Random: all RNGs must provide static Sample(values) function to fill existing array

src/FSharp/Random.fs

@@ -55,7 +55,7 @@ module Random =
     /// 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 cryptoDoubles (length:int) = CryptoRandomSource.Doubles(length)
     let inline cryptoDoubleSeq () = CryptoRandomSource.DoubleSequence()
 #endif
 

src/Numerics/Random/CryptoRandomSource.cs

@@ -4,7 +4,7 @@
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
 //
-// Copyright (c) 2009-2013 Math.NET
+// Copyright (c) 2009-2014 Math.NET
 //
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
@@ -28,11 +28,11 @@
 // OTHER DEALINGS IN THE SOFTWARE.
 // </copyright>
 
-using System.Collections.Generic;
-
 #if !PORTABLE
 
 using System;
+using System.Collections.Generic;
+using System.Runtime;
 using System.Security.Cryptography;
 
 namespace MathNet.Numerics.Random
@@ -48,7 +48,7 @@ namespace MathNet.Numerics.Random
         /// <summary>
         /// Construct a new random number generator with a random seed.
         /// </summary>
-        /// <remarks>Uses <see cref="System.Security.Cryptography.RNGCryptoServiceProvider"/> and uses the value of 
+        /// <remarks>Uses <see cref="System.Security.Cryptography.RNGCryptoServiceProvider"/> and uses the value of
         /// <see cref="Control.ThreadSafeRandomNumberGenerators"/> to set whether the instance is thread safe.</remarks>
         public CryptoRandomSource()
         {
@@ -107,24 +107,36 @@ namespace MathNet.Numerics.Random
         }
 
         /// <summary>
-        /// Returns an array of random numbers greater than or equal to 0.0 and less than 1.0.
+        /// Fills an array with random numbers greater than or equal to 0.0 and less than 1.0.
         /// </summary>
-        public static double[] Doubles(int length)
+        /// <remarks>Supports being called in parallel from multiple threads.</remarks>
+        public static void Doubles(double[] values)
         {
             var rnd = new RNGCryptoServiceProvider();
-            var bytes = new byte[length*4];
+            var bytes = new byte[values.Length*4];
             rnd.GetBytes(bytes);
-            var data = new double[length];
-            for (int i = 0; i < data.Length; i++)
+            for (int i = 0; i < values.Length; i++)
             {
-                data[i] = BitConverter.ToUInt32(bytes, i*4)*Reciprocal;
+                values[i] = BitConverter.ToUInt32(bytes, i*4)*Reciprocal;
             }
+        }
+
+        /// <summary>
+        /// Returns an array of random numbers greater than or equal to 0.0 and less than 1.0.
+        /// </summary>
+        /// <remarks>Supports being called in parallel from multiple threads.</remarks>
+        [TargetedPatchingOptOut("Performance critical to inline this type of method across NGen image boundaries")]
+        public static double[] Doubles(int length)
+        {
+            var data = new double[length];
+            Doubles(data);
             return data;
         }
 
         /// <summary>
         /// Returns an infinite sequence of random numbers greater than or equal to 0.0 and less than 1.0.
         /// </summary>
+        /// <remarks>Supports being called in parallel from multiple threads.</remarks>
         public static IEnumerable<double> DoubleSequence()
         {
             var rnd = new RNGCryptoServiceProvider();

src/Numerics/Random/Mcg31m1.cs

@@ -4,7 +4,7 @@
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
 //
-// Copyright (c) 2009-2013 Math.NET
+// Copyright (c) 2009-2014 Math.NET
 //
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
@@ -30,6 +30,10 @@
 
 using System.Collections.Generic;
 
+#if !PORTABLE
+using System.Runtime;
+#endif
+
 namespace MathNet.Numerics.Random
 {
     /// <summary>
@@ -103,10 +107,10 @@ namespace MathNet.Numerics.Random
         }
 
         /// <summary>
-        /// Returns an array of random numbers greater than or equal to 0.0 and less than 1.0.
+        /// Fills an array with random numbers greater than or equal to 0.0 and less than 1.0.
         /// </summary>
         /// <remarks>Supports being called in parallel from multiple threads.</remarks>
-        public static double[] Doubles(int length, int seed)
+        public static void Doubles(double[] values, int seed)
         {
             if (seed == 0)
             {
@@ -114,12 +118,22 @@ namespace MathNet.Numerics.Random
             }
             ulong xn = (uint)seed%Modulus;
 
-            var data = new double[length];
-            for (int i = 0; i < data.Length; i++)
+            for (int i = 0; i < values.Length; i++)
             {
-                data[i] = xn*Reciprocal;
+                values[i] = xn*Reciprocal;
                 xn = (xn*Multiplier)%Modulus;
             }
+        }
+
+        /// <summary>
+        /// Returns an array of random numbers greater than or equal to 0.0 and less than 1.0.
+        /// </summary>
+        /// <remarks>Supports being called in parallel from multiple threads.</remarks>
+        [TargetedPatchingOptOut("Performance critical to inline this type of method across NGen image boundaries")]
+        public static double[] Doubles(int length, int seed)
+        {
+            var data = new double[length];
+            Doubles(data, seed);
             return data;
         }
 

src/Numerics/Random/Mcg59.cs

@@ -30,6 +30,10 @@
 
 using System.Collections.Generic;
 
+#if !PORTABLE
+using System.Runtime;
+#endif
+
 namespace MathNet.Numerics.Random
 {
     /// <summary>
@@ -105,10 +109,10 @@ namespace MathNet.Numerics.Random
         }
 
         /// <summary>
-        /// Returns an array of random numbers greater than or equal to 0.0 and less than 1.0.
+        /// Fills an array with random numbers greater than or equal to 0.0 and less than 1.0.
         /// </summary>
         /// <remarks>Supports being called in parallel from multiple threads.</remarks>
-        public static double[] Doubles(int length, int seed)
+        public static void Doubles(double[] values, int seed)
         {
             if (seed == 0)
             {
@@ -116,12 +120,22 @@ namespace MathNet.Numerics.Random
             }
             ulong xn = (uint)seed%Modulus;
 
-            var data = new double[length];
-            for (int i = 0; i < data.Length; i++)
+            for (int i = 0; i < values.Length; i++)
             {
-                data[i] = xn*Reciprocal;
+                values[i] = xn*Reciprocal;
                 xn = (xn*Multiplier)%Modulus;
             }
+        }
+
+        /// <summary>
+        /// Returns an array of random numbers greater than or equal to 0.0 and less than 1.0.
+        /// </summary>
+        /// <remarks>Supports being called in parallel from multiple threads.</remarks>
+        [TargetedPatchingOptOut("Performance critical to inline this type of method across NGen image boundaries")]
+        public static double[] Doubles(int length, int seed)
+        {
+            var data = new double[length];
+            Doubles(data, seed);
             return data;
         }
 

src/Numerics/Random/Mrg32k3a.cs

@@ -4,7 +4,7 @@
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
 //
-// Copyright (c) 2009-2013 Math.NET
+// Copyright (c) 2009-2014 Math.NET
 //
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
@@ -30,6 +30,10 @@
 
 using System.Collections.Generic;
 
+#if !PORTABLE
+using System.Runtime;
+#endif
+
 namespace MathNet.Numerics.Random
 {
     /// <summary>
@@ -142,10 +146,10 @@ namespace MathNet.Numerics.Random
         }
 
         /// <summary>
-        /// Returns an array of random numbers greater than or equal to 0.0 and less than 1.0.
+        /// Fills an array with random numbers greater than or equal to 0.0 and less than 1.0.
         /// </summary>
         /// <remarks>Supports being called in parallel from multiple threads.</remarks>
-        public static double[] Doubles(int length, int seed)
+        public static void Doubles(double[] values, int seed)
         {
             double x1 = 1;
             double x2 = 1;
@@ -154,8 +158,7 @@ namespace MathNet.Numerics.Random
             double y2 = 1;
             double y3 = 1;
 
-            var data = new double[length];
-            for (int i = 0; i < data.Length; i++)
+            for (int i = 0; i < values.Length; i++)
             {
                 double xn = A12*x2 - A13*x3;
                 double k = (long)(xn/Modulus1);
@@ -179,8 +182,19 @@ namespace MathNet.Numerics.Random
                 y2 = y1;
                 y1 = yn;
 
-                data[i] = xn <= yn ? (xn - yn + Modulus1)*Reciprocal : (xn - yn)*Reciprocal;
+                values[i] = xn <= yn ? (xn - yn + Modulus1)*Reciprocal : (xn - yn)*Reciprocal;
             }
+        }
+
+        /// <summary>
+        /// Returns an array of random numbers greater than or equal to 0.0 and less than 1.0.
+        /// </summary>
+        /// <remarks>Supports being called in parallel from multiple threads.</remarks>
+        [TargetedPatchingOptOut("Performance critical to inline this type of method across NGen image boundaries")]
+        public static double[] Doubles(int length, int seed)
+        {
+            var data = new double[length];
+            Doubles(data, seed);
             return data;
         }
 

src/Numerics/Random/Palf.cs

@@ -4,7 +4,7 @@
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
 //
-// Copyright (c) 2009-2013 Math.NET
+// Copyright (c) 2009-2014 Math.NET
 //
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
@@ -32,6 +32,10 @@ using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
 
+#if !PORTABLE
+using System.Runtime;
+#endif
+
 namespace MathNet.Numerics.Random
 {
     /// <summary>
@@ -224,10 +228,10 @@ namespace MathNet.Numerics.Random
         }
 
         /// <summary>
-        /// Returns an array of random numbers greater than or equal to 0.0 and less than 1.0.
+        /// Fills an array with random numbers greater than or equal to 0.0 and less than 1.0.
         /// </summary>
         /// <remarks>Supports being called in parallel from multiple threads.</remarks>
-        public static double[] Doubles(int length, int seed)
+        public static void Doubles(double[] values, int seed)
         {
             if (seed == 0)
             {
@@ -247,8 +251,7 @@ namespace MathNet.Numerics.Random
             var x = Generate.Map(MersenneTwister.Doubles(longLag, seed), uniform => (uint)(uniform*uint.MaxValue));
             var k = longLag;
 
-            var data = new double[length];
-            for (int i = 0; i < data.Length; i++)
+            for (int i = 0; i < values.Length; i++)
             {
                 if (k >= longLag)
                 {
@@ -268,8 +271,19 @@ namespace MathNet.Numerics.Random
                     k = 0;
                 }
 
-                data[i] = (int)(x[k++] >> 1)*IntToDoubleMultiplier;
+                values[i] = (int)(x[k++] >> 1)*IntToDoubleMultiplier;
             }
+        }
+
+        /// <summary>
+        /// Returns an array of random numbers greater than or equal to 0.0 and less than 1.0.
+        /// </summary>
+        /// <remarks>Supports being called in parallel from multiple threads.</remarks>
+        [TargetedPatchingOptOut("Performance critical to inline this type of method across NGen image boundaries")]
+        public static double[] Doubles(int length, int seed)
+        {
+            var data = new double[length];
+            Doubles(data, seed);
             return data;
         }
 

src/Numerics/Random/SystemRandomSource.cs

@@ -4,7 +4,7 @@
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
 //
-// Copyright (c) 2009-2013 Math.NET
+// Copyright (c) 2009-2014 Math.NET
 //
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation

src/Numerics/Random/WH1982.cs

@@ -4,7 +4,7 @@
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
 //
-// Copyright (c) 2009-2013 Math.NET
+// Copyright (c) 2009-2014 Math.NET
 //
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
@@ -30,6 +30,10 @@
 
 using System.Collections.Generic;
 
+#if !PORTABLE
+using System.Runtime;
+#endif
+
 namespace MathNet.Numerics.Random
 {
     /// <summary>
@@ -117,10 +121,10 @@ namespace MathNet.Numerics.Random
         }
 
         /// <summary>
-        /// Returns an array of random numbers greater than or equal to 0.0 and less than 1.0.
+        /// Fills an array with random numbers greater than or equal to 0.0 and less than 1.0.
         /// </summary>
         /// <remarks>Supports being called in parallel from multiple threads.</remarks>
-        public static double[] Doubles(int length, int seed)
+        public static void Doubles(double[] values, int seed)
         {
             if (seed == 0)
             {
@@ -130,16 +134,26 @@ namespace MathNet.Numerics.Random
             uint yn = 1;
             uint zn = 1;
 
-            var data = new double[length];
-            for (int i = 0; i < data.Length; i++)
+            for (int i = 0; i < values.Length; i++)
             {
                 xn = (171*xn)%Modx;
                 yn = (172*yn)%Mody;
                 zn = (170*zn)%Modz;
 
                 double w = xn*ModxRecip + yn*ModyRecip + zn*ModzRecip;
-                data[i] = w - (int)w;
+                values[i] = w - (int)w;
             }
+        }
+
+        /// <summary>
+        /// Returns an array of random numbers greater than or equal to 0.0 and less than 1.0.
+        /// </summary>
+        /// <remarks>Supports being called in parallel from multiple threads.</remarks>
+        [TargetedPatchingOptOut("Performance critical to inline this type of method across NGen image boundaries")]
+        public static double[] Doubles(int length, int seed)
+        {
+            var data = new double[length];
+            Doubles(data, seed);
             return data;
         }
 

src/Numerics/Random/WH2006.cs

@@ -4,7 +4,7 @@
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
 //
-// Copyright (c) 2009-2013 Math.NET
+// Copyright (c) 2009-2014 Math.NET
 //
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
@@ -30,6 +30,10 @@
 
 using System.Collections.Generic;
 
+#if !PORTABLE
+using System.Runtime;
+#endif
+
 namespace MathNet.Numerics.Random
 {
     /// <summary>
@@ -120,10 +124,10 @@ namespace MathNet.Numerics.Random
         }
 
         /// <summary>
-        /// Returns an array of random numbers greater than or equal to 0.0 and less than 1.0.
+        /// Fills an array with random numbers greater than or equal to 0.0 and less than 1.0.
         /// </summary>
         /// <remarks>Supports being called in parallel from multiple threads.</remarks>
-        public static double[] Doubles(int length, int seed)
+        public static void Doubles(double[] values, int seed)
         {
             if (seed == 0)
             {
@@ -134,8 +138,7 @@ namespace MathNet.Numerics.Random
             ulong yn = 1;
             ulong zn = 1;
 
-            var data = new double[length];
-            for (int i = 0; i < data.Length; i++)
+            for (int i = 0; i < values.Length; i++)
             {
                 xn = 11600*xn%Modx;
                 yn = 47003*yn%Mody;
@@ -143,8 +146,19 @@ namespace MathNet.Numerics.Random
                 wn = 33000*wn%Modw;
 
                 double u = xn*ModxRecip + yn*ModyRecip + zn*ModzRecip + wn*ModwRecip;
-                data[i] = u - (int)u;
+                values[i] = u - (int)u;
             }
+        }
+
+        /// <summary>
+        /// Returns an array of random numbers greater than or equal to 0.0 and less than 1.0.
+        /// </summary>
+        /// <remarks>Supports being called in parallel from multiple threads.</remarks>
+        [TargetedPatchingOptOut("Performance critical to inline this type of method across NGen image boundaries")]
+        public static double[] Doubles(int length, int seed)
+        {
+            var data = new double[length];
+            Doubles(data, seed);
             return data;
         }
 

src/Numerics/Random/Xorshift.cs

@@ -4,7 +4,7 @@
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
 //
-// Copyright (c) 2009-2013 Math.NET
+// Copyright (c) 2009-2014 Math.NET
 //
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
@@ -32,6 +32,10 @@ using System;
 using System.Collections.Generic;
 using MathNet.Numerics.Properties;
 
+#if !PORTABLE
+using System.Runtime;
+#endif
+
 namespace MathNet.Numerics.Random
 {
     /// <summary>
@@ -264,11 +268,11 @@ namespace MathNet.Numerics.Random
         }
 
         /// <summary>
-        /// Returns an array of random numbers greater than or equal to 0.0 and less than 1.0.
+        /// Fills an array with random numbers greater than or equal to 0.0 and less than 1.0.
         /// </summary>
         /// <remarks>Supports being called in parallel from multiple threads.</remarks>
         [CLSCompliant(false)]
-        public static double[] Doubles(int length, int seed, ulong a = ASeed, ulong c = CSeed, ulong x1 = YSeed, ulong x2 = ZSeed)
+        public static void Doubles(double[] values, int seed, ulong a = ASeed, ulong c = CSeed, ulong x1 = YSeed, ulong x2 = ZSeed)
         {
             if (a <= c)
             {
@@ -281,16 +285,27 @@ namespace MathNet.Numerics.Random
             }
             ulong x = (uint)seed;
 
-            var data = new double[length];
-            for (int i = 0; i < data.Length; i++)
+            for (int i = 0; i < values.Length; i++)
             {
                 var t = (a*x) + c;
                 x = x1;
                 x1 = x2;
                 c = t >> 32;
                 x2 = t & 0xffffffff;
-                data[i] = x2*UlongToDoubleMultiplier;
+                values[i] = x2*UlongToDoubleMultiplier;
             }
+        }
+
+        /// <summary>
+        /// Returns an array of random numbers greater than or equal to 0.0 and less than 1.0.
+        /// </summary>
+        /// <remarks>Supports being called in parallel from multiple threads.</remarks>
+        [CLSCompliant(false)]
+        [TargetedPatchingOptOut("Performance critical to inline this type of method across NGen image boundaries")]
+        public static double[] Doubles(int length, int seed, ulong a = ASeed, ulong c = CSeed, ulong x1 = YSeed, ulong x2 = ZSeed)
+        {
+            var data = new double[length];
+            Doubles(data, seed, a, c, x1, x2);
             return data;
         }