#region License Information
/* HeuristicLab
* Copyright (C) 2002-2010 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
*
* This file is part of HeuristicLab.
*
* HeuristicLab is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* HeuristicLab 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 General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with HeuristicLab. If not, see .
*/
#endregion
/*
* C# port of the freeware implementation of the Mersenne Twister
* originally developed by M. Matsumoto and T. Nishimura
*
* M. Matsumoto and T. Nishimura,
* "Mersenne Twister: A 623-Dimensionally Equidistributed Uniform
* Pseudo-Random Number Generator",
* ACM Transactions on Modeling and Computer Simulation,
* Vol. 8, No. 1, January 1998, pp 3-30.
*
*/
using System;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
namespace HeuristicLab.Random {
///
/// A 623-Dimensionally Equidistributed Uniform Pseudo-Random Number Generator.
///
[Item("MersenneTwister", "A high-quality pseudo random number generator which creates uniformly distributed random numbers.")]
[StorableClass]
public sealed class MersenneTwister : Item, IRandom {
private const int n = 624, m = 397;
private object locker = new object();
[Storable]
private uint[] state = new uint[n];
[Storable]
private int p = 0;
[Storable]
private bool init = false;
///
/// Used by HeuristicLab.Persistence to initialize new instances during deserialization.
///
/// true, if the constructor is called during deserialization.
[StorableConstructor]
private MersenneTwister(bool deserializing) : base(deserializing) { }
///
/// Initializes a new instance from an existing one (copy constructor).
///
/// The original instance which is used to initialize the new instance.
/// A which is used to track all already cloned objects in order to avoid cycles.
private MersenneTwister(MersenneTwister original, Cloner cloner)
: base(original, cloner) {
state = (uint[])original.state.Clone();
p = original.p;
init = original.init;
}
///
/// Initializes a new instance of .
///
public MersenneTwister() {
if (!init) seed((uint)DateTime.Now.Ticks);
init = true;
}
///
/// Initializes a new instance of
/// with the given seed .
///
/// The seed with which to initialize the random number generator.
public MersenneTwister(uint s) {
seed(s);
init = true;
}
///
/// Initializes a new instance of with the given seed array.
///
/// The seed array with which to initialize the random number generator.
public MersenneTwister(uint[] array) {
seed(array);
init = true;
}
///
/// Clones the current instance (deep clone).
///
/// Dictionary of all already cloned objects. (Needed to avoid cycles.)
/// The cloned object as .
public override IDeepCloneable Clone(Cloner cloner) {
return new MersenneTwister(this, cloner);
}
///
/// Resets the current random number generator.
///
public void Reset() {
lock (locker)
seed((uint)DateTime.Now.Ticks);
}
///
/// Resets the current random number generator with the given seed .
///
/// The seed with which to reset the current instance.
public void Reset(int s) {
lock (locker)
seed((uint)s);
}
///
/// Gets a new random number.
///
/// A new int random number.
public int Next() {
lock (locker) {
return (int)(rand_int32() >> 1);
}
}
///
/// Gets a new random number being smaller than the given .
///
/// Thrown when the given maximum value is
/// smaller or equal to zero.
/// The maximum value of the generated random number.
/// A new int random number.
public int Next(int maxVal) {
lock (locker) {
if (maxVal <= 0)
throw new ArgumentException("The interval [0, " + maxVal + ") is empty");
int limit = (Int32.MaxValue / maxVal) * maxVal;
int value = Next();
while (value >= limit) value = Next();
return value % maxVal;
}
}
///
/// Gets a new random number being in the given interval and
/// .
///
/// The minimum value of the generated random number.
/// The maximum value of the generated random number.
/// A new int random number.
public int Next(int minVal, int maxVal) {
lock (locker) {
if (maxVal <= minVal)
throw new ArgumentException("The interval [" + minVal + ", " + maxVal + ") is empty");
return Next(maxVal - minVal) + minVal;
}
}
///
/// Gets a new double random variable.
///
///
public double NextDouble() {
lock (locker) {
return rand_double53();
}
}
#region Seed Methods
///
/// Initializes current instance with random seed.
///
/// A starting seed.
public void seed(uint s) {
state[0] = s & 0xFFFFFFFFU;
for (int i = 1; i < n; ++i) {
state[i] = 1812433253U * (state[i - 1] ^ (state[i - 1] >> 30)) + (uint)i;
state[i] &= 0xFFFFFFFFU;
}
p = n;
}
///
/// Initializes current instance with random seed.
///
/// A starting seed array.
public void seed(uint[] array) {
seed(19650218U);
int i = 1, j = 0;
for (int k = ((n > array.Length) ? n : array.Length); k > 0; --k) {
state[i] = (state[i] ^ ((state[i - 1] ^ (state[i - 1] >> 30)) * 1664525U))
+ array[j] + (uint)j;
state[i] &= 0xFFFFFFFFU;
++j;
j %= array.Length;
if ((++i) == n) { state[0] = state[n - 1]; i = 1; }
}
for (int k = n - 1; k > 0; --k) {
state[i] = (state[i] ^ ((state[i - 1] ^ (state[i - 1] >> 30)) * 1566083941U)) - (uint)i;
state[i] &= 0xFFFFFFFFU;
if ((++i) == n) { state[0] = state[n - 1]; i = 1; }
}
state[0] = 0x80000000U;
p = n;
}
#endregion
#region Random Number Generation Methods
private uint rand_int32() {
if (p == n) gen_state();
uint x = state[p++];
x ^= (x >> 11);
x ^= (x << 7) & 0x9D2C5680U;
x ^= (x << 15) & 0xEFC60000U;
return x ^ (x >> 18);
}
private double rand_double() { // interval [0, 1)
return ((double)rand_int32()) * (1.0 / 4294967296.0);
}
private double rand_double_closed() { // interval [0, 1]
return ((double)rand_int32()) * (1.0 / 4294967295.0);
}
private double rand_double_open() { // interval (0, 1)
return (((double)rand_int32()) + 0.5) * (1.0 / 4294967296.0);
}
private double rand_double53() { // 53 bit resolution, interval [0, 1)
return (((double)(rand_int32() >> 5)) * 67108864.0 +
((double)(rand_int32() >> 6))) * (1.0 / 9007199254740992.0);
}
#endregion
#region Private Helper Methods
private uint twiddle(uint u, uint v) {
return (((u & 0x80000000U) | (v & 0x7FFFFFFFU)) >> 1)
^ (((v & 1U) != 0) ? 0x9908B0DFU : 0x0U);
}
private void gen_state() {
for (int i = 0; i < (n - m); ++i)
state[i] = state[i + m] ^ twiddle(state[i], state[i + 1]);
for (int i = n - m; i < (n - 1); ++i)
state[i] = state[i + m - n] ^ twiddle(state[i], state[i + 1]);
state[n - 1] = state[m - 1] ^ twiddle(state[n - 1], state[0]);
p = 0; // reset position
}
#endregion
}
}