/* *************************************************************************** * This file is part of SharpNEAT - Evolution of Neural Networks. * * Copyright 2004-2006, 2009-2010 Colin Green (sharpneat@gmail.com) * * SharpNEAT 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. * * SharpNEAT 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 SharpNEAT. If not, see . */ // ENHANCEMENT: Replace usages of this class with the superceding version from Math.Net. using System; namespace SimSharp { /// /// A fast random number generator for .NET /// Colin Green, January 2005 /// /// 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/paper /// /// 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 of random numbers 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 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. /// /// /// Colin Green, September 4th 2005 /// - Added NextBytesUnsafe() - commented out by default. /// - Fixed bug in Reinitialise() - y,z and w variables were not being reset. /// /// Colin Green, December 2008. /// - Fix to Next() - Was previously able to return int.MaxValue, contrary to the method's contract and comments. /// - Modified NextBool() to use _bitMask instead of a count of remaining bits. Also reset the bit buffer in Reinitialise(). /// /// Colin Green, 2011-08-31 /// - Added NextByte() method. /// - Added new statically declared seedRng FastRandom to allow easy creation of multiple FastRandoms with different seeds /// within a single clock tick. /// /// Colin Green, 2011-10-04 /// - Seeds are now hashed. Without this the first random sample for nearby seeds (1,2,3, etc.) are very similar /// (have a similar bit pattern). Thanks to Francois Guibert for identifying this problem. /// /// public class FastRandom : IRandom { #region Static Fields /// /// A static RNG that is used to generate seed values when constructing new instances of FastRandom. /// This overcomes the problem whereby multiple FastRandom instances are instantiated within the same /// tick count and thus obtain the same seed, that approach can result in extreme biases occuring /// in some cases depending on how the RNG is used. /// static readonly FastRandom __seedRng = new FastRandom((int)System.Environment.TickCount); #endregion #region Instance Fields // 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; #endregion #region Constructors /// /// Initialises a new instance using a seed generated from the class's static seed RNG. /// public FastRandom() { Reinitialise(__seedRng.NextInt()); } /// /// Initialises a new instance using an int value as seed. /// This constructor signature is provided to maintain compatibility with /// System.Random /// public FastRandom(int seed) { Reinitialise(seed); } #endregion #region Public Methods [Reinitialisation] /// /// Reinitialises using an int value as a seed. /// 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. // The first random sample will be very closely related to the value of _x we set here. // Thus setting _x = seed will result in a close correlation between the bit patterns of the seed and // the first random sample, therefore if the seed has a pattern (e.g. 1,2,3) then there will also be // a recognisable pattern across the first random samples. // // Such a strong correlation between the seed and the first random sample is an undesirable // charactersitic of a RNG, therefore we significantly weaken any correlation by hashing the seed's bits. // This is achieved by multiplying the seed with four large primes each with bits distributed over the // full length of a 32bit value, finally adding the results to give _x. _x = (uint)((seed * 1431655781) + (seed * 1183186591) + (seed * 622729787) + (seed * 338294347)); _y = Y; _z = Z; _w = W; _bitBuffer = 0; _bitMask = 1; } #endregion #region Public Methods [System.Random functionally equivalent methods] /// /// 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. /// 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; } /// /// Generates a random int over the range 0 to upperBound-1, and not including upperBound. /// 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; // ENHANCEMENT: Can we do this without converting to a double and back again? // 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); } /// /// Generates a random int over the range lowerBound to upperBound-1, and not including upperBound. /// upperBound must be >= lowerBound. lowerBound may be negative. /// 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); } /// /// Generates a random double. Values returned are over the range [0, 1). That is, inclusive of 0.0 and exclusive of 1.0. /// 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)))); } /// /// Fills the provided byte array with random bytes. /// This method is functionally equivalent to System.Random.NextBytes(). /// 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; } ///// ///// 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 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. ///// ///// // 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] /// /// 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. /// public uint NextUInt() { uint t = _x ^ (_x << 11); _x = _y; _y = _z; _z = _w; return _w = (_w ^ (_w >> 19)) ^ (t ^ (t >> 8)); } /// /// 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(). /// public int NextInt() { uint t = _x ^ (_x << 11); _x = _y; _y = _z; _z = _w; return (int)(0x7FFFFFFF & (_w = (_w ^ (_w >> 19)) ^ (t ^ (t >> 8)))); } /// /// Generates a random double. Values returned are over the range (0, 1). That is, exclusive of both 0.0 and 1.0. /// public double NextDoubleNonZero() { uint t = _x ^ (_x << 11); _x = _y; _y = _z; _z = _w; // See notes on NextDouble(). Here we generate a random value from 0 to 0x7f ff ff fe, and add one // to generate a random value from 1 to 0x7f ff ff ff. return REAL_UNIT_INT * (int)((0x7FFFFFFE & (_w = (_w ^ (_w >> 19)) ^ (t ^ (t >> 8)))) + 1U); } // Buffer 32 bits in bitBuffer, return 1 at a time, keep track of how many have been returned // with bitMask. uint _bitBuffer; uint _bitMask; /// /// 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. /// public bool NextBool() { if (0 == _bitMask) { // 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 of random bytes. A single UInt32 is used to buffer 4 bytes. // _byteBufferState tracks how bytes remain in the buffer, a value of // zero indicates that the buffer is empty. uint _byteBuffer; byte _byteBufferState; /// /// Generates a signle random byte with range [0,255]. /// This method's performance is improved by generating 4 bytes in one operation and storing them /// ready for future calls. /// public byte NextByte() { if (0 == _byteBufferState) { // Generate 4 more bytes. uint t = _x ^ (_x << 11); _x = _y; _y = _z; _z = _w; _byteBuffer = _w = (_w ^ (_w >> 19)) ^ (t ^ (t >> 8)); _byteBufferState = 0x4; return (byte)_byteBuffer; // Note. Masking with 0xFF is unnecessary. } _byteBufferState >>= 1; return (byte)(_byteBuffer >>= 1); } #endregion } }