[12657] | 1 | /* ***************************************************************************
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| 2 | * This file is part of SharpNEAT - Evolution of Neural Networks.
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| 3 | *
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| 4 | * Copyright 2004-2006, 2009-2010 Colin Green (sharpneat@gmail.com)
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| 5 | *
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| 6 | * SharpNEAT is free software: you can redistribute it and/or modify
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| 7 | * it under the terms of the GNU General Public License as published by
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| 8 | * the Free Software Foundation, either version 3 of the License, or
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| 9 | * (at your option) any later version.
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| 10 | *
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| 11 | * SharpNEAT is distributed in the hope that it will be useful,
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| 12 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 13 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 14 | * GNU General Public License for more details.
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| 15 | *
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| 16 | * You should have received a copy of the GNU General Public License
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| 17 | * along with SharpNEAT. If not, see <http://www.gnu.org/licenses/>.
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| 18 | */
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| 19 |
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| 20 | // ENHANCEMENT: Replace usages of this class with the superceding version from Math.Net.
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| 21 | using System;
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| 22 |
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| 23 | namespace SimSharp {
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| 24 | /// <summary>
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| 25 | /// A fast random number generator for .NET
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| 26 | /// Colin Green, January 2005
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| 27 | ///
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| 28 | /// Key points:
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| 29 | /// 1) Based on a simple and fast xor-shift pseudo random number generator (RNG) specified in:
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| 30 | /// Marsaglia, George. (2003). Xorshift RNGs.
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| 31 | /// http://www.jstatsoft.org/v08/i14/paper
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| 32 | ///
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| 33 | /// This particular implementation of xorshift has a period of 2^128-1. See the above paper to see
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| 34 | /// how this can be easily extened if you need a longer period. At the time of writing I could find no
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| 35 | /// information on the period of System.Random for comparison.
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| 36 | ///
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| 37 | /// 2) Faster than System.Random. Up to 8x faster, depending on which methods are called.
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| 38 | ///
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| 39 | /// 3) Direct replacement for System.Random. This class implements all of the methods that System.Random
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| 40 | /// does plus some additional methods. The like named methods are functionally equivalent.
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| 41 | ///
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| 42 | /// 4) Allows fast re-initialisation with a seed, unlike System.Random which accepts a seed at construction
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| 43 | /// time which then executes a relatively expensive initialisation routine. This provides a vast speed improvement
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| 44 | /// if you need to reset the pseudo-random number sequence many times, e.g. if you want to re-generate the same
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| 45 | /// sequence of random numbers many times. An alternative might be to cache random numbers in an array, but that
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| 46 | /// approach is limited by memory capacity and the fact that you may also want a large number of different sequences
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| 47 | /// cached. Each sequence can be represented by a single seed value (int) when using FastRandom.
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| 48 | ///
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| 49 | /// Notes.
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| 50 | /// A further performance improvement can be obtained by declaring local variables as static, thus avoiding
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| 51 | /// re-allocation of variables on each call. However care should be taken if multiple instances of
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| 52 | /// FastRandom are in use or if being used in a multi-threaded environment.
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| 53 | ///
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| 54 | ///
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| 55 | /// Colin Green, September 4th 2005
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| 56 | /// - Added NextBytesUnsafe() - commented out by default.
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| 57 | /// - Fixed bug in Reinitialise() - y,z and w variables were not being reset.
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| 58 | ///
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| 59 | /// Colin Green, December 2008.
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| 60 | /// - Fix to Next() - Was previously able to return int.MaxValue, contrary to the method's contract and comments.
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| 61 | /// - Modified NextBool() to use _bitMask instead of a count of remaining bits. Also reset the bit buffer in Reinitialise().
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| 62 | ///
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| 63 | /// Colin Green, 2011-08-31
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| 64 | /// - Added NextByte() method.
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| 65 | /// - Added new statically declared seedRng FastRandom to allow easy creation of multiple FastRandoms with different seeds
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| 66 | /// within a single clock tick.
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| 67 | ///
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| 68 | /// Colin Green, 2011-10-04
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| 69 | /// - Seeds are now hashed. Without this the first random sample for nearby seeds (1,2,3, etc.) are very similar
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| 70 | /// (have a similar bit pattern). Thanks to Francois Guibert for identifying this problem.
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| 71 | ///
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| 72 | /// </summary>
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| 73 | public class FastRandom : IRandom {
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| 74 | #region Static Fields
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| 75 | /// <summary>
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| 76 | /// A static RNG that is used to generate seed values when constructing new instances of FastRandom.
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| 77 | /// This overcomes the problem whereby multiple FastRandom instances are instantiated within the same
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| 78 | /// tick count and thus obtain the same seed, that approach can result in extreme biases occuring
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| 79 | /// in some cases depending on how the RNG is used.
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| 80 | /// </summary>
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| 81 | static readonly FastRandom __seedRng = new FastRandom((int)System.Environment.TickCount);
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| 82 | #endregion
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| 83 |
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| 84 | #region Instance Fields
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| 85 |
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| 86 | // The +1 ensures NextDouble doesn't generate 1.0
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| 87 | const double REAL_UNIT_INT = 1.0 / ((double)int.MaxValue + 1.0);
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| 88 | const double REAL_UNIT_UINT = 1.0 / ((double)uint.MaxValue + 1.0);
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| 89 | const uint Y = 842502087, Z = 3579807591, W = 273326509;
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| 90 |
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| 91 | uint _x, _y, _z, _w;
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| 92 |
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| 93 | #endregion
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| 94 |
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| 95 | #region Constructors
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| 96 |
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| 97 | /// <summary>
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| 98 | /// Initialises a new instance using a seed generated from the class's static seed RNG.
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| 99 | /// </summary>
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| 100 | public FastRandom() {
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| 101 | Reinitialise(__seedRng.NextInt());
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| 102 | }
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| 103 |
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| 104 | /// <summary>
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| 105 | /// Initialises a new instance using an int value as seed.
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| 106 | /// This constructor signature is provided to maintain compatibility with
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| 107 | /// System.Random
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| 108 | /// </summary>
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| 109 | public FastRandom(int seed) {
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| 110 | Reinitialise(seed);
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| 111 | }
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| 112 |
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| 113 | #endregion
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| 114 |
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| 115 | #region Public Methods [Reinitialisation]
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| 116 |
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| 117 | /// <summary>
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| 118 | /// Reinitialises using an int value as a seed.
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| 119 | /// </summary>
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| 120 | public void Reinitialise(int seed) {
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| 121 | // The only stipulation stated for the xorshift RNG is that at least one of
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| 122 | // the seeds x,y,z,w is non-zero. We fulfill that requirement by only allowing
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| 123 | // resetting of the x seed.
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| 124 |
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| 125 | // The first random sample will be very closely related to the value of _x we set here.
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| 126 | // Thus setting _x = seed will result in a close correlation between the bit patterns of the seed and
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| 127 | // the first random sample, therefore if the seed has a pattern (e.g. 1,2,3) then there will also be
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| 128 | // a recognisable pattern across the first random samples.
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| 129 | //
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| 130 | // Such a strong correlation between the seed and the first random sample is an undesirable
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| 131 | // charactersitic of a RNG, therefore we significantly weaken any correlation by hashing the seed's bits.
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| 132 | // This is achieved by multiplying the seed with four large primes each with bits distributed over the
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| 133 | // full length of a 32bit value, finally adding the results to give _x.
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| 134 | _x = (uint)((seed * 1431655781)
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| 135 | + (seed * 1183186591)
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| 136 | + (seed * 622729787)
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| 137 | + (seed * 338294347));
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| 138 |
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| 139 | _y = Y;
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| 140 | _z = Z;
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| 141 | _w = W;
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| 142 |
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| 143 | _bitBuffer = 0;
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| 144 | _bitMask = 1;
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| 145 | }
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| 146 |
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| 147 | #endregion
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| 148 |
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| 149 | #region Public Methods [System.Random functionally equivalent methods]
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| 150 |
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| 151 | /// <summary>
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| 152 | /// Generates a random int over the range 0 to int.MaxValue-1.
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| 153 | /// MaxValue is not generated in order to remain functionally equivalent to System.Random.Next().
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| 154 | /// This does slightly eat into some of the performance gain over System.Random, but not much.
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| 155 | /// For better performance see:
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| 156 | ///
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| 157 | /// Call NextInt() for an int over the range 0 to int.MaxValue.
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| 158 | ///
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| 159 | /// Call NextUInt() and cast the result to an int to generate an int over the full Int32 value range
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| 160 | /// including negative values.
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| 161 | /// </summary>
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| 162 | public int Next() {
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| 163 | uint t = _x ^ (_x << 11);
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| 164 | _x = _y; _y = _z; _z = _w;
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| 165 | _w = (_w ^ (_w >> 19)) ^ (t ^ (t >> 8));
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| 166 |
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| 167 | // Handle the special case where the value int.MaxValue is generated. This is outside of
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| 168 | // the range of permitted values, so we therefore call Next() to try again.
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| 169 | uint rtn = _w & 0x7FFFFFFF;
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| 170 | if (rtn == 0x7FFFFFFF) {
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| 171 | return Next();
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| 172 | }
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| 173 | return (int)rtn;
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| 174 | }
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| 175 |
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| 176 | /// <summary>
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| 177 | /// Generates a random int over the range 0 to upperBound-1, and not including upperBound.
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| 178 | /// </summary>
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| 179 | public int Next(int upperBound) {
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| 180 | if (upperBound < 0) {
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| 181 | throw new ArgumentOutOfRangeException("upperBound", upperBound, "upperBound must be >=0");
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| 182 | }
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| 183 |
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| 184 | uint t = _x ^ (_x << 11);
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| 185 | _x = _y; _y = _z; _z = _w;
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| 186 |
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| 187 | // ENHANCEMENT: Can we do this without converting to a double and back again?
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| 188 | // The explicit int cast before the first multiplication gives better performance.
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| 189 | // See comments in NextDouble.
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| 190 | return (int)((REAL_UNIT_INT * (int)(0x7FFFFFFF & (_w = (_w ^ (_w >> 19)) ^ (t ^ (t >> 8))))) * upperBound);
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| 191 | }
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| 192 |
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| 193 | /// <summary>
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| 194 | /// Generates a random int over the range lowerBound to upperBound-1, and not including upperBound.
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| 195 | /// upperBound must be >= lowerBound. lowerBound may be negative.
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| 196 | /// </summary>
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| 197 | public int Next(int lowerBound, int upperBound) {
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| 198 | if (lowerBound > upperBound) {
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| 199 | throw new ArgumentOutOfRangeException("upperBound", upperBound, "upperBound must be >=lowerBound");
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| 200 | }
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| 201 |
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| 202 | uint t = _x ^ (_x << 11);
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| 203 | _x = _y; _y = _z; _z = _w;
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| 204 |
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| 205 | // The explicit int cast before the first multiplication gives better performance.
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| 206 | // See comments in NextDouble.
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| 207 | int range = upperBound - lowerBound;
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| 208 | if (range < 0) { // If range is <0 then an overflow has occured and must resort to using long integer arithmetic instead (slower).
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| 209 | // We also must use all 32 bits of precision, instead of the normal 31, which again is slower.
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| 210 | return lowerBound + (int)((REAL_UNIT_UINT * (double)(_w = (_w ^ (_w >> 19)) ^ (t ^ (t >> 8)))) * (double)((long)upperBound - (long)lowerBound));
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| 211 | }
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| 212 |
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| 213 | // 31 bits of precision will suffice if range<=int.MaxValue. This allows us to cast to an int and gain
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| 214 | // a little more performance.
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| 215 | return lowerBound + (int)((REAL_UNIT_INT * (double)(int)(0x7FFFFFFF & (_w = (_w ^ (_w >> 19)) ^ (t ^ (t >> 8))))) * (double)range);
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| 216 | }
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| 217 |
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| 218 | /// <summary>
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| 219 | /// Generates a random double. Values returned are over the range [0, 1). That is, inclusive of 0.0 and exclusive of 1.0.
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| 220 | /// </summary>
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| 221 | public double NextDouble() {
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| 222 | uint t = _x ^ (_x << 11);
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| 223 | _x = _y; _y = _z; _z = _w;
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| 224 |
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| 225 | // Here we can gain a 2x speed improvement by generating a value that can be cast to
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| 226 | // an int instead of the more easily available uint. If we then explicitly cast to an
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| 227 | // int the compiler will then cast the int to a double to perform the multiplication,
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| 228 | // this final cast is a lot faster than casting from a uint to a double. The extra cast
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| 229 | // to an int is very fast (the allocated bits remain the same) and so the overall effect
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| 230 | // of the extra cast is a significant performance improvement.
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| 231 | //
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| 232 | // Also note that the loss of one bit of precision is equivalent to what occurs within
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| 233 | // System.Random.
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| 234 | return REAL_UNIT_INT * (int)(0x7FFFFFFF & (_w = (_w ^ (_w >> 19)) ^ (t ^ (t >> 8))));
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| 235 | }
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| 236 |
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| 237 | /// <summary>
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| 238 | /// Fills the provided byte array with random bytes.
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| 239 | /// This method is functionally equivalent to System.Random.NextBytes().
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| 240 | /// </summary>
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| 241 | public void NextBytes(byte[] buffer) {
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| 242 | // Fill up the bulk of the buffer in chunks of 4 bytes at a time.
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| 243 | uint x = this._x, y = this._y, z = this._z, w = this._w;
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| 244 | int i = 0;
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| 245 | uint t;
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| 246 | for (int bound = buffer.Length - 3; i < bound; ) {
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| 247 | // Generate 4 bytes.
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| 248 | // Increased performance is achieved by generating 4 random bytes per loop.
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| 249 | // Also note that no mask needs to be applied to zero out the higher order bytes before
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| 250 | // casting because the cast ignores thos bytes. Thanks to Stefan Trosch�tz for pointing this out.
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| 251 | t = x ^ (x << 11);
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| 252 | x = y; y = z; z = w;
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| 253 | w = (w ^ (w >> 19)) ^ (t ^ (t >> 8));
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| 254 |
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| 255 | buffer[i++] = (byte)w;
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| 256 | buffer[i++] = (byte)(w >> 8);
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| 257 | buffer[i++] = (byte)(w >> 16);
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| 258 | buffer[i++] = (byte)(w >> 24);
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| 259 | }
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| 260 |
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| 261 | // Fill up any remaining bytes in the buffer.
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| 262 | if (i < buffer.Length) {
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| 263 | // Generate 4 bytes.
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| 264 | t = x ^ (x << 11);
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| 265 | x = y; y = z; z = w;
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| 266 | w = (w ^ (w >> 19)) ^ (t ^ (t >> 8));
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| 267 |
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| 268 | buffer[i++] = (byte)w;
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| 269 | if (i < buffer.Length) {
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| 270 | buffer[i++] = (byte)(w >> 8);
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| 271 | if (i < buffer.Length) {
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| 272 | buffer[i++] = (byte)(w >> 16);
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| 273 | if (i < buffer.Length) {
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| 274 | buffer[i] = (byte)(w >> 24);
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| 275 | }
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| 276 | }
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| 277 | }
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| 278 | }
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| 279 | this._x = x; this._y = y; this._z = z; this._w = w;
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| 280 | }
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| 281 |
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| 282 | ///// <summary>
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| 283 | ///// A version of NextBytes that uses a pointer to set 4 bytes of the byte buffer in one operation
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| 284 | ///// thus providing a nice speedup. The loop is also partially unrolled to allow out-of-order-execution,
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| 285 | ///// this results in about a x2 speedup on an AMD Athlon. Thus performance may vary wildly on different CPUs
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| 286 | ///// depending on the number of execution units available.
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| 287 | /////
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| 288 | ///// Another significant speedup is obtained by setting the 4 bytes by indexing pDWord (e.g. pDWord[i++]=_w)
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| 289 | ///// instead of dereferencing it (e.g. *pDWord++=_w).
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| 290 | /////
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| 291 | ///// Note that this routine requires the unsafe compilation flag to be specified and so is commented out by default.
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| 292 | ///// </summary>
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| 293 | ///// <param name="buffer"></param>
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| 294 | // public unsafe void NextBytesUnsafe(byte[] buffer)
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| 295 | // {
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| 296 | // if(buffer.Length % 8 != 0)
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| 297 | // throw new ArgumentException("Buffer length must be divisible by 8", "buffer");
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| 298 | //
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| 299 | // uint _x=this._x, _y=this._y, _z=this._z, _w=this._w;
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| 300 | //
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| 301 | // fixed(byte* pByte0 = buffer)
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| 302 | // {
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| 303 | // uint* pDWord = (uint*)pByte0;
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| 304 | // for(int i=0, len=buffer.Length>>2; i < len; i+=2)
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| 305 | // {
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| 306 | // uint t=(_x^(_x<<11));
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| 307 | // _x=_y; _y=_z; _z=_w;
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| 308 | // pDWord[i] = _w = (_w^(_w>>19))^(t^(t>>8));
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| 309 | //
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| 310 | // t=(_x^(_x<<11));
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| 311 | // _x=_y; _y=_z; _z=_w;
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| 312 | // pDWord[i+1] = _w = (_w^(_w>>19))^(t^(t>>8));
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| 313 | // }
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| 314 | // }
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| 315 | //
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| 316 | // this._x=_x; this._y=_y; this._z=_z; this._w=_w;
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| 317 | // }
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| 318 | #endregion
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| 319 |
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| 320 | #region Public Methods [Methods not present on System.Random]
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| 321 |
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| 322 | /// <summary>
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| 323 | /// Generates a uint. Values returned are over the full range of a uint,
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| 324 | /// uint.MinValue to uint.MaxValue, inclusive.
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| 325 | ///
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| 326 | /// This is the fastest method for generating a single random number because the underlying
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| 327 | /// random number generator algorithm generates 32 random bits that can be cast directly to
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| 328 | /// a uint.
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| 329 | /// </summary>
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| 330 | public uint NextUInt() {
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| 331 | uint t = _x ^ (_x << 11);
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| 332 | _x = _y; _y = _z; _z = _w;
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| 333 | return _w = (_w ^ (_w >> 19)) ^ (t ^ (t >> 8));
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| 334 | }
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| 335 |
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| 336 | /// <summary>
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| 337 | /// Generates a random int over the range 0 to int.MaxValue, inclusive.
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| 338 | /// This method differs from Next() only in that the range is 0 to int.MaxValue
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| 339 | /// and not 0 to int.MaxValue-1.
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| 340 | ///
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| 341 | /// The slight difference in range means this method is slightly faster than Next()
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| 342 | /// but is not functionally equivalent to System.Random.Next().
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| 343 | /// </summary>
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| 344 | public int NextInt() {
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| 345 | uint t = _x ^ (_x << 11);
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| 346 | _x = _y; _y = _z; _z = _w;
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| 347 | return (int)(0x7FFFFFFF & (_w = (_w ^ (_w >> 19)) ^ (t ^ (t >> 8))));
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| 348 | }
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| 349 |
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| 350 | /// <summary>
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| 351 | /// Generates a random double. Values returned are over the range (0, 1). That is, exclusive of both 0.0 and 1.0.
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| 352 | /// </summary>
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| 353 | public double NextDoubleNonZero() {
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| 354 | uint t = _x ^ (_x << 11);
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| 355 | _x = _y; _y = _z; _z = _w;
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| 356 |
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| 357 | // See notes on NextDouble(). Here we generate a random value from 0 to 0x7f ff ff fe, and add one
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| 358 | // to generate a random value from 1 to 0x7f ff ff ff.
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| 359 | return REAL_UNIT_INT * (int)((0x7FFFFFFE & (_w = (_w ^ (_w >> 19)) ^ (t ^ (t >> 8)))) + 1U);
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| 360 | }
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| 361 |
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| 362 | // Buffer 32 bits in bitBuffer, return 1 at a time, keep track of how many have been returned
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| 363 | // with bitMask.
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| 364 | uint _bitBuffer;
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| 365 | uint _bitMask;
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| 366 |
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| 367 | /// <summary>
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| 368 | /// Generates a single random bit.
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| 369 | /// This method's performance is improved by generating 32 bits in one operation and storing them
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| 370 | /// ready for future calls.
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| 371 | /// </summary>
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| 372 | public bool NextBool() {
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| 373 | if (0 == _bitMask) {
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| 374 | // Generate 32 more bits.
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| 375 | uint t = _x ^ (_x << 11);
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| 376 | _x = _y; _y = _z; _z = _w;
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| 377 | _bitBuffer = _w = (_w ^ (_w >> 19)) ^ (t ^ (t >> 8));
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| 378 |
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| 379 | // Reset the bitMask that tells us which bit to read next.
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| 380 | _bitMask = 0x80000000;
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| 381 | return (_bitBuffer & _bitMask) == 0;
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| 382 | }
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| 383 |
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| 384 | return (_bitBuffer & (_bitMask >>= 1)) == 0;
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| 385 | }
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| 386 |
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| 387 | // Buffer of random bytes. A single UInt32 is used to buffer 4 bytes.
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| 388 | // _byteBufferState tracks how bytes remain in the buffer, a value of
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| 389 | // zero indicates that the buffer is empty.
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| 390 | uint _byteBuffer;
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| 391 | byte _byteBufferState;
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| 392 |
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| 393 | /// <summary>
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| 394 | /// Generates a signle random byte with range [0,255].
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| 395 | /// This method's performance is improved by generating 4 bytes in one operation and storing them
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| 396 | /// ready for future calls.
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| 397 | /// </summary>
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| 398 | public byte NextByte() {
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| 399 | if (0 == _byteBufferState) {
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| 400 | // Generate 4 more bytes.
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| 401 | uint t = _x ^ (_x << 11);
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| 402 | _x = _y; _y = _z; _z = _w;
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| 403 | _byteBuffer = _w = (_w ^ (_w >> 19)) ^ (t ^ (t >> 8));
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| 404 | _byteBufferState = 0x4;
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| 405 | return (byte)_byteBuffer; // Note. Masking with 0xFF is unnecessary.
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| 406 | }
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| 407 | _byteBufferState >>= 1;
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| 408 | return (byte)(_byteBuffer >>= 1);
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| 409 | }
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| 410 |
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| 411 | #endregion
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| 412 | }
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| 413 | }
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