using System; using HeuristicLab.Common; using HeuristicLab.Core; using HEAL.Attic; namespace HeuristicLab.Random { /// /// A fast random number generator for .NET /// Colin Green, January 2005 /// /// September 4th 2005 /// Added NextBytesUnsafe() - commented out by default. /// Fixed bug in Reinitialise() - y,z and w variables were not being reset. /// /// 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/xorshift.pdf /// /// 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 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 each 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. /// /// August 2010: /// adapted for HeuristicLab by gkronber (cloning, persistence, IRandom interface) /// /// [StorableType("BC86BFF3-80B5-4C77-9D8C-B29576032634")] public sealed class FastRandom : Item, IRandom { // The +1 ensures NextDouble doesn't generate 1.0 private const double REAL_UNIT_INT = 1.0 / ((double)int.MaxValue + 1.0); private const double REAL_UNIT_UINT = 1.0 / ((double)uint.MaxValue + 1.0); private const uint Y = 842502087, Z = 3579807591, W = 273326509; [Storable] private uint x, y, z, w; #region Constructors /// /// Used by HeuristicLab.Persistence to initialize new instances during deserialization. /// /// true, if the constructor is called during deserialization. [StorableConstructor] private FastRandom(StorableConstructorFlag _) : base(_) { } /// /// Initializes a new instance from an existing one (copy constructor). /// /// The original instance which is used to initialize the new instance. /// A which is used to track all already cloned objects in order to avoid cycles. private FastRandom(FastRandom original, Cloner cloner) : base(original, cloner) { x = original.x; y = original.y; z = original.z; w = original.w; bitBuffer = original.bitBuffer; bitMask = original.bitMask; } /// /// Initialises a new instance using time dependent seed. /// public FastRandom() { // Initialise using the system tick count. Reinitialise((int)Environment.TickCount); } /// /// Initialises a new instance using an int value as seed. /// This constructor signature is provided to maintain compatibility with /// System.Random /// public FastRandom(int seed) { Reinitialise(seed); } #endregion #region Public Methods [Reinitialisation] /// /// Reinitialises using an int value as a seed. /// /// 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 x = (uint)seed; y = Y; z = Z; w = W; } #endregion #region Public Methods [System.Random functionally equivalent methods] /// /// 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. /// /// 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; } /// /// Generates a random int over the range 0 to upperBound-1, and not including upperBound. /// /// /// 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; // 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); } /// /// Generates a random int over the range lowerBound to upperBound-1, and not including upperBound. /// upperBound must be >= lowerBound. lowerBound may be negative. /// /// /// /// 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); } /// /// Generates a random double. Values returned are from 0.0 up to but not including 1.0. /// /// 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))))); } /// /// Fills the provided byte array with random bytes. /// This method is functionally equivalent to System.Random.NextBytes(). /// /// 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; } // /// // /// 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 adjusting it 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. // /// // /// // 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] /// /// 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. /// /// public uint NextUInt() { uint t = (x ^ (x << 11)); x = y; y = z; z = w; return (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8))); } /// /// 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(). /// /// public int NextInt() { uint t = (x ^ (x << 11)); x = y; y = z; z = w; return (int)(0x7FFFFFFF & (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8)))); } /// /// 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. /// /// public bool NextBool() { if (bitMask == 1) { // 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 32 bits in bitBuffer, return 1 at a time, keep track of how many have been returned // with bitBufferIdx. [Storable] private uint bitBuffer; [Storable] private uint bitMask = 1; #endregion #region IRandom Members public void Reset() { Reinitialise((int)Environment.TickCount); } public void Reset(int seed) { Reinitialise(seed); } #endregion public override IDeepCloneable Clone(Cloner cloner) { return new FastRandom(this, cloner); } } }