|
|
@ -30,7 +30,6 @@ |
|
|
|
|
|
|
|
|
using System; |
|
|
using System; |
|
|
using MathNet.Numerics.Properties; |
|
|
using MathNet.Numerics.Properties; |
|
|
using MathNet.Numerics.Threading; |
|
|
|
|
|
|
|
|
|
|
|
namespace MathNet.Numerics.Random |
|
|
namespace MathNet.Numerics.Random |
|
|
{ |
|
|
{ |
|
|
@ -38,9 +37,9 @@ namespace MathNet.Numerics.Random |
|
|
/// Represents a Parallel Additive Lagged Fibonacci pseudo-random number generator.
|
|
|
/// Represents a Parallel Additive Lagged Fibonacci pseudo-random number generator.
|
|
|
/// </summary>
|
|
|
/// </summary>
|
|
|
/// <remarks>
|
|
|
/// <remarks>
|
|
|
/// The <see cref="Palf"/> type bases upon the implementation in the
|
|
|
/// The <see cref="Palf"/> type bases upon the implementation in the
|
|
|
/// <a href="http://www.boost.org/libs/random/index.html">Boost Random Number Library</a>.
|
|
|
/// <a href="http://www.boost.org/libs/random/index.html">Boost Random Number Library</a>.
|
|
|
/// It uses the modulus 2<sup>32</sup> and by default the "lags" 418 and 1279. Some popular pairs are presented on
|
|
|
/// It uses the modulus 2<sup>32</sup> and by default the "lags" 418 and 1279. Some popular pairs are presented on
|
|
|
/// <a href="http://en.wikipedia.org/wiki/Lagged_Fibonacci_generator">Wikipedia - Lagged Fibonacci generator</a>.
|
|
|
/// <a href="http://en.wikipedia.org/wiki/Lagged_Fibonacci_generator">Wikipedia - Lagged Fibonacci generator</a>.
|
|
|
/// </remarks>
|
|
|
/// </remarks>
|
|
|
public class Palf : RandomSource |
|
|
public class Palf : RandomSource |
|
|
@ -91,6 +90,15 @@ namespace MathNet.Numerics.Random |
|
|
{ |
|
|
{ |
|
|
} |
|
|
} |
|
|
|
|
|
|
|
|
|
|
|
/// <summary>
|
|
|
|
|
|
/// Initializes a new instance of the <see cref="Palf"/> class.
|
|
|
|
|
|
/// </summary>
|
|
|
|
|
|
/// <param name="seed">The seed value.</param>
|
|
|
|
|
|
/// <param name="threadSafe">if set to <c>true</c> , the class is thread safe.</param>
|
|
|
|
|
|
public Palf(int seed, bool threadSafe) : this(seed, threadSafe, DefaultShortLag, DefaultLongLag) |
|
|
|
|
|
{ |
|
|
|
|
|
} |
|
|
|
|
|
|
|
|
/// <summary>
|
|
|
/// <summary>
|
|
|
/// Initializes a new instance of the <see cref="Palf"/> class.
|
|
|
/// Initializes a new instance of the <see cref="Palf"/> class.
|
|
|
/// </summary>
|
|
|
/// </summary>
|
|
|
@ -115,26 +123,21 @@ namespace MathNet.Numerics.Random |
|
|
seed = 1; |
|
|
seed = 1; |
|
|
} |
|
|
} |
|
|
|
|
|
|
|
|
|
|
|
_threads = Control.NumberOfParallelWorkerThreads; |
|
|
ShortLag = shortLag; |
|
|
ShortLag = shortLag; |
|
|
|
|
|
|
|
|
// Align LongLag to number of worker threads.
|
|
|
// Align LongLag to number of worker threads.
|
|
|
if (longLag%Control.NumberOfParallelWorkerThreads == 0) |
|
|
if (longLag%_threads == 0) |
|
|
{ |
|
|
{ |
|
|
LongLag = longLag; |
|
|
LongLag = longLag; |
|
|
} |
|
|
} |
|
|
else |
|
|
else |
|
|
{ |
|
|
{ |
|
|
LongLag = ((longLag/Control.NumberOfParallelWorkerThreads) + 1)*Control.NumberOfParallelWorkerThreads; |
|
|
LongLag = ((longLag/_threads) + 1)*_threads; |
|
|
} |
|
|
|
|
|
|
|
|
|
|
|
_x = new uint[LongLag]; |
|
|
|
|
|
var gen = new MersenneTwister(seed, threadSafe); |
|
|
|
|
|
for (var j = 0; j < LongLag; ++j) |
|
|
|
|
|
{ |
|
|
|
|
|
_x[j] = (uint)(gen.NextDouble()*uint.MaxValue); |
|
|
|
|
|
} |
|
|
} |
|
|
|
|
|
|
|
|
_i = LongLag; |
|
|
_x = Generate.Map(MersenneTwister.Samples(LongLag, seed), uniform => (uint)(uniform*uint.MaxValue)); |
|
|
|
|
|
_k = LongLag; |
|
|
} |
|
|
} |
|
|
|
|
|
|
|
|
/// <summary>
|
|
|
/// <summary>
|
|
|
@ -152,10 +155,12 @@ namespace MathNet.Numerics.Random |
|
|
/// </summary>
|
|
|
/// </summary>
|
|
|
readonly uint[] _x; |
|
|
readonly uint[] _x; |
|
|
|
|
|
|
|
|
|
|
|
readonly int _threads; |
|
|
|
|
|
|
|
|
/// <summary>
|
|
|
/// <summary>
|
|
|
/// Stores an index for the random number array element that will be accessed next.
|
|
|
/// Stores an index for the random number array element that will be accessed next.
|
|
|
/// </summary>
|
|
|
/// </summary>
|
|
|
int _i; |
|
|
int _k; |
|
|
|
|
|
|
|
|
/// <summary>
|
|
|
/// <summary>
|
|
|
/// Fills the array <see cref="_x"/> with <see cref="LongLag"/> new unsigned random numbers.
|
|
|
/// Fills the array <see cref="_x"/> with <see cref="LongLag"/> new unsigned random numbers.
|
|
|
@ -166,23 +171,38 @@ namespace MathNet.Numerics.Random |
|
|
/// </remarks>
|
|
|
/// </remarks>
|
|
|
void Fill() |
|
|
void Fill() |
|
|
{ |
|
|
{ |
|
|
CommonParallel.For(0, Control.NumberOfParallelWorkerThreads, (u, v) => |
|
|
//CommonParallel.For(0, Control.NumberOfParallelWorkerThreads, (u, v) =>
|
|
|
|
|
|
//{
|
|
|
|
|
|
// for (int index = u; index < v; index++)
|
|
|
|
|
|
// {
|
|
|
|
|
|
// // Two loops to avoid costly modulo operations
|
|
|
|
|
|
// for (var j = index; j < ShortLag; j = j + Control.NumberOfParallelWorkerThreads)
|
|
|
|
|
|
// {
|
|
|
|
|
|
// _x[j] += _x[j + (LongLag - ShortLag)];
|
|
|
|
|
|
// }
|
|
|
|
|
|
|
|
|
|
|
|
// for (var j = ShortLag + index; j < LongLag; j = j + Control.NumberOfParallelWorkerThreads)
|
|
|
|
|
|
// {
|
|
|
|
|
|
// _x[j] += _x[j - ShortLag - index];
|
|
|
|
|
|
// }
|
|
|
|
|
|
// }
|
|
|
|
|
|
//});
|
|
|
|
|
|
|
|
|
|
|
|
for (int index = 0; index < _threads; index++) |
|
|
{ |
|
|
{ |
|
|
for (int index = u; index < v; index++) |
|
|
// Two loops to avoid costly modulo operations
|
|
|
|
|
|
for (var j = index; j < ShortLag; j = j + _threads) |
|
|
{ |
|
|
{ |
|
|
// Two loops to avoid costly modulo operations
|
|
|
_x[j] += _x[j + (LongLag - ShortLag)]; |
|
|
for (var j = index; j < ShortLag; j = j + Control.NumberOfParallelWorkerThreads) |
|
|
} |
|
|
{ |
|
|
|
|
|
_x[j] += _x[j + (LongLag - ShortLag)]; |
|
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
|
|
for (var j = ShortLag + index; j < LongLag; j = j + Control.NumberOfParallelWorkerThreads) |
|
|
for (var j = ShortLag + index; j < LongLag; j = j + _threads) |
|
|
{ |
|
|
{ |
|
|
_x[j] += _x[j - ShortLag - index]; |
|
|
_x[j] += _x[j - ShortLag - index]; |
|
|
} |
|
|
|
|
|
} |
|
|
} |
|
|
}); |
|
|
} |
|
|
_i = 0; |
|
|
|
|
|
|
|
|
_k = 0; |
|
|
} |
|
|
} |
|
|
|
|
|
|
|
|
/// <summary>
|
|
|
/// <summary>
|
|
|
@ -193,13 +213,62 @@ namespace MathNet.Numerics.Random |
|
|
/// </returns>
|
|
|
/// </returns>
|
|
|
protected override double DoSample() |
|
|
protected override double DoSample() |
|
|
{ |
|
|
{ |
|
|
if (_i >= LongLag) |
|
|
if (_k >= LongLag) |
|
|
{ |
|
|
{ |
|
|
Fill(); |
|
|
Fill(); |
|
|
} |
|
|
} |
|
|
|
|
|
|
|
|
var x = _x[_i++]; |
|
|
var x = _x[_k++]; |
|
|
return (int)(x >> 1)*IntToDoubleMultiplier; |
|
|
return (int)(x >> 1)*IntToDoubleMultiplier; |
|
|
} |
|
|
} |
|
|
|
|
|
|
|
|
|
|
|
/// <summary>
|
|
|
|
|
|
/// Returns an array of random numbers greater than or equal to 0.0 and less than 1.0.
|
|
|
|
|
|
/// </summary>
|
|
|
|
|
|
public static double[] Samples(int length, int seed) |
|
|
|
|
|
{ |
|
|
|
|
|
if (seed == 0) |
|
|
|
|
|
{ |
|
|
|
|
|
seed = 1; |
|
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
|
|
int threads = Control.NumberOfParallelWorkerThreads; |
|
|
|
|
|
const int shortLag = DefaultShortLag; |
|
|
|
|
|
var longLag = DefaultLongLag; |
|
|
|
|
|
|
|
|
|
|
|
// Align LongLag to number of worker threads.
|
|
|
|
|
|
if (longLag%threads != 0) |
|
|
|
|
|
{ |
|
|
|
|
|
longLag = ((longLag/threads) + 1)*threads; |
|
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
|
|
var x = Generate.Map(MersenneTwister.Samples(longLag, seed), uniform => (uint)(uniform*uint.MaxValue)); |
|
|
|
|
|
var k = longLag; |
|
|
|
|
|
|
|
|
|
|
|
var data = new double[length]; |
|
|
|
|
|
for (int i = 0; i < data.Length; i++) |
|
|
|
|
|
{ |
|
|
|
|
|
if (k >= longLag) |
|
|
|
|
|
{ |
|
|
|
|
|
for (int index = 0; index < threads; index++) |
|
|
|
|
|
{ |
|
|
|
|
|
// Two loops to avoid costly modulo operations
|
|
|
|
|
|
for (var j = index; j < shortLag; j = j + threads) |
|
|
|
|
|
{ |
|
|
|
|
|
x[j] += x[j + (longLag - shortLag)]; |
|
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
|
|
for (var j = shortLag + index; j < longLag; j = j + threads) |
|
|
|
|
|
{ |
|
|
|
|
|
x[j] += x[j - shortLag - index]; |
|
|
|
|
|
} |
|
|
|
|
|
} |
|
|
|
|
|
k = 0; |
|
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
|
|
data[i] = (int)(x[k++] >> 1)*IntToDoubleMultiplier; |
|
|
|
|
|
} |
|
|
|
|
|
return data; |
|
|
|
|
|
} |
|
|
} |
|
|
} |
|
|
} |
|
|
} |
|
|
|
Christoph Ruegg
13 years ago