/* ***************************************************************************
* 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
}
}