// // Math.NET Numerics, part of the Math.NET Project // http://numerics.mathdotnet.com // http://github.com/mathnet/mathnet-numerics // http://mathnetnumerics.codeplex.com // // Copyright (c) 2009-2013 Math.NET // // Permission is hereby granted, free of charge, to any person // obtaining a copy of this software and associated documentation // files (the "Software"), to deal in the Software without // restriction, including without limitation the rights to use, // copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the // Software is furnished to do so, subject to the following // conditions: // // The above copyright notice and this permission notice shall be // included in all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND // NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT // HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, // WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR // OTHER DEALINGS IN THE SOFTWARE. // namespace MathNet.Numerics.Random [] module Random = /// Returns the default random source, thread-safe and also thread-locally shared let shared = SystemRandomSource.Default :> System.Random /// Default sampling, efficient but without custom seed (uses robust seeds internally) let inline doubles (length:int) = SystemRandomSource.Doubles(length) let inline doubleSeq () = SystemRandomSource.DoubleSequence() let inline doubleFill (values:double[]) = SystemRandomSource.Doubles(values) let inline doublesSeed (seed:int) (length:int) = SystemRandomSource.Doubles(length, seed) let inline doubleSeqSeed (seed:int) = SystemRandomSource.DoubleSequence(seed) let inline doubleFillSeed (seed:int) (values:double[]) = SystemRandomSource.Doubles(values, seed) /// Creates a default .Net system pRNG with a robust seed let systemShared = shared let inline system () = SystemRandomSource() :> System.Random let inline systemSeed (seed:int) = SystemRandomSource(seed) :> System.Random #if PORTABLE #else /// Creates a default .Net cryptographic system pRNG let inline crypto () = new CryptoRandomSource() :> System.Random let inline cryptoWith (threadSafe:bool) = new CryptoRandomSource(threadSafe) :> System.Random let inline cryptoDoubles length = CryptoRandomSource.Doubles(length) let inline cryptoDoubleSeq () = CryptoRandomSource.DoubleSequence() #endif /// Creates a Mersenne Twister 19937 pRNG with a robust seed let mersenneTwisterShared = MersenneTwister.Default :> System.Random let inline mersenneTwister () = MersenneTwister() :> System.Random let inline mersenneTwisterSeed (seed:int) = MersenneTwister(seed) :> System.Random let inline mersenneTwisterWith (seed:int) threadSafe = MersenneTwister(seed, threadSafe) :> System.Random /// Creates a multiply-with-carry Xorshift (Xn = a * Xn−3 + c mod 2^32) pRNG with a robust seed let inline xorshift () = Xorshift() :> System.Random let inline xorshiftSeed (seed:int) = Xorshift(seed) :> System.Random let inline xorshiftWith (seed:int) threadSafe = Xorshift(seed, threadSafe) :> System.Random let inline xorshiftCustom (seed:int) threadSafe a c x1 x2 = Xorshift(seed, threadSafe, a, c, x1, x2) :> System.Random /// Creates a Wichmann-Hill’s 1982 combined multiplicative congruential pRNG with a robust seed let inline wh1982 () = WH1982() :> System.Random let inline wh1982Seed (seed:int) = WH1982(seed) :> System.Random let inline wh1982With (seed:int) threadSafe = WH1982(seed, threadSafe) :> System.Random /// Creates a Wichmann-Hill’s 2006 combined multiplicative congruential pRNG with a robust seed let inline wh2006 () = WH2006() :> System.Random let inline wh2006Seed (seed:int) = WH2006(seed) :> System.Random let inline wh2006With (seed:int) threadSafe = WH2006(seed, threadSafe) :> System.Random /// Creates a Parallel Additive Lagged Fibonacci pRNG with a robust seed let inline palf () = Palf() :> System.Random let inline palfSeed (seed:int) = Palf(seed) :> System.Random let inline palfWith (seed:int) threadSafe = Palf(seed, threadSafe, 418, 1279) :> System.Random let inline palfCustom (seed:int) threadSafe shortLag longLag = Palf(seed, threadSafe, shortLag, longLag) :> System.Random /// Creates a Multiplicative congruential generator using a modulus of 2^59 and a multiplier of 13^13 pRNG with a robust seed let inline mcg59 () = Mcg59() :> System.Random let inline mcg59Seed (seed:int) = Mcg59(seed) :> System.Random let inline mcg59With (seed:int) threadSafe = Mcg59(seed, threadSafe) :> System.Random /// Creates a Multiplicative congruential generator using a modulus of 2^31-1 and a multiplier of 1132489760 pRNG with a robust seed let inline mcg31m1 () = Mcg31m1() :> System.Random let inline mcg31m1Seed (seed:int) = Mcg31m1(seed) :> System.Random let inline mcg31m1With (seed:int) threadSafe = Mcg31m1(seed, threadSafe) :> System.Random /// Creates a 32-bit combined multiple recursive generator with 2 components of order 3 pRNG with a robust seed let inline mrg32k3a () = Mrg32k3a() :> System.Random let inline mrg32k3aSeed (seed:int) = Mrg32k3a(seed) :> System.Random let inline mrg32k3aWith (seed:int) threadSafe = Mrg32k3a(seed, threadSafe) :> System.Random