1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2015 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 HeuristicLab.Common;
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36 | using HeuristicLab.Core;
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37 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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38 |
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39 | namespace HeuristicLab.Random {
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40 | /// <summary>
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41 | /// A 623-Dimensionally Equidistributed Uniform Pseudo-Random Number Generator.
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42 | /// </summary>
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43 | [Item("MersenneTwister", "A high-quality pseudo random number generator which creates uniformly distributed random numbers.")]
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44 | [StorableClass]
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45 | public sealed class MersenneTwister : Item, IRandom {
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46 | private const int n = 624, m = 397;
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47 |
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48 | private object locker = new object();
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49 | [Storable]
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50 | private uint[] state = new uint[n];
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51 | [Storable]
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52 | private int p = 0;
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53 | [Storable]
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54 | private bool init = false;
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55 |
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56 | /// <summary>
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57 | /// Used by HeuristicLab.Persistence to initialize new instances during deserialization.
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58 | /// </summary>
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59 | /// <param name="deserializing">true, if the constructor is called during deserialization.</param>
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60 | [StorableConstructor]
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61 | private MersenneTwister(bool deserializing) : base(deserializing) { }
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62 | /// <summary>
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63 | /// Initializes a new instance from an existing one (copy constructor).
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64 | /// </summary>
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65 | /// <param name="original">The original <see cref="MersenneTwister"/> instance which is used to initialize the new instance.</param>
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66 | /// <param name="cloner">A <see cref="Cloner"/> which is used to track all already cloned objects in order to avoid cycles.</param>
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67 | private MersenneTwister(MersenneTwister original, Cloner cloner)
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68 | : base(original, cloner) {
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69 | state = (uint[])original.state.Clone();
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70 | p = original.p;
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71 | init = original.init;
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72 | }
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73 | /// <summary>
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74 | /// Initializes a new instance of <see cref="MersenneTwister"/>.
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75 | /// </summary>
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76 | public MersenneTwister() {
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77 | if (!init) Seed((uint)DateTime.Now.Ticks);
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78 | init = true;
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79 | }
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80 | /// <summary>
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81 | /// Initializes a new instance of <see cref="MersenneTwister"/>
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82 | /// with the given seed <paramref name="s"/>.
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83 | /// </summary>
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84 | /// <param name="s">The seed with which to initialize the random number generator.</param>
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85 | public MersenneTwister(uint s) {
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86 | Seed(s);
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87 | init = true;
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88 | }
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89 | /// <summary>
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90 | /// Initializes a new instance of <see cref="MersenneTwister"/> with the given seed array.
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91 | /// </summary>
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92 | /// <param name="array">The seed array with which to initialize the random number generator.</param>
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93 | public MersenneTwister(uint[] array) {
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94 | Seed(array);
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95 | init = true;
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96 | }
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97 |
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98 | /// <summary>
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99 | /// Clones the current instance (deep clone).
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100 | /// </summary>
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101 | /// <param name="clonedObjects">Dictionary of all already cloned objects. (Needed to avoid cycles.)</param>
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102 | /// <returns>The cloned object as <see cref="MersenneTwister"/>.</returns>
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103 | public override IDeepCloneable Clone(Cloner cloner) {
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104 | return new MersenneTwister(this, cloner);
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105 | }
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106 |
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107 | /// <summary>
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108 | /// Resets the current random number generator.
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109 | /// </summary>
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110 | public void Reset() {
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111 | lock (locker)
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112 | Seed((uint)DateTime.Now.Ticks);
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113 | }
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114 | /// <summary>
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115 | /// Resets the current random number generator with the given seed <paramref name="s"/>.
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116 | /// </summary>
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117 | /// <param name="s">The seed with which to reset the current instance.</param>
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118 | public void Reset(int s) {
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119 | lock (locker)
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120 | Seed((uint)s);
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121 | }
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122 |
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123 | /// <summary>
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124 | /// Gets a new random number.
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125 | /// </summary>
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126 | /// <returns>A new int random number.</returns>
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127 | public int Next() {
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128 | lock (locker) {
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129 | return (int)(rand_int32() >> 1);
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130 | }
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131 | }
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132 | /// <summary>
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133 | /// Gets a new random number being smaller than the given <paramref name="maxVal"/>.
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134 | /// </summary>
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135 | /// <exception cref="ArgumentException">Thrown when the given maximum value is
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136 | /// smaller or equal to zero.</exception>
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137 | /// <param name="maxVal">The maximum value of the generated random number.</param>
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138 | /// <returns>A new int random number.</returns>
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139 | public int Next(int maxVal) {
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140 | lock (locker) {
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141 | if (maxVal <= 0)
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142 | throw new ArgumentException("The interval [0, " + maxVal + ") is empty");
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143 | int limit = (Int32.MaxValue / maxVal) * maxVal;
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144 | int value = Next();
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145 | while (value >= limit) value = Next();
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146 | return value % maxVal;
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147 | }
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148 | }
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149 | /// <summary>
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150 | /// Gets a new random number being in the given interval <paramref name="minVal"/> and
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151 | /// <paramref name="maxVal"/>.
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152 | /// </summary>
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153 | /// <param name="minVal">The minimum value of the generated random number.</param>
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154 | /// <param name="maxVal">The maximum value of the generated random number.</param>
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155 | /// <returns>A new int random number.</returns>
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156 | public int Next(int minVal, int maxVal) {
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157 | lock (locker) {
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158 | if (maxVal <= minVal)
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159 | throw new ArgumentException("The interval [" + minVal + ", " + maxVal + ") is empty");
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160 | return Next(maxVal - minVal) + minVal;
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161 | }
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162 | }
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163 | /// <summary>
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164 | /// Gets a new double random variable.
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165 | /// </summary>
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166 | /// <returns></returns>
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167 | public double NextDouble() {
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168 | lock (locker) {
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169 | return rand_double53();
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170 | }
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171 | }
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172 |
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173 | #region Seed Methods
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174 | /// <summary>
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175 | /// Initializes current instance with random seed.
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176 | /// </summary>
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177 | /// <param name="s">A starting seed.</param>
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178 | public void Seed(uint s) {
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179 | state[0] = s & 0xFFFFFFFFU;
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180 | for (int i = 1; i < n; ++i) {
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181 | state[i] = 1812433253U * (state[i - 1] ^ (state[i - 1] >> 30)) + (uint)i;
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182 | state[i] &= 0xFFFFFFFFU;
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183 | }
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184 | p = n;
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185 | }
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186 | /// <summary>
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187 | /// Initializes current instance with random seed.
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188 | /// </summary>
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189 | /// <param name="array">A starting seed array.</param>
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190 | public void Seed(uint[] array) {
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191 | Seed(19650218U);
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192 | int i = 1, j = 0;
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193 | for (int k = ((n > array.Length) ? n : array.Length); k > 0; --k) {
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194 | state[i] = (state[i] ^ ((state[i - 1] ^ (state[i - 1] >> 30)) * 1664525U))
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195 | + array[j] + (uint)j;
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196 | state[i] &= 0xFFFFFFFFU;
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197 | ++j;
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198 | j %= array.Length;
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199 | if ((++i) == n) { state[0] = state[n - 1]; i = 1; }
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200 | }
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201 | for (int k = n - 1; k > 0; --k) {
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202 | state[i] = (state[i] ^ ((state[i - 1] ^ (state[i - 1] >> 30)) * 1566083941U)) - (uint)i;
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203 | state[i] &= 0xFFFFFFFFU;
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204 | if ((++i) == n) { state[0] = state[n - 1]; i = 1; }
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205 | }
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206 | state[0] = 0x80000000U;
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207 | p = n;
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208 | }
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209 | #endregion
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210 |
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211 | #region Random Number Generation Methods
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212 | private uint rand_int32() {
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213 | if (p == n) gen_state();
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214 | uint x = state[p++];
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215 | x ^= (x >> 11);
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216 | x ^= (x << 7) & 0x9D2C5680U;
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217 | x ^= (x << 15) & 0xEFC60000U;
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218 | return x ^ (x >> 18);
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219 | }
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220 | private double rand_double() { // interval [0, 1)
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221 | return ((double)rand_int32()) * (1.0 / 4294967296.0);
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222 | }
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223 | private double rand_double_closed() { // interval [0, 1]
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224 | return ((double)rand_int32()) * (1.0 / 4294967295.0);
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225 | }
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226 | private double rand_double_open() { // interval (0, 1)
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227 | return (((double)rand_int32()) + 0.5) * (1.0 / 4294967296.0);
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228 | }
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229 | private double rand_double53() { // 53 bit resolution, interval [0, 1)
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230 | return (((double)(rand_int32() >> 5)) * 67108864.0 +
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231 | ((double)(rand_int32() >> 6))) * (1.0 / 9007199254740992.0);
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232 | }
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233 | #endregion
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234 |
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235 | #region Private Helper Methods
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236 | private uint twiddle(uint u, uint v) {
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237 | return (((u & 0x80000000U) | (v & 0x7FFFFFFFU)) >> 1)
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238 | ^ (((v & 1U) != 0) ? 0x9908B0DFU : 0x0U);
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239 | }
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240 | private void gen_state() {
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241 | for (int i = 0; i < (n - m); ++i)
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242 | state[i] = state[i + m] ^ twiddle(state[i], state[i + 1]);
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243 | for (int i = n - m; i < (n - 1); ++i)
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244 | state[i] = state[i + m - n] ^ twiddle(state[i], state[i + 1]);
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245 | state[n - 1] = state[m - 1] ^ twiddle(state[n - 1], state[0]);
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246 | p = 0; // reset position
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247 | }
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248 | #endregion
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249 | }
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250 | }
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