gives better performance.
// See comments in NextDouble.
return (int)((REAL_UNIT_INT * (int)(0x7FFFFFFF & (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8))))) * upperBound);
}
/// <summary>
/// Generates a random int over the range lowerBound to upperBound-1, and not including upperBound.
/// upperBound must be >= lowerBound. lowerBound may be negative.
/// </summary>
/// <param name="lowerBound"></param>
/// <param name="upperBound"></param>
/// <returns></returns>
public int Next(int lowerBound, int upperBound)
{
if (lowerBound > upperBound)
throw new ArgumentOutOfRangeException("upperBound", upperBound, "upperBound must be >=lowerBound");
uint t = (x ^ (x << 11));
x = y; y = z; z = w;
// The explicit int cast before the first multiplication gives better performance.
// See comments in NextDouble.
int range = upperBound - lowerBound;
if (range < 0)
{ // If range is <0 then an overflow has occured and must resort to using long integer arithmetic instead (slower).
// We also must use all 32 bits of precision, instead of the normal 31, which again is slower.
return lowerBound + (int)((REAL_UNIT_UINT * (double)(w = (w ^ (w >> 19)) ^ (t ^ (t >> 8)))) * (double)((long)upperBound - (long)lowerBound));
}
// 31 bits of precision will suffice if range<=int.MaxValue. This allows us to cast to an int anf gain
// a little more performance.
return lowerBound + (int)((REAL_UNIT_INT * (double)(int)(0x7FFFFFFF & (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8))))) * (double)range);
}
/// <summary>
/// Generates a random double. Values returned are from 0.0 up to but not including 1.0.
/// </summary>
/// <returns></returns>
public double NextDouble()
{
uint t = (x ^ (x << 11));
x = y; y = z; z = w;
// Here we can gain a 2x speed improvement by generating a value that can be cast to
// an int instead of the more easily available uint. If we then explicitly cast to an
// int the compiler will then cast the int to a double to perform the multiplication,
// this final cast is a lot faster than casting from a uint to a double. The extra cast
// to an int is very fast (the allocated bits remain the same) and so the overall effect
// of the extra cast is a significant performance improvement.
return (REAL_UNIT_INT * (int)(0x7FFFFFFF & (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8)))));
}
/// <summary>
/// Fills the provided byte array with random bytes.
/// Increased performance is achieved by dividing and packaging bits directly from the
/// random number generator and storing them in 4 byte 'chunks'.
/// </summary>
/// <param name="buffer"></param>
public void NextBytes(byte[] buffer)
{
// Fill up the bulk of the buffer in chunks of 4 bytes at a time.
uint x = this.x, y = this.y, z = this.z, w = this.w;
int i = 0;
uint t;
for (; i < buffer.Length - 3; )
{
// Generate 4 bytes.
t = (x ^ (x << 11));
x = y; y = z; z = w;
w = (w ^ (w >> 19)) ^ (t ^ (t >> 8));
buffer[i++] = (byte)(w & 0x000000FF);
buffer[i++] = (byte)((w & 0x0000FF00) >> 8);
buffer[i++] = (byte)((w & 0x00FF0000) >> 16);
buffer[i++] = (byte)((w & 0xFF000000) >> 24);
}
// Fill up any remaining bytes in the buffer.
if (i < buffer.Length)
{
// Generate 4 bytes.
t = (x ^ (x << 11));
x = y; y = z; z = w;
w = (w ^ (w >> 19)) ^ (t ^ (t >> 8));
buffer[i++] = (byte)(w & 0x000000FF);
if (i < buffer.Length)
{
buffer[i++] = (byte)((w & 0x0000FF00) >> 8);
if (i < buffer.Length)
{
buffer[i++] = (byte)((w & 0x00FF0000) >> 16);
if (i < buffer.Length)
{
buffer[i] = (byte)((w & 0xFF000000) >> 24);
}
}
}
}
this.x = x; this.y = y; this.z = z; this.w = w;
}
// /// <summary>
// /// A version of NextBytes that uses a pointer to set 4 bytes of the byte buffer in one operation
// /// thus providing a nice speedup. Note that this requires the unsafe compilation flag to be specified
// /// and so is commented out by default.
// /// </summary>
// /// <param name="buffer"></param>
// public unsafe void NextBytesUnsafe(byte[] buffer)
// {
// if(buffer.Length % 4 != 0)
// throw new ArgumentException("Buffer length must be divisible by 4", "buffer");
//
// uint x=this.x, y=this.y, z=this.z, w=this.w;
// uint t;
//
// fixed(byte* pByte0 = buffer)
// {
// uint* pDWord = (uint*)pByte0;
// for(int i = 0, len = buffer.Length>>2; i < len; i++)
// {
// t=(x^(x<<11));
// x=y; y=z; z=w;
// *pDWord++ = w = (w^(w>>19))^(t^(t>>8));
// }
// }
//
// this.x=x; this.y=y; this.z=z; this.w=w;
// }
// Buffer 32 bits in bitBuffer, return 1 at a time, keep track of how many have been returned
// with bitBufferIdx.
uint bitBuffer;
int bitBufferIdx = 32;
/// <summary>
/// Generates random bool.
/// Increased performance is achieved by buffering 32 random bits for
/// future calls. Thus the random number generator is only invoked once
/// in every 32 calls.
/// </summary>
/// <returns></returns>
public bool NextBool()
{
if (bitBufferIdx == 32)
{
// Generate 32 more bits.
uint t = (x ^ (x << 11));
x = y; y = z; z = w;
bitBuffer = w = (w ^ (w >> 19)) ^ (t ^ (t >> 8));
// Reset the idx that tells us which bit to read next.
bitBufferIdx = 1;
return (bitBuffer & 0x1) == 1;
}
bitBufferIdx++;
return ((bitBuffer >>= 1) & 0x1) == 1;
}
#endregion
}
}