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source: trunk/sources/HeuristicLab.Random/3.3/FastRandom.cs @ 4412

Last change on this file since 4412 was 4258, checked in by swagner, 14 years ago

Worked in integration of FastRandom PRNG (#1114)

File size: 14.2 KB
Line 
1using System;
2using HeuristicLab.Common;
3using HeuristicLab.Core;
4using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
5
6namespace HeuristicLab.Random {
7  /// <summary>
8  /// A fast random number generator for .NET
9  /// Colin Green, January 2005
10  ///
11  /// September 4th 2005
12  ///  Added NextBytesUnsafe() - commented out by default.
13  ///  Fixed bug in Reinitialise() - y,z and w variables were not being reset.
14  ///
15  /// Key points:
16  ///  1) Based on a simple and fast xor-shift pseudo random number generator (RNG) specified in:
17  ///  Marsaglia, George. (2003). Xorshift RNGs.
18  ///  http://www.jstatsoft.org/v08/i14/xorshift.pdf
19  /// 
20  ///  This particular implementation of xorshift has a period of 2^128-1. See the above paper to see
21  ///  how this can be easily extened if you need a longer period. At the time of writing I could find no
22  ///  information on the period of System.Random for comparison.
23  ///
24  ///  2) Faster than System.Random. Up to 8x faster, depending on which methods are called.
25  ///
26  ///  3) Direct replacement for System.Random. This class implements all of the methods that System.Random
27  ///  does plus some additional methods. The like named methods are functionally equivalent.
28  /// 
29  ///  4) Allows fast re-initialisation with a seed, unlike System.Random which accepts a seed at construction
30  ///  time which then executes a relatively expensive initialisation routine. This provides a vast speed improvement
31  ///  if you need to reset the pseudo-random number sequence many times, e.g. if you want to re-generate the same
32  ///  sequence many times. An alternative might be to cache random numbers in an array, but that approach is limited
33  ///  by memory capacity and the fact that you may also want a large number of different sequences cached. Each sequence
34  ///  can each be represented by a single seed value (int) when using FastRandom.
35  /// 
36  ///  Notes.
37  ///  A further performance improvement can be obtained by declaring local variables as static, thus avoiding
38  ///  re-allocation of variables on each call. However care should be taken if multiple instances of
39  ///  FastRandom are in use or if being used in a multi-threaded environment.
40  ///
41  /// August 2010:
42  ///   adapted for HeuristicLab by gkronber (cloning, persistence, IRandom interface)
43  ///   
44  /// </summary>
45  [StorableClass]
46  public sealed class FastRandom : Item, IRandom {
47    // The +1 ensures NextDouble doesn't generate 1.0
48    private const double REAL_UNIT_INT = 1.0 / ((double)int.MaxValue + 1.0);
49    private const double REAL_UNIT_UINT = 1.0 / ((double)uint.MaxValue + 1.0);
50    private const uint Y = 842502087, Z = 3579807591, W = 273326509;
51
52    [Storable]
53    private uint x, y, z, w;
54
55    #region Constructors
56
57    /// <summary>
58    /// Initialises a new instance using time dependent seed.
59    /// </summary>
60    public FastRandom() {
61      // Initialise using the system tick count.
62      Reinitialise((int)Environment.TickCount);
63    }
64
65    /// <summary>
66    /// Initialises a new instance using an int value as seed.
67    /// This constructor signature is provided to maintain compatibility with
68    /// System.Random
69    /// </summary>
70    public FastRandom(int seed) {
71      Reinitialise(seed);
72    }
73
74    /// <summary>
75    /// Used by HeuristicLab.Persistence to initialize new instances during deserialization.
76    /// </summary>
77    /// <param name="deserializing">true, if the constructor is called during deserialization.</param>
78    [StorableConstructor]
79    private FastRandom(bool deserializing) : base(deserializing) { }
80
81    #endregion
82
83    #region Public Methods [Reinitialisation]
84
85    /// <summary>
86    /// Reinitialises using an int value as a seed.
87    /// </summary>
88    /// <param name="seed"></param>
89    public void Reinitialise(int seed) {
90      // The only stipulation stated for the xorshift RNG is that at least one of
91      // the seeds x,y,z,w is non-zero. We fulfill that requirement by only allowing
92      // resetting of the x seed
93      x = (uint)seed;
94      y = Y;
95      z = Z;
96      w = W;
97    }
98
99    #endregion
100
101    #region Public Methods [System.Random functionally equivalent methods]
102
103    /// <summary>
104    /// Generates a random int over the range 0 to int.MaxValue-1.
105    /// MaxValue is not generated in order to remain functionally equivalent to System.Random.Next().
106    /// This does slightly eat into some of the performance gain over System.Random, but not much.
107    /// For better performance see:
108    ///
109    /// Call NextInt() for an int over the range 0 to int.MaxValue.
110    ///
111    /// Call NextUInt() and cast the result to an int to generate an int over the full Int32 value range
112    /// including negative values.
113    /// </summary>
114    /// <returns></returns>
115    public int Next() {
116      uint t = (x ^ (x << 11));
117      x = y; y = z; z = w;
118      w = (w ^ (w >> 19)) ^ (t ^ (t >> 8));
119
120      // Handle the special case where the value int.MaxValue is generated. This is outside of
121      // the range of permitted values, so we therefore call Next() to try again.
122      uint rtn = w & 0x7FFFFFFF;
123      if (rtn == 0x7FFFFFFF)
124        return Next();
125      return (int)rtn;
126    }
127
128    /// <summary>
129    /// Generates a random int over the range 0 to upperBound-1, and not including upperBound.
130    /// </summary>
131    /// <param name="upperBound"></param>
132    /// <returns></returns>
133    public int Next(int upperBound) {
134      if (upperBound < 0)
135        throw new ArgumentOutOfRangeException("upperBound", upperBound, "upperBound must be >=0");
136
137      uint t = (x ^ (x << 11));
138      x = y; y = z; z = w;
139
140      // The explicit int cast before the first multiplication gives better performance.
141      // See comments in NextDouble.
142      return (int)((REAL_UNIT_INT * (int)(0x7FFFFFFF & (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8))))) * upperBound);
143    }
144
145    /// <summary>
146    /// Generates a random int over the range lowerBound to upperBound-1, and not including upperBound.
147    /// upperBound must be >= lowerBound. lowerBound may be negative.
148    /// </summary>
149    /// <param name="lowerBound"></param>
150    /// <param name="upperBound"></param>
151    /// <returns></returns>
152    public int Next(int lowerBound, int upperBound) {
153      if (lowerBound > upperBound)
154        throw new ArgumentOutOfRangeException("upperBound", upperBound, "upperBound must be >=lowerBound");
155
156      uint t = (x ^ (x << 11));
157      x = y; y = z; z = w;
158
159      // The explicit int cast before the first multiplication gives better performance.
160      // See comments in NextDouble.
161      int range = upperBound - lowerBound;
162      if (range < 0) {  // If range is <0 then an overflow has occured and must resort to using long integer arithmetic instead (slower).
163        // We also must use all 32 bits of precision, instead of the normal 31, which again is slower. 
164        return lowerBound + (int)((REAL_UNIT_UINT * (double)(w = (w ^ (w >> 19)) ^ (t ^ (t >> 8)))) * (double)((long)upperBound - (long)lowerBound));
165      }
166
167      // 31 bits of precision will suffice if range<=int.MaxValue. This allows us to cast to an int and gain
168      // a little more performance.
169      return lowerBound + (int)((REAL_UNIT_INT * (double)(int)(0x7FFFFFFF & (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8))))) * (double)range);
170    }
171
172    /// <summary>
173    /// Generates a random double. Values returned are from 0.0 up to but not including 1.0.
174    /// </summary>
175    /// <returns></returns>
176    public double NextDouble() {
177      uint t = (x ^ (x << 11));
178      x = y; y = z; z = w;
179
180      // Here we can gain a 2x speed improvement by generating a value that can be cast to
181      // an int instead of the more easily available uint. If we then explicitly cast to an
182      // int the compiler will then cast the int to a double to perform the multiplication,
183      // this final cast is a lot faster than casting from a uint to a double. The extra cast
184      // to an int is very fast (the allocated bits remain the same) and so the overall effect
185      // of the extra cast is a significant performance improvement.
186      //
187      // Also note that the loss of one bit of precision is equivalent to what occurs within
188      // System.Random.
189      return (REAL_UNIT_INT * (int)(0x7FFFFFFF & (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8)))));
190    }
191
192
193    /// <summary>
194    /// Fills the provided byte array with random bytes.
195    /// This method is functionally equivalent to System.Random.NextBytes().
196    /// </summary>
197    /// <param name="buffer"></param>
198    public void NextBytes(byte[] buffer) {
199      // Fill up the bulk of the buffer in chunks of 4 bytes at a time.
200      uint x = this.x, y = this.y, z = this.z, w = this.w;
201      int i = 0;
202      uint t;
203      for (int bound = buffer.Length - 3; i < bound; ) {
204        // Generate 4 bytes.
205        // Increased performance is achieved by generating 4 random bytes per loop.
206        // Also note that no mask needs to be applied to zero out the higher order bytes before
207        // casting because the cast ignores thos bytes. Thanks to Stefan Trosch�tz for pointing this out.
208        t = (x ^ (x << 11));
209        x = y; y = z; z = w;
210        w = (w ^ (w >> 19)) ^ (t ^ (t >> 8));
211
212        buffer[i++] = (byte)w;
213        buffer[i++] = (byte)(w >> 8);
214        buffer[i++] = (byte)(w >> 16);
215        buffer[i++] = (byte)(w >> 24);
216      }
217
218      // Fill up any remaining bytes in the buffer.
219      if (i < buffer.Length) {
220        // Generate 4 bytes.
221        t = (x ^ (x << 11));
222        x = y; y = z; z = w;
223        w = (w ^ (w >> 19)) ^ (t ^ (t >> 8));
224
225        buffer[i++] = (byte)w;
226        if (i < buffer.Length) {
227          buffer[i++] = (byte)(w >> 8);
228          if (i < buffer.Length) {
229            buffer[i++] = (byte)(w >> 16);
230            if (i < buffer.Length) {
231              buffer[i] = (byte)(w >> 24);
232            }
233          }
234        }
235      }
236      this.x = x; this.y = y; this.z = z; this.w = w;
237    }
238
239
240    //    /// <summary>
241    //    /// A version of NextBytes that uses a pointer to set 4 bytes of the byte buffer in one operation
242    //    /// thus providing a nice speedup. The loop is also partially unrolled to allow out-of-order-execution,
243    //    /// this results in about a x2 speedup on an AMD Athlon. Thus performance may vary wildly on different CPUs
244    //    /// depending on the number of execution units available.
245    //    ///
246    //    /// Another significant speedup is obtained by setting the 4 bytes by indexing pDWord (e.g. pDWord[i++]=w)
247    //    /// instead of adjusting it dereferencing it (e.g. *pDWord++=w).
248    //    ///
249    //    /// Note that this routine requires the unsafe compilation flag to be specified and so is commented out by default.
250    //    /// </summary>
251    //    /// <param name="buffer"></param>
252    //    public unsafe void NextBytesUnsafe(byte[] buffer)
253    //    {
254    //      if(buffer.Length % 8 != 0)
255    //        throw new ArgumentException("Buffer length must be divisible by 8", "buffer");
256    //
257    //      uint x=this.x, y=this.y, z=this.z, w=this.w;
258    //     
259    //      fixed(byte* pByte0 = buffer)
260    //      {
261    //        uint* pDWord = (uint*)pByte0;
262    //        for(int i=0, len=buffer.Length>>2; i < len; i+=2)
263    //        {
264    //          uint t=(x^(x<<11));
265    //          x=y; y=z; z=w;
266    //          pDWord[i] = w = (w^(w>>19))^(t^(t>>8));
267    //
268    //          t=(x^(x<<11));
269    //          x=y; y=z; z=w;
270    //          pDWord[i+1] = w = (w^(w>>19))^(t^(t>>8));
271    //        }
272    //      }
273    //
274    //      this.x=x; this.y=y; this.z=z; this.w=w;
275    //    }
276
277    #endregion
278
279    #region Public Methods [Methods not present on System.Random]
280
281    /// <summary>
282    /// Generates a uint. Values returned are over the full range of a uint,
283    /// uint.MinValue to uint.MaxValue, inclusive.
284    ///
285    /// This is the fastest method for generating a single random number because the underlying
286    /// random number generator algorithm generates 32 random bits that can be cast directly to
287    /// a uint.
288    /// </summary>
289    /// <returns></returns>
290    public uint NextUInt() {
291      uint t = (x ^ (x << 11));
292      x = y; y = z; z = w;
293      return (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8)));
294    }
295
296    /// <summary>
297    /// Generates a random int over the range 0 to int.MaxValue, inclusive.
298    /// This method differs from Next() only in that the range is 0 to int.MaxValue
299    /// and not 0 to int.MaxValue-1.
300    ///
301    /// The slight difference in range means this method is slightly faster than Next()
302    /// but is not functionally equivalent to System.Random.Next().
303    /// </summary>
304    /// <returns></returns>
305    public int NextInt() {
306      uint t = (x ^ (x << 11));
307      x = y; y = z; z = w;
308      return (int)(0x7FFFFFFF & (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8))));
309    }
310
311    /// <summary>
312    /// Generates a single random bit.
313    /// This method's performance is improved by generating 32 bits in one operation and storing them
314    /// ready for future calls.
315    /// </summary>
316    /// <returns></returns>
317    public bool NextBool() {
318      if (bitMask == 1) {
319        // Generate 32 more bits.
320        uint t = (x ^ (x << 11));
321        x = y; y = z; z = w;
322        bitBuffer = w = (w ^ (w >> 19)) ^ (t ^ (t >> 8));
323
324        // Reset the bitMask that tells us which bit to read next.
325        bitMask = 0x80000000;
326        return (bitBuffer & bitMask) == 0;
327      }
328      return (bitBuffer & (bitMask >>= 1)) == 0;
329    }
330    // Buffer 32 bits in bitBuffer, return 1 at a time, keep track of how many have been returned
331    // with bitBufferIdx.
332    [Storable]
333    private uint bitBuffer;
334    [Storable]
335    private uint bitMask = 1;
336
337
338    #endregion
339
340    #region IRandom Members
341
342    public void Reset() {
343      Reinitialise((int)Environment.TickCount);
344    }
345
346    public void Reset(int seed) {
347      Reinitialise(seed);
348    }
349
350    #endregion
351
352    public override IDeepCloneable Clone(Cloner cloner) {
353      FastRandom clone = (FastRandom)base.Clone(cloner);
354      clone.x = x;
355      clone.y = y;
356      clone.z = z;
357      clone.w = w;
358      clone.bitBuffer = bitBuffer;
359      clone.bitMask = bitMask;
360      return clone;
361    }
362  }
363}
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