1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2008 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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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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35 | using System.Collections.Generic;
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36 | using System.Text;
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37 | using System.Xml;
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38 | using HeuristicLab.Core;
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39 |
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40 | namespace HeuristicLab.Random {
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41 | /// <summary>
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42 | /// A 623-Dimensionally Equidistributed Uniform Pseudo-Random Number Generator.
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43 | /// </summary>
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44 | public class MersenneTwister : ItemBase, IRandom {
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45 | private const int n = 624, m = 397;
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46 |
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47 | private object locker = new object();
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48 | private uint[] state = new uint[n];
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49 | private int p = 0;
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50 | private bool init = false;
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51 |
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52 | /// <summary>
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53 | /// Initializes a new instance of <see cref="MersenneTwister"/>.
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54 | /// </summary>
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55 | public MersenneTwister() {
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56 | if (!init) seed((uint)DateTime.Now.Ticks);
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57 | init = true;
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58 | }
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59 | /// <summary>
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60 | /// Initializes a new instance of <see cref="MersenneTwister"/>
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61 | /// with the given seed <paramref name="s"/>.
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62 | /// </summary>
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63 | /// <param name="s">The seed with which to initialize the random number generator.</param>
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64 | public MersenneTwister(uint s) {
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65 | seed(s);
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66 | init = true;
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67 | }
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68 | /// <summary>
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69 | /// Initializes a new instance of <see cref="MersenneTwister"/> with the given seed array.
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70 | /// </summary>
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71 | /// <param name="array">The seed array with which to initialize the random number generator.</param>
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72 | public MersenneTwister(uint[] array) {
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73 | seed(array);
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74 | init = true;
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75 | }
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76 |
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77 | /// <summary>
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78 | /// Clones the current instance (deep clone).
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79 | /// </summary>
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80 | /// <param name="clonedObjects">Dictionary of all already cloned objects. (Needed to avoid cycles.)</param>
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81 | /// <returns>The cloned object as <see cref="MersenneTwister"/>.</returns>
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82 | public override object Clone(IDictionary<Guid, object> clonedObjects) {
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83 | MersenneTwister clone = new MersenneTwister();
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84 | clonedObjects.Add(Guid, clone);
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85 | clone.state = (uint[])state.Clone();
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86 | clone.p = p;
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87 | clone.init = init;
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88 | return clone;
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89 | }
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90 |
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91 | /// <summary>
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92 | /// Resets the current random number generator.
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93 | /// </summary>
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94 | public void Reset() {
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95 | lock (locker)
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96 | seed((uint)DateTime.Now.Ticks);
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97 | }
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98 | /// <summary>
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99 | /// Resets the current random number generator with the given seed <paramref name="s"/>.
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100 | /// </summary>
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101 | /// <param name="s">The seed with which to reset the current instance.</param>
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102 | public void Reset(int s) {
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103 | lock (locker)
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104 | seed((uint)s);
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105 | }
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106 |
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107 | /// <summary>
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108 | /// Gets a new random number.
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109 | /// </summary>
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110 | /// <returns>A new int random number.</returns>
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111 | public int Next() {
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112 | lock (locker) {
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113 | return (int)(rand_int32() >> 1);
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114 | }
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115 | }
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116 | /// <summary>
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117 | /// Gets a new random number being smaller than the given <paramref name="maxVal"/>.
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118 | /// </summary>
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119 | /// <exception cref="ArgumentException">Thrown when the given maximum value is
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120 | /// smaller or equal to zero.</exception>
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121 | /// <param name="maxVal">The maximum value of the generated random number.</param>
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122 | /// <returns>A new int random number.</returns>
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123 | public int Next(int maxVal) {
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124 | lock (locker) {
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125 | if (maxVal <= 0)
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126 | throw new ArgumentException("The interval [0, " + maxVal + ") is empty");
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127 | int limit = (Int32.MaxValue / maxVal) * maxVal;
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128 | int value = Next();
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129 | while (value >= limit) value = Next();
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130 | return value % maxVal;
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131 | }
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132 | }
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133 | /// <summary>
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134 | /// Gets a new random number being in the given interval <paramref name="minVal"/> and
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135 | /// <paramref name="maxVal"/>.
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136 | /// </summary>
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137 | /// <param name="minVal">The minimum value of the generated random number.</param>
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138 | /// <param name="maxVal">The maximum value of the generated random number.</param>
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139 | /// <returns>A new int random number.</returns>
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140 | public int Next(int minVal, int maxVal) {
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141 | lock (locker) {
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142 | if (maxVal <= minVal)
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143 | throw new ArgumentException("The interval [" + minVal + ", " + maxVal + ") is empty");
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144 | return Next(maxVal - minVal) + minVal;
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145 | }
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146 | }
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147 | /// <summary>
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148 | /// Gets a new double random variable.
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149 | /// </summary>
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150 | /// <returns></returns>
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151 | public double NextDouble() {
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152 | lock (locker) {
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153 | return rand_double53();
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154 | }
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155 | }
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156 |
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157 | #region Persistence Methods
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158 | /// <summary>
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159 | /// Saves the current instance as <see cref="XmlNode"/> in the specified <paramref name="document"/>.
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160 | /// </summary>
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161 | /// <remarks>The state(s) are saved as child node with the tag <c>State</c>, each state separaated with
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162 | /// a semicolon. Also the elements <c>p</c> and the <c>init</c> flag are saved as child nodes with
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163 | /// tag names <c>P</c> and <c>Init</c> respectively.</remarks>
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164 | /// <param name="name">The (tag)name of the <see cref="XmlNode"/>.</param>
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165 | /// <param name="document">The <see cref="XmlDocument"/> where the data is saved.</param>
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166 | /// <param name="persistedObjects">A dictionary of all already persisted objects. (Needed to avoid cycles.)</param>
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167 | /// <returns>The saved <see cref="XmlNode"/>.</returns>
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168 | public override XmlNode GetXmlNode(string name, XmlDocument document, IDictionary<Guid,IStorable> persistedObjects) {
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169 | XmlNode node = base.GetXmlNode(name, document, persistedObjects);
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170 |
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171 | StringBuilder builder = new StringBuilder();
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172 | builder.Append(state[0]);
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173 | for (int i = 1; i < state.Length; i++) {
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174 | builder.Append(';');
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175 | builder.Append(state[i]);
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176 | }
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177 | XmlNode stateNode = document.CreateNode(XmlNodeType.Element, "State", null);
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178 | stateNode.InnerText = builder.ToString();
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179 | node.AppendChild(stateNode);
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180 |
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181 | XmlNode pNode = document.CreateNode(XmlNodeType.Element, "P", null);
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182 | pNode.InnerText = p.ToString();
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183 | node.AppendChild(pNode);
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184 |
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185 | XmlNode initNode = document.CreateNode(XmlNodeType.Element, "Init", null);
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186 | initNode.InnerText = init.ToString();
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187 | node.AppendChild(initNode);
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188 |
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189 | return node;
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190 | }
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191 | /// <summary>
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192 | /// Loads the persisted random number generator from the specified <paramref name="node"/>.
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193 | /// </summary>
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194 | /// <remarks>The elements of the current instance must be saved in a special way, see
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195 | /// <see cref="GetXmlNode"/>.</remarks>
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196 | /// <param name="node">The <see cref="XmlNode"/> where the instance is saved.</param>
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197 | /// <param name="restoredObjects">The dictionary of all already restored objects. (Needed to avoid cycles.)</param>
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198 | public override void Populate(XmlNode node, IDictionary<Guid,IStorable> restoredObjects) {
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199 | base.Populate(node, restoredObjects);
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200 |
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201 | string stateString = node.SelectSingleNode("State").InnerText;
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202 | string[] tokens = stateString.Split(';');
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203 | for (int i = 0; i < tokens.Length; i++)
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204 | state[i] = uint.Parse(tokens[i]);
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205 | p = int.Parse(node.SelectSingleNode("P").InnerText);
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206 | init = bool.Parse(node.SelectSingleNode("Init").InnerText);
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207 | }
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208 | #endregion
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209 |
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210 | #region Seed Methods
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211 | /// <summary>
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212 | /// Initializes current instance with random seed.
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213 | /// </summary>
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214 | /// <param name="s">A starting seed.</param>
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215 | public void seed(uint s) {
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216 | state[0] = s & 0xFFFFFFFFU;
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217 | for (int i = 1; i < n; ++i) {
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218 | state[i] = 1812433253U * (state[i - 1] ^ (state[i - 1] >> 30)) + (uint)i;
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219 | state[i] &= 0xFFFFFFFFU;
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220 | }
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221 | p = n;
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222 | }
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223 | /// <summary>
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224 | /// Initializes current instance with random seed.
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225 | /// </summary>
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226 | /// <param name="array">A starting seed array.</param>
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227 | public void seed(uint[] array) {
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228 | seed(19650218U);
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229 | int i = 1, j = 0;
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230 | for (int k = ((n > array.Length) ? n : array.Length); k > 0; --k) {
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231 | state[i] = (state[i] ^ ((state[i - 1] ^ (state[i - 1] >> 30)) * 1664525U))
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232 | + array[j] + (uint)j;
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233 | state[i] &= 0xFFFFFFFFU;
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234 | ++j;
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235 | j %= array.Length;
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236 | if ((++i) == n) { state[0] = state[n - 1]; i = 1; }
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237 | }
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238 | for (int k = n - 1; k > 0; --k) {
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239 | state[i] = (state[i] ^ ((state[i - 1] ^ (state[i - 1] >> 30)) * 1566083941U)) - (uint)i;
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240 | state[i] &= 0xFFFFFFFFU;
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241 | if ((++i) == n) { state[0] = state[n - 1]; i = 1; }
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242 | }
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243 | state[0] = 0x80000000U;
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244 | p = n;
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245 | }
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246 | #endregion
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247 |
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248 | #region Random Number Generation Methods
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249 | private uint rand_int32() {
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250 | if (p == n) gen_state();
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251 | uint x = state[p++];
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252 | x ^= (x >> 11);
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253 | x ^= (x << 7) & 0x9D2C5680U;
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254 | x ^= (x << 15) & 0xEFC60000U;
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255 | return x ^ (x >> 18);
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256 | }
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257 | private double rand_double() { // interval [0, 1)
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258 | return ((double)rand_int32()) * (1.0 / 4294967296.0);
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259 | }
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260 | private double rand_double_closed() { // interval [0, 1]
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261 | return ((double)rand_int32()) * (1.0 / 4294967295.0);
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262 | }
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263 | private double rand_double_open() { // interval (0, 1)
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264 | return (((double)rand_int32()) + 0.5) * (1.0 / 4294967296.0);
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265 | }
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266 | private double rand_double53() { // 53 bit resolution, interval [0, 1)
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267 | return (((double)(rand_int32() >> 5)) * 67108864.0 +
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268 | ((double)(rand_int32() >> 6))) * (1.0 / 9007199254740992.0);
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269 | }
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270 | #endregion
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271 |
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272 | #region Private Helper Methods
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273 | private uint twiddle(uint u, uint v) {
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274 | return (((u & 0x80000000U) | (v & 0x7FFFFFFFU)) >> 1)
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275 | ^ (((v & 1U) != 0) ? 0x9908B0DFU : 0x0U);
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276 | }
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277 | private void gen_state() {
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278 | for (int i = 0; i < (n - m); ++i)
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279 | state[i] = state[i + m] ^ twiddle(state[i], state[i + 1]);
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280 | for (int i = n - m; i < (n - 1); ++i)
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281 | state[i] = state[i + m - n] ^ twiddle(state[i], state[i + 1]);
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282 | state[n - 1] = state[m - 1] ^ twiddle(state[n - 1], state[0]);
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283 | p = 0; // reset position
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284 | }
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285 | #endregion
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286 | }
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287 | }
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