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source: trunk/sources/HeuristicLab.Random/3.3/FastRandom.cs @ 4243

Last change on this file since 4243 was 4243, checked in by gkronber, 12 years ago

Added a memory efficient PRNG (FastRandom) and a specific operator to create new FastRandom PRNGs. #1114

File size: 13.8 KB
Line 
1using System;
2using HeuristicLab.Core;
3using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
4
5namespace HeuristicLab.Random {
6  /// <summary>
7  /// A fast random number generator for .NET
8  /// Colin Green, January 2005
9  ///
10  /// September 4th 2005
11  ///  Added NextBytesUnsafe() - commented out by default.
12  ///  Fixed bug in Reinitialise() - y,z and w variables were not being reset.
13  ///
14  /// Key points:
15  ///  1) Based on a simple and fast xor-shift pseudo random number generator (RNG) specified in:
16  ///  Marsaglia, George. (2003). Xorshift RNGs.
17  ///  http://www.jstatsoft.org/v08/i14/xorshift.pdf
18  /// 
19  ///  This particular implementation of xorshift has a period of 2^128-1. See the above paper to see
20  ///  how this can be easily extened if you need a longer period. At the time of writing I could find no
21  ///  information on the period of System.Random for comparison.
22  ///
23  ///  2) Faster than System.Random. Up to 8x faster, depending on which methods are called.
24  ///
25  ///  3) Direct replacement for System.Random. This class implements all of the methods that System.Random
26  ///  does plus some additional methods. The like named methods are functionally equivalent.
27  /// 
28  ///  4) Allows fast re-initialisation with a seed, unlike System.Random which accepts a seed at construction
29  ///  time which then executes a relatively expensive initialisation routine. This provides a vast speed improvement
30  ///  if you need to reset the pseudo-random number sequence many times, e.g. if you want to re-generate the same
31  ///  sequence many times. An alternative might be to cache random numbers in an array, but that approach is limited
32  ///  by memory capacity and the fact that you may also want a large number of different sequences cached. Each sequence
33  ///  can each be represented by a single seed value (int) when using FastRandom.
34  /// 
35  ///  Notes.
36  ///  A further performance improvement can be obtained by declaring local variables as static, thus avoiding
37  ///  re-allocation of variables on each call. However care should be taken if multiple instances of
38  ///  FastRandom are in use or if being used in a multi-threaded environment.
39  ///
40  /// August 2010:
41  ///   adapted for HeuristicLab by gkronber (cloning, persistence, IRandom interface)
42  ///   
43  /// </summary>
44  [StorableClass]
45  public class FastRandom : Item, IRandom {
46    // The +1 ensures NextDouble doesn't generate 1.0
47    private const double REAL_UNIT_INT = 1.0 / ((double)int.MaxValue + 1.0);
48    private const double REAL_UNIT_UINT = 1.0 / ((double)uint.MaxValue + 1.0);
49    private const uint Y = 842502087, Z = 3579807591, W = 273326509;
50
51    [Storable]
52    private uint x, y, z, w;
53
54    #region Constructors
55
56    /// <summary>
57    /// Initialises a new instance using time dependent seed.
58    /// </summary>
59    public FastRandom() {
60      // Initialise using the system tick count.
61      Reinitialise((int)Environment.TickCount);
62    }
63
64    /// <summary>
65    /// Initialises a new instance using an int value as seed.
66    /// This constructor signature is provided to maintain compatibility with
67    /// System.Random
68    /// </summary>
69    public FastRandom(int seed) {
70      Reinitialise(seed);
71    }
72
73    #endregion
74
75    #region Public Methods [Reinitialisation]
76
77    /// <summary>
78    /// Reinitialises using an int value as a seed.
79    /// </summary>
80    /// <param name="seed"></param>
81    public void Reinitialise(int seed) {
82      // The only stipulation stated for the xorshift RNG is that at least one of
83      // the seeds x,y,z,w is non-zero. We fulfill that requirement by only allowing
84      // resetting of the x seed
85      x = (uint)seed;
86      y = Y;
87      z = Z;
88      w = W;
89    }
90
91    #endregion
92
93    #region Public Methods [System.Random functionally equivalent methods]
94
95    /// <summary>
96    /// Generates a random int over the range 0 to int.MaxValue-1.
97    /// MaxValue is not generated in order to remain functionally equivalent to System.Random.Next().
98    /// This does slightly eat into some of the performance gain over System.Random, but not much.
99    /// For better performance see:
100    ///
101    /// Call NextInt() for an int over the range 0 to int.MaxValue.
102    ///
103    /// Call NextUInt() and cast the result to an int to generate an int over the full Int32 value range
104    /// including negative values.
105    /// </summary>
106    /// <returns></returns>
107    public int Next() {
108      uint t = (x ^ (x << 11));
109      x = y; y = z; z = w;
110      w = (w ^ (w >> 19)) ^ (t ^ (t >> 8));
111
112      // Handle the special case where the value int.MaxValue is generated. This is outside of
113      // the range of permitted values, so we therefore call Next() to try again.
114      uint rtn = w & 0x7FFFFFFF;
115      if (rtn == 0x7FFFFFFF)
116        return Next();
117      return (int)rtn;
118    }
119
120    /// <summary>
121    /// Generates a random int over the range 0 to upperBound-1, and not including upperBound.
122    /// </summary>
123    /// <param name="upperBound"></param>
124    /// <returns></returns>
125    public int Next(int upperBound) {
126      if (upperBound < 0)
127        throw new ArgumentOutOfRangeException("upperBound", upperBound, "upperBound must be >=0");
128
129      uint t = (x ^ (x << 11));
130      x = y; y = z; z = w;
131
132      // The explicit int cast before the first multiplication gives better performance.
133      // See comments in NextDouble.
134      return (int)((REAL_UNIT_INT * (int)(0x7FFFFFFF & (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8))))) * upperBound);
135    }
136
137    /// <summary>
138    /// Generates a random int over the range lowerBound to upperBound-1, and not including upperBound.
139    /// upperBound must be >= lowerBound. lowerBound may be negative.
140    /// </summary>
141    /// <param name="lowerBound"></param>
142    /// <param name="upperBound"></param>
143    /// <returns></returns>
144    public int Next(int lowerBound, int upperBound) {
145      if (lowerBound > upperBound)
146        throw new ArgumentOutOfRangeException("upperBound", upperBound, "upperBound must be >=lowerBound");
147
148      uint t = (x ^ (x << 11));
149      x = y; y = z; z = w;
150
151      // The explicit int cast before the first multiplication gives better performance.
152      // See comments in NextDouble.
153      int range = upperBound - lowerBound;
154      if (range < 0) {  // If range is <0 then an overflow has occured and must resort to using long integer arithmetic instead (slower).
155        // We also must use all 32 bits of precision, instead of the normal 31, which again is slower. 
156        return lowerBound + (int)((REAL_UNIT_UINT * (double)(w = (w ^ (w >> 19)) ^ (t ^ (t >> 8)))) * (double)((long)upperBound - (long)lowerBound));
157      }
158
159      // 31 bits of precision will suffice if range<=int.MaxValue. This allows us to cast to an int and gain
160      // a little more performance.
161      return lowerBound + (int)((REAL_UNIT_INT * (double)(int)(0x7FFFFFFF & (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8))))) * (double)range);
162    }
163
164    /// <summary>
165    /// Generates a random double. Values returned are from 0.0 up to but not including 1.0.
166    /// </summary>
167    /// <returns></returns>
168    public double NextDouble() {
169      uint t = (x ^ (x << 11));
170      x = y; y = z; z = w;
171
172      // Here we can gain a 2x speed improvement by generating a value that can be cast to
173      // an int instead of the more easily available uint. If we then explicitly cast to an
174      // int the compiler will then cast the int to a double to perform the multiplication,
175      // this final cast is a lot faster than casting from a uint to a double. The extra cast
176      // to an int is very fast (the allocated bits remain the same) and so the overall effect
177      // of the extra cast is a significant performance improvement.
178      //
179      // Also note that the loss of one bit of precision is equivalent to what occurs within
180      // System.Random.
181      return (REAL_UNIT_INT * (int)(0x7FFFFFFF & (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8)))));
182    }
183
184
185    /// <summary>
186    /// Fills the provided byte array with random bytes.
187    /// This method is functionally equivalent to System.Random.NextBytes().
188    /// </summary>
189    /// <param name="buffer"></param>
190    public void NextBytes(byte[] buffer) {
191      // Fill up the bulk of the buffer in chunks of 4 bytes at a time.
192      uint x = this.x, y = this.y, z = this.z, w = this.w;
193      int i = 0;
194      uint t;
195      for (int bound = buffer.Length - 3; i < bound; ) {
196        // Generate 4 bytes.
197        // Increased performance is achieved by generating 4 random bytes per loop.
198        // Also note that no mask needs to be applied to zero out the higher order bytes before
199        // casting because the cast ignores thos bytes. Thanks to Stefan Trosch�tz for pointing this out.
200        t = (x ^ (x << 11));
201        x = y; y = z; z = w;
202        w = (w ^ (w >> 19)) ^ (t ^ (t >> 8));
203
204        buffer[i++] = (byte)w;
205        buffer[i++] = (byte)(w >> 8);
206        buffer[i++] = (byte)(w >> 16);
207        buffer[i++] = (byte)(w >> 24);
208      }
209
210      // Fill up any remaining bytes in the buffer.
211      if (i < buffer.Length) {
212        // Generate 4 bytes.
213        t = (x ^ (x << 11));
214        x = y; y = z; z = w;
215        w = (w ^ (w >> 19)) ^ (t ^ (t >> 8));
216
217        buffer[i++] = (byte)w;
218        if (i < buffer.Length) {
219          buffer[i++] = (byte)(w >> 8);
220          if (i < buffer.Length) {
221            buffer[i++] = (byte)(w >> 16);
222            if (i < buffer.Length) {
223              buffer[i] = (byte)(w >> 24);
224            }
225          }
226        }
227      }
228      this.x = x; this.y = y; this.z = z; this.w = w;
229    }
230
231
232    //    /// <summary>
233    //    /// A version of NextBytes that uses a pointer to set 4 bytes of the byte buffer in one operation
234    //    /// thus providing a nice speedup. The loop is also partially unrolled to allow out-of-order-execution,
235    //    /// this results in about a x2 speedup on an AMD Athlon. Thus performance may vary wildly on different CPUs
236    //    /// depending on the number of execution units available.
237    //    ///
238    //    /// Another significant speedup is obtained by setting the 4 bytes by indexing pDWord (e.g. pDWord[i++]=w)
239    //    /// instead of adjusting it dereferencing it (e.g. *pDWord++=w).
240    //    ///
241    //    /// Note that this routine requires the unsafe compilation flag to be specified and so is commented out by default.
242    //    /// </summary>
243    //    /// <param name="buffer"></param>
244    //    public unsafe void NextBytesUnsafe(byte[] buffer)
245    //    {
246    //      if(buffer.Length % 8 != 0)
247    //        throw new ArgumentException("Buffer length must be divisible by 8", "buffer");
248    //
249    //      uint x=this.x, y=this.y, z=this.z, w=this.w;
250    //     
251    //      fixed(byte* pByte0 = buffer)
252    //      {
253    //        uint* pDWord = (uint*)pByte0;
254    //        for(int i=0, len=buffer.Length>>2; i < len; i+=2)
255    //        {
256    //          uint t=(x^(x<<11));
257    //          x=y; y=z; z=w;
258    //          pDWord[i] = w = (w^(w>>19))^(t^(t>>8));
259    //
260    //          t=(x^(x<<11));
261    //          x=y; y=z; z=w;
262    //          pDWord[i+1] = w = (w^(w>>19))^(t^(t>>8));
263    //        }
264    //      }
265    //
266    //      this.x=x; this.y=y; this.z=z; this.w=w;
267    //    }
268
269    #endregion
270
271    #region Public Methods [Methods not present on System.Random]
272
273    /// <summary>
274    /// Generates a uint. Values returned are over the full range of a uint,
275    /// uint.MinValue to uint.MaxValue, inclusive.
276    ///
277    /// This is the fastest method for generating a single random number because the underlying
278    /// random number generator algorithm generates 32 random bits that can be cast directly to
279    /// a uint.
280    /// </summary>
281    /// <returns></returns>
282    public uint NextUInt() {
283      uint t = (x ^ (x << 11));
284      x = y; y = z; z = w;
285      return (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8)));
286    }
287
288    /// <summary>
289    /// Generates a random int over the range 0 to int.MaxValue, inclusive.
290    /// This method differs from Next() only in that the range is 0 to int.MaxValue
291    /// and not 0 to int.MaxValue-1.
292    ///
293    /// The slight difference in range means this method is slightly faster than Next()
294    /// but is not functionally equivalent to System.Random.Next().
295    /// </summary>
296    /// <returns></returns>
297    public int NextInt() {
298      uint t = (x ^ (x << 11));
299      x = y; y = z; z = w;
300      return (int)(0x7FFFFFFF & (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8))));
301    }
302
303    /// <summary>
304    /// Generates a single random bit.
305    /// This method's performance is improved by generating 32 bits in one operation and storing them
306    /// ready for future calls.
307    /// </summary>
308    /// <returns></returns>
309    public bool NextBool() {
310      if (bitMask == 1) {
311        // Generate 32 more bits.
312        uint t = (x ^ (x << 11));
313        x = y; y = z; z = w;
314        bitBuffer = w = (w ^ (w >> 19)) ^ (t ^ (t >> 8));
315
316        // Reset the bitMask that tells us which bit to read next.
317        bitMask = 0x80000000;
318        return (bitBuffer & bitMask) == 0;
319      }
320      return (bitBuffer & (bitMask >>= 1)) == 0;
321    }           
322    // Buffer 32 bits in bitBuffer, return 1 at a time, keep track of how many have been returned
323    // with bitBufferIdx.
324    [Storable]
325    private uint bitBuffer;
326    [Storable]
327    private uint bitMask = 1;
328
329
330    #endregion   
331
332    #region IRandom Members
333
334    public void Reset() {
335      Reinitialise((int)Environment.TickCount);
336    }
337
338    public void Reset(int seed) {
339      Reinitialise(seed);
340    }
341
342    #endregion   
343
344    public override Common.IDeepCloneable Clone(Common.Cloner cloner) {
345      FastRandom clone = (FastRandom)base.Clone(cloner);
346      clone.x = x;
347      clone.y = y;
348      clone.z = z;
349      clone.w = w;
350      clone.bitBuffer = bitBuffer;
351      clone.bitMask = bitMask;
352      return clone;
353    }
354  }
355}
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