mathnet-numerics/src/Numerics/Random/WH1982.cs

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using System;

namespace MathNet.Numerics.Random
{
    /// <summary>
    /// Wichmann-Hill’s 1982 combined multiplicative congruential generator. 
    /// </summary>
    /// <remarks>See: Wichmann, B. A. &amp; Hill, I. D. (1982), "Algorithm AS 183:
    /// An efficient and portable pseudo-random number generator". Applied Statistics 31 (1982) 188-190
    ///</remarks>
    public class WH1982 : AbstractRandomNumberGenerator
    {
        private const uint Modx = 30269;
        private const double ModxRecip = 1.0/Modx;
        private const uint Mody = 30307;
        private const double ModyRecip = 1.0/Mody;
        private const uint Modz = 30323;
        private const double ModzRecip = 1.0/Modz;
        private uint _xn;
        private uint _yn = 1;
        private uint _zn = 1;

        /// <summary>
        /// Initializes a new instance of the <see cref="WH1982"/> class using
        /// the current time as the seed.
        /// </summary>
        public WH1982() : this((int) DateTime.Now.Ticks)
        {
        }

        /// <summary>
        /// Initializes a new instance of the <see cref="WH1982"/> class using
        /// the current time as the seed.
        /// </summary>
        /// <param name="threadSafe">if set to <c>true</c> , the class is thread safe.</param>
        public WH1982(bool threadSafe)
            : this((int) DateTime.Now.Ticks, threadSafe)
        {
        }

        /// <summary>
        /// Initializes a new instance of the <see cref="WH1982"/> class.
        /// </summary>
        /// <param name="seed">The seed value.</param>
        /// <remarks>If the seed value is zero, it is set to one. Uses the
        /// value of <see cref="Control.ThreadSafeRandomNumberGenerators"/> to
        /// set whether the instance is thread safe.</remarks>
        public WH1982(int seed) : this(seed, Control.ThreadSafeRandomNumberGenerators)
        {
        }

        /// <summary>
        /// Initializes a new instance of the <see cref="WH1982"/> class.
        /// </summary>
        /// <param name="seed">The seed value.</param>
        /// <remarks>The seed is set to 1, if the zero is used as the seed.</remarks>
        /// <param name="threadSafe">if set to <c>true</c> , the class is thread safe.</param>
        public WH1982(int seed, bool threadSafe)
            : base(threadSafe)
        {
            if (seed == 0)
            {
                seed = 1;
            }
            _xn = (uint) seed%Modx;
        }

        /// <summary>
        /// Returns a random number between 0.0 and 1.0.
        /// </summary>
        /// <returns>
        /// A double-precision floating point number greater than or equal to 0.0, and less than 1.0.
        /// </returns>
        protected override double DoSample()
        {
            _xn = (171*_xn)%Modx;
            _yn = (172*_yn)%Mody;
            _zn = (170*_zn)%Modz;

            double w = _xn*ModxRecip + _yn*ModyRecip + _zn*ModzRecip;
            w -= (int) w;
            return w;
        }
    }
}