forked from tsai/mathnet-numerics
Marcus Cuda
16 years ago
25 changed files with 247 additions and 56 deletions
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// <copyright file="Xorshift.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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// http://mathnetnumerics.codeplex.com
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//
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// Copyright (c) 2009-2010 Math.NET
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//
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// Permission is hereby granted, free of charge, to any person
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// obtaining a copy of this software and associated documentation
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// files (the "Software"), to deal in the Software without
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// restriction, including without limitation the rights to use,
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// copy, modify, merge, publish, distribute, sublicense, and/or sell
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// copies of the Software, and to permit persons to whom the
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// Software is furnished to do so, subject to the following
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// conditions:
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//
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// The above copyright notice and this permission notice shall be
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// included in all copies or substantial portions of the Software.
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//
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
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// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
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// OTHER DEALINGS IN THE SOFTWARE.
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// </copyright>
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namespace MathNet.Numerics.Random |
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{ |
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using System; |
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/// <summary>
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/// Xor-shift pseudo random number generator (RNG) specified in Marsaglia, George. (2003). Xorshift RNGs.
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/// http://www.jstatsoft.org/v08/i14/xorshift.pdf
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/// </summary>
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public class Xorshift : AbstractRandomNumberGenerator |
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{ |
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/// <summary>
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/// Initializes a new instance of the <see cref="Xorshift"/> class using
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/// the current time as the seed.
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/// </summary>
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/// <remarks>If the seed value is zero, it is set to one. Uses the
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/// value of <see cref="Control.ThreadSafeRandomNumberGenerators"/> to
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/// set whether the instance is thread safe.</remarks>
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public Xorshift() : this((int)DateTime.Now.Ticks) |
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{ |
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} |
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/// <summary>
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/// Initializes a new instance of the <see cref="Xorshift"/> class using
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/// the current time as the seed.
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/// </summary>
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/// <param name="threadSafe">if set to <c>true</c> , the class is thread safe.</param>
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public Xorshift(bool threadSafe) : this((int)DateTime.Now.Ticks, threadSafe) |
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{ |
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} |
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/// <summary>
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/// Initializes a new instance of the <see cref="Xorshift"/> class.
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/// </summary>
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/// <param name="seed">The seed value.</param>
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/// <remarks>If the seed value is zero, it is set to one. Uses the
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/// value of <see cref="Control.ThreadSafeRandomNumberGenerators"/> to
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/// set whether the instance is thread safe.</remarks>
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public Xorshift(int seed) : this(seed, Control.ThreadSafeRandomNumberGenerators) |
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{ |
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} |
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/// <summary>
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/// Initializes a new instance of the <see cref="Xorshift"/> class.
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/// </summary>
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/// <param name="seed">The seed value.</param>
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/// <param name="threadSafe">if set to <c>true</c>, the class is thread safe.</param>
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public Xorshift(int seed, bool threadSafe) : base(threadSafe) |
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{ |
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if (seed == 0) |
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{ |
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seed = 1; |
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} |
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_x = (uint)seed; |
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_y = YSeed; |
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_z = ZSeed; |
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_w = WSeed; |
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} |
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/// <summary>
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/// Y seed is 423864282.
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/// </summary>
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private const uint YSeed = 423864282; |
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/// <summary>
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/// Y seed is 643534723.
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/// </summary>
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private const uint ZSeed = 643534723; |
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/// <summary>
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/// W seed is 84452734.
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/// </summary>
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private const uint WSeed = 84452734; |
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/// <summary>
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/// The multiplier to compute a double-precision floating point number [0, 1)
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/// </summary>
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private const double IntToDoubleMultiplier = 1.0 / (int.MaxValue + 1.0); |
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/// <summary>
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/// Seed or last but three unsigned random number.
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/// </summary>
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private uint _x; |
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/// <summary>
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/// Last but two unsigned random number.
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/// </summary>
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private uint _y; |
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/// <summary>
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/// Last but one unsigned random number.
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/// </summary>
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private uint _z; |
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/// <summary>
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/// Last generated unsigned random number.
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/// </summary>
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private uint _w; |
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/// <summary>
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/// Returns a random number between 0.0 and 1.0.
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/// </summary>
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/// <returns>
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/// A double-precision floating point number greater than or equal to 0.0, and less than 1.0.
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/// </returns>
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protected override double DoSample() |
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{ |
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var t = _x ^ (_x << 11); |
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_x = _y; |
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_y = _z; |
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_z = _w; |
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_w = (_w ^ (_w >> 19)) ^ (t ^ (t >> 8)); |
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return (int)(_w >> 1) * IntToDoubleMultiplier; |
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} |
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} |
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} |
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@ -0,0 +1,44 @@ |
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// <copyright file="XorshiftTests.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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// http://mathnetnumerics.codeplex.com
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//
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// Copyright (c) 2009-2010 Math.NET
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//
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// Permission is hereby granted, free of charge, to any person
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// obtaining a copy of this software and associated documentation
|
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// files (the "Software"), to deal in the Software without
|
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// restriction, including without limitation the rights to use,
|
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// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
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// copies of the Software, and to permit persons to whom the
|
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// Software is furnished to do so, subject to the following
|
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// conditions:
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//
|
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// The above copyright notice and this permission notice shall be
|
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// included in all copies or substantial portions of the Software.
|
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//
|
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
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// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
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// OTHER DEALINGS IN THE SOFTWARE.
|
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// </copyright>
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namespace MathNet.Numerics.UnitTests.Random |
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{ |
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using MbUnit.Framework; |
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using Numerics.Random; |
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[TestFixture] |
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public class XorshiftTests : RandomTests |
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{ |
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public XorshiftTests() |
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: base(typeof(Xorshift)) |
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{ |
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} |
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} |
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} |
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