source: trunk/sources/HeuristicLab.ExtLibs/HeuristicLab.SimSharp/3.0.9/SimSharp-3.0.9/Random/FastRandom.cs @ 14648

/* ***************************************************************************
 * 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 <http://www.gnu.org/licenses/>.
 */

// ENHANCEMENT: Replace usages of this class with the superceding version from Math.Net.
using System;

namespace SimSharp {
  /// <summary>
  /// 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.
  /// 
  /// </summary>
  public class FastRandom : IRandom {
    #region Static Fields
    /// <summary>
    /// 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.
    /// </summary>
    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

    /// <summary>
    /// Initialises a new instance using a seed generated from the class's static seed RNG.
    /// </summary>
    public FastRandom() {
      Reinitialise(__seedRng.NextInt());
    }

    /// <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>
    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]

    /// <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>
    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>
    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);
    }

    /// <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>
    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 over the range [0, 1). That is, inclusive of 0.0 and exclusive of 1.0.
    /// </summary>
    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>
    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 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>
    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>
    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 random double. Values returned are over the range (0, 1). That is, exclusive of both 0.0 and 1.0.
    /// </summary>
    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;

    /// <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>
    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;

    /// <summary>
    /// 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.
    /// </summary>
    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
  }
}