[2] | 1 | #region License Information
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| 2 | /* HeuristicLab
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[11576] | 3 | * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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[2] | 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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| 22 | /*
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| 23 | * C# port of the freeware implementation of the Mersenne Twister
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| 24 | * originally developed by M. Matsumoto and T. Nishimura
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| 25 | *
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| 26 | * M. Matsumoto and T. Nishimura,
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| 27 | * "Mersenne Twister: A 623-Dimensionally Equidistributed Uniform
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| 28 | * Pseudo-Random Number Generator",
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| 29 | * ACM Transactions on Modeling and Computer Simulation,
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| 30 | * Vol. 8, No. 1, January 1998, pp 3-30.
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| 31 | *
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| 32 | */
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| 33 |
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| 34 | using System;
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[3376] | 35 | using HeuristicLab.Common;
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[2] | 36 | using HeuristicLab.Core;
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[1823] | 37 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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[2] | 38 |
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| 39 | namespace HeuristicLab.Random {
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[1153] | 40 | /// <summary>
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| 41 | /// A 623-Dimensionally Equidistributed Uniform Pseudo-Random Number Generator.
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| 42 | /// </summary>
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[2773] | 43 | [Item("MersenneTwister", "A high-quality pseudo random number generator which creates uniformly distributed random numbers.")]
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[3017] | 44 | [StorableClass]
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[4258] | 45 | public sealed class MersenneTwister : Item, IRandom {
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[2] | 46 | private const int n = 624, m = 397;
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| 47 |
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| 48 | private object locker = new object();
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[1688] | 49 | [Storable]
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[2] | 50 | private uint[] state = new uint[n];
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[1688] | 51 | [Storable]
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[2] | 52 | private int p = 0;
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[1688] | 53 | [Storable]
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[2] | 54 | private bool init = false;
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| 55 |
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[1153] | 56 | /// <summary>
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[4722] | 57 | /// Used by HeuristicLab.Persistence to initialize new instances during deserialization.
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| 58 | /// </summary>
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| 59 | /// <param name="deserializing">true, if the constructor is called during deserialization.</param>
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| 60 | [StorableConstructor]
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| 61 | private MersenneTwister(bool deserializing) : base(deserializing) { }
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| 62 | /// <summary>
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| 63 | /// Initializes a new instance from an existing one (copy constructor).
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| 64 | /// </summary>
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| 65 | /// <param name="original">The original <see cref="MersenneTwister"/> instance which is used to initialize the new instance.</param>
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| 66 | /// <param name="cloner">A <see cref="Cloner"/> which is used to track all already cloned objects in order to avoid cycles.</param>
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| 67 | private MersenneTwister(MersenneTwister original, Cloner cloner)
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| 68 | : base(original, cloner) {
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| 69 | state = (uint[])original.state.Clone();
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| 70 | p = original.p;
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| 71 | init = original.init;
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| 72 | }
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| 73 | /// <summary>
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[1153] | 74 | /// Initializes a new instance of <see cref="MersenneTwister"/>.
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| 75 | /// </summary>
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[2] | 76 | public MersenneTwister() {
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[6879] | 77 | if (!init) Seed((uint)DateTime.Now.Ticks);
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[2] | 78 | init = true;
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| 79 | }
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[1153] | 80 | /// <summary>
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| 81 | /// Initializes a new instance of <see cref="MersenneTwister"/>
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| 82 | /// with the given seed <paramref name="s"/>.
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| 83 | /// </summary>
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| 84 | /// <param name="s">The seed with which to initialize the random number generator.</param>
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[2] | 85 | public MersenneTwister(uint s) {
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[6879] | 86 | Seed(s);
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[2] | 87 | init = true;
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| 88 | }
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[1153] | 89 | /// <summary>
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| 90 | /// Initializes a new instance of <see cref="MersenneTwister"/> with the given seed array.
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| 91 | /// </summary>
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| 92 | /// <param name="array">The seed array with which to initialize the random number generator.</param>
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[2] | 93 | public MersenneTwister(uint[] array) {
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[6879] | 94 | Seed(array);
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[2] | 95 | init = true;
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| 96 | }
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| 97 |
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[1153] | 98 | /// <summary>
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| 99 | /// Clones the current instance (deep clone).
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| 100 | /// </summary>
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| 101 | /// <param name="clonedObjects">Dictionary of all already cloned objects. (Needed to avoid cycles.)</param>
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| 102 | /// <returns>The cloned object as <see cref="MersenneTwister"/>.</returns>
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[2773] | 103 | public override IDeepCloneable Clone(Cloner cloner) {
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[4722] | 104 | return new MersenneTwister(this, cloner);
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[2] | 105 | }
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| 106 |
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[1153] | 107 | /// <summary>
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| 108 | /// Resets the current random number generator.
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| 109 | /// </summary>
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[2] | 110 | public void Reset() {
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| 111 | lock (locker)
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[6879] | 112 | Seed((uint)DateTime.Now.Ticks);
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[2] | 113 | }
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[1153] | 114 | /// <summary>
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| 115 | /// Resets the current random number generator with the given seed <paramref name="s"/>.
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| 116 | /// </summary>
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| 117 | /// <param name="s">The seed with which to reset the current instance.</param>
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[2] | 118 | public void Reset(int s) {
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| 119 | lock (locker)
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[6879] | 120 | Seed((uint)s);
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[2] | 121 | }
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| 122 |
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[1153] | 123 | /// <summary>
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| 124 | /// Gets a new random number.
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| 125 | /// </summary>
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| 126 | /// <returns>A new int random number.</returns>
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[2] | 127 | public int Next() {
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| 128 | lock (locker) {
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| 129 | return (int)(rand_int32() >> 1);
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| 130 | }
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| 131 | }
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[1153] | 132 | /// <summary>
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| 133 | /// Gets a new random number being smaller than the given <paramref name="maxVal"/>.
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| 134 | /// </summary>
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| 135 | /// <exception cref="ArgumentException">Thrown when the given maximum value is
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| 136 | /// smaller or equal to zero.</exception>
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| 137 | /// <param name="maxVal">The maximum value of the generated random number.</param>
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| 138 | /// <returns>A new int random number.</returns>
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[2] | 139 | public int Next(int maxVal) {
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| 140 | lock (locker) {
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| 141 | if (maxVal <= 0)
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| 142 | throw new ArgumentException("The interval [0, " + maxVal + ") is empty");
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| 143 | int limit = (Int32.MaxValue / maxVal) * maxVal;
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| 144 | int value = Next();
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| 145 | while (value >= limit) value = Next();
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| 146 | return value % maxVal;
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| 147 | }
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| 148 | }
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[1153] | 149 | /// <summary>
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| 150 | /// Gets a new random number being in the given interval <paramref name="minVal"/> and
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| 151 | /// <paramref name="maxVal"/>.
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| 152 | /// </summary>
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| 153 | /// <param name="minVal">The minimum value of the generated random number.</param>
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| 154 | /// <param name="maxVal">The maximum value of the generated random number.</param>
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| 155 | /// <returns>A new int random number.</returns>
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[2] | 156 | public int Next(int minVal, int maxVal) {
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| 157 | lock (locker) {
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| 158 | if (maxVal <= minVal)
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| 159 | throw new ArgumentException("The interval [" + minVal + ", " + maxVal + ") is empty");
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| 160 | return Next(maxVal - minVal) + minVal;
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| 161 | }
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| 162 | }
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[1153] | 163 | /// <summary>
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| 164 | /// Gets a new double random variable.
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| 165 | /// </summary>
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| 166 | /// <returns></returns>
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[2] | 167 | public double NextDouble() {
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| 168 | lock (locker) {
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| 169 | return rand_double53();
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| 170 | }
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| 171 | }
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| 172 |
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| 173 | #region Seed Methods
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[1153] | 174 | /// <summary>
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| 175 | /// Initializes current instance with random seed.
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| 176 | /// </summary>
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| 177 | /// <param name="s">A starting seed.</param>
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[6879] | 178 | public void Seed(uint s) {
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[2] | 179 | state[0] = s & 0xFFFFFFFFU;
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| 180 | for (int i = 1; i < n; ++i) {
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| 181 | state[i] = 1812433253U * (state[i - 1] ^ (state[i - 1] >> 30)) + (uint)i;
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| 182 | state[i] &= 0xFFFFFFFFU;
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| 183 | }
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| 184 | p = n;
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| 185 | }
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[1153] | 186 | /// <summary>
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| 187 | /// Initializes current instance with random seed.
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| 188 | /// </summary>
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| 189 | /// <param name="array">A starting seed array.</param>
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[6879] | 190 | public void Seed(uint[] array) {
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| 191 | Seed(19650218U);
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[2] | 192 | int i = 1, j = 0;
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| 193 | for (int k = ((n > array.Length) ? n : array.Length); k > 0; --k) {
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| 194 | state[i] = (state[i] ^ ((state[i - 1] ^ (state[i - 1] >> 30)) * 1664525U))
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| 195 | + array[j] + (uint)j;
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| 196 | state[i] &= 0xFFFFFFFFU;
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| 197 | ++j;
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| 198 | j %= array.Length;
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| 199 | if ((++i) == n) { state[0] = state[n - 1]; i = 1; }
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| 200 | }
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| 201 | for (int k = n - 1; k > 0; --k) {
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| 202 | state[i] = (state[i] ^ ((state[i - 1] ^ (state[i - 1] >> 30)) * 1566083941U)) - (uint)i;
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| 203 | state[i] &= 0xFFFFFFFFU;
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| 204 | if ((++i) == n) { state[0] = state[n - 1]; i = 1; }
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| 205 | }
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| 206 | state[0] = 0x80000000U;
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| 207 | p = n;
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| 208 | }
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| 209 | #endregion
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| 210 |
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| 211 | #region Random Number Generation Methods
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| 212 | private uint rand_int32() {
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| 213 | if (p == n) gen_state();
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| 214 | uint x = state[p++];
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| 215 | x ^= (x >> 11);
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| 216 | x ^= (x << 7) & 0x9D2C5680U;
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| 217 | x ^= (x << 15) & 0xEFC60000U;
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| 218 | return x ^ (x >> 18);
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| 219 | }
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| 220 | private double rand_double() { // interval [0, 1)
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| 221 | return ((double)rand_int32()) * (1.0 / 4294967296.0);
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| 222 | }
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| 223 | private double rand_double_closed() { // interval [0, 1]
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| 224 | return ((double)rand_int32()) * (1.0 / 4294967295.0);
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| 225 | }
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| 226 | private double rand_double_open() { // interval (0, 1)
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| 227 | return (((double)rand_int32()) + 0.5) * (1.0 / 4294967296.0);
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| 228 | }
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| 229 | private double rand_double53() { // 53 bit resolution, interval [0, 1)
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| 230 | return (((double)(rand_int32() >> 5)) * 67108864.0 +
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| 231 | ((double)(rand_int32() >> 6))) * (1.0 / 9007199254740992.0);
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| 232 | }
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| 233 | #endregion
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| 234 |
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| 235 | #region Private Helper Methods
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| 236 | private uint twiddle(uint u, uint v) {
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| 237 | return (((u & 0x80000000U) | (v & 0x7FFFFFFFU)) >> 1)
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| 238 | ^ (((v & 1U) != 0) ? 0x9908B0DFU : 0x0U);
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| 239 | }
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| 240 | private void gen_state() {
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| 241 | for (int i = 0; i < (n - m); ++i)
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| 242 | state[i] = state[i + m] ^ twiddle(state[i], state[i + 1]);
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| 243 | for (int i = n - m; i < (n - 1); ++i)
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| 244 | state[i] = state[i + m - n] ^ twiddle(state[i], state[i + 1]);
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| 245 | state[n - 1] = state[m - 1] ^ twiddle(state[n - 1], state[0]);
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| 246 | p = 0; // reset position
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| 247 | }
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| 248 | #endregion
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| 249 | }
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| 250 | }
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