source: branches/2994-AutoDiffForIntervals/HeuristicLab.Random/3.3/FastRandom.cs @ 18078

using System;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HEAL.Attic;

namespace HeuristicLab.Random {
  /// <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 8x 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.
  /// 
  /// August 2010:
  ///   adapted for HeuristicLab by gkronber (cloning, persistence, IRandom interface)
  ///   
  /// </summary>
  [StorableType("BC86BFF3-80B5-4C77-9D8C-B29576032634")]
  public sealed class FastRandom : Item, IRandom {
    // The +1 ensures NextDouble doesn't generate 1.0
    private const double REAL_UNIT_INT = 1.0 / ((double)int.MaxValue + 1.0);
    private const double REAL_UNIT_UINT = 1.0 / ((double)uint.MaxValue + 1.0);
    private const uint Y = 842502087, Z = 3579807591, W = 273326509;

    [Storable]
    private uint x, y, z, w;

    #region Constructors
    /// <summary>
    /// Used by HeuristicLab.Persistence to initialize new instances during deserialization.
    /// </summary>
    /// <param name="deserializing">true, if the constructor is called during deserialization.</param>
    [StorableConstructor]
    private FastRandom(StorableConstructorFlag _) : base(_) { }

    /// <summary>
    /// Initializes a new instance from an existing one (copy constructor).
    /// </summary>
    /// <param name="original">The original <see cref="FastRandom"/> instance which is used to initialize the new instance.</param>
    /// <param name="cloner">A <see cref="Cloner"/> which is used to track all already cloned objects in order to avoid cycles.</param>
    private FastRandom(FastRandom original, Cloner cloner)
      : base(original, cloner) {
      x = original.x;
      y = original.y;
      z = original.z;
      w = original.w;
      bitBuffer = original.bitBuffer;
      bitMask = original.bitMask;
    }

    /// <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 [System.Random functionally equivalent methods]

    /// <summary>
    /// Generates a random int over the range 0 to int.MaxValue-1.
    /// MaxValue is not generated in order to remain functionally equivalent to System.Random.Next().
    /// This does slightly eat into some of the performance gain over System.Random, but not much.
    /// For better performance see:
    /// 
    /// Call NextInt() for an int over the range 0 to int.MaxValue.
    /// 
    /// Call NextUInt() and cast the result to an int to generate an int over the full Int32 value range
    /// including negative values. 
    /// </summary>
    /// <returns></returns>
    public int Next() {
      uint t = (x ^ (x << 11));
      x = y; y = z; z = w;
      w = (w ^ (w >> 19)) ^ (t ^ (t >> 8));

      // Handle the special case where the value int.MaxValue is generated. This is outside of 
      // the range of permitted values, so we therefore call Next() to try again.
      uint rtn = w & 0x7FFFFFFF;
      if (rtn == 0x7FFFFFFF)
        return Next();
      return (int)rtn;
    }

    /// <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 and 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.
      //
      // Also note that the loss of one bit of precision is equivalent to what occurs within 
      // System.Random.
      return (REAL_UNIT_INT * (int)(0x7FFFFFFF & (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8)))));
    }


    /// <summary>
    /// Fills the provided byte array with random bytes.
    /// This method is functionally equivalent to System.Random.NextBytes(). 
    /// </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 (int bound = buffer.Length - 3; i < bound; ) {
        // Generate 4 bytes. 
        // Increased performance is achieved by generating 4 random bytes per loop.
        // Also note that no mask needs to be applied to zero out the higher order bytes before
        // casting because the cast ignores thos bytes. Thanks to Stefan Trosch�tz for pointing this out.
        t = (x ^ (x << 11));
        x = y; y = z; z = w;
        w = (w ^ (w >> 19)) ^ (t ^ (t >> 8));

        buffer[i++] = (byte)w;
        buffer[i++] = (byte)(w >> 8);
        buffer[i++] = (byte)(w >> 16);
        buffer[i++] = (byte)(w >> 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;
        if (i < buffer.Length) {
          buffer[i++] = (byte)(w >> 8);
          if (i < buffer.Length) {
            buffer[i++] = (byte)(w >> 16);
            if (i < buffer.Length) {
              buffer[i] = (byte)(w >> 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. The loop is also partially unrolled to allow out-of-order-execution,
    //    /// this results in about a x2 speedup on an AMD Athlon. Thus performance may vary wildly on different CPUs
    //    /// depending on the number of execution units available.
    //    /// 
    //    /// Another significant speedup is obtained by setting the 4 bytes by indexing pDWord (e.g. pDWord[i++]=w)
    //    /// instead of adjusting it dereferencing it (e.g. *pDWord++=w).
    //    /// 
    //    /// Note that this routine 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 % 8 != 0)
    //        throw new ArgumentException("Buffer length must be divisible by 8", "buffer");
    //
    //      uint x=this.x, y=this.y, z=this.z, w=this.w;
    //      
    //      fixed(byte* pByte0 = buffer)
    //      {
    //        uint* pDWord = (uint*)pByte0;
    //        for(int i=0, len=buffer.Length>>2; i < len; i+=2) 
    //        {
    //          uint t=(x^(x<<11));
    //          x=y; y=z; z=w;
    //          pDWord[i] = w = (w^(w>>19))^(t^(t>>8));
    //
    //          t=(x^(x<<11));
    //          x=y; y=z; z=w;
    //          pDWord[i+1] = w = (w^(w>>19))^(t^(t>>8));
    //        }
    //      }
    //
    //      this.x=x; this.y=y; this.z=z; this.w=w;
    //    }

    #endregion

    #region Public Methods [Methods not present on System.Random]

    /// <summary>
    /// Generates a uint. Values returned are over the full range of a uint, 
    /// uint.MinValue to uint.MaxValue, inclusive.
    /// 
    /// This is the fastest method for generating a single random number because the underlying
    /// random number generator algorithm generates 32 random bits that can be cast directly to 
    /// a uint.
    /// </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 over the range 0 to int.MaxValue, inclusive. 
    /// This method differs from Next() only in that the range is 0 to int.MaxValue
    /// and not 0 to int.MaxValue-1.
    /// 
    /// The slight difference in range means this method is slightly faster than Next()
    /// but is not functionally equivalent to System.Random.Next().
    /// </summary>
    /// <returns></returns>
    public int NextInt() {
      uint t = (x ^ (x << 11));
      x = y; y = z; z = w;
      return (int)(0x7FFFFFFF & (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8))));
    }

    /// <summary>
    /// Generates a single random bit.
    /// This method's performance is improved by generating 32 bits in one operation and storing them
    /// ready for future calls.
    /// </summary>
    /// <returns></returns>
    public bool NextBool() {
      if (bitMask == 1) {
        // 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 bitMask that tells us which bit to read next.
        bitMask = 0x80000000;
        return (bitBuffer & bitMask) == 0;
      }
      return (bitBuffer & (bitMask >>= 1)) == 0;
    }
    // Buffer 32 bits in bitBuffer, return 1 at a time, keep track of how many have been returned
    // with bitBufferIdx.
    [Storable]
    private uint bitBuffer;
    [Storable]
    private uint bitMask = 1;


    #endregion

    #region IRandom Members

    public void Reset() {
      Reinitialise((int)Environment.TickCount);
    }

    public void Reset(int seed) {
      Reinitialise(seed);
    }

    #endregion

    public override IDeepCloneable Clone(Cloner cloner) {
      return new FastRandom(this, cloner);
    }
  }
}