forked from tsai/mathnet-numerics
25 changed files with 247 additions and 56 deletions
@ -0,0 +1,146 @@ |
|||||
|
// <copyright file="Xorshift.cs" company="Math.NET">
|
||||
|
// 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) 2009-2010 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.
|
||||
|
// </copyright>
|
||||
|
namespace MathNet.Numerics.Random |
||||
|
{ |
||||
|
using System; |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Xor-shift pseudo random number generator (RNG) specified in Marsaglia, George. (2003). Xorshift RNGs.
|
||||
|
/// http://www.jstatsoft.org/v08/i14/xorshift.pdf
|
||||
|
/// </summary>
|
||||
|
public class Xorshift : AbstractRandomNumberGenerator |
||||
|
{ |
||||
|
/// <summary>
|
||||
|
/// Initializes a new instance of the <see cref="Xorshift"/> class using
|
||||
|
/// the current time as the seed.
|
||||
|
/// </summary>
|
||||
|
/// <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 Xorshift() : this((int)DateTime.Now.Ticks) |
||||
|
{ |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Initializes a new instance of the <see cref="Xorshift"/> 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 Xorshift(bool threadSafe) : this((int)DateTime.Now.Ticks, threadSafe) |
||||
|
{ |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Initializes a new instance of the <see cref="Xorshift"/> 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 Xorshift(int seed) : this(seed, Control.ThreadSafeRandomNumberGenerators) |
||||
|
{ |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Initializes a new instance of the <see cref="Xorshift"/> 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 Xorshift(int seed, bool threadSafe) : base(threadSafe) |
||||
|
{ |
||||
|
if (seed == 0) |
||||
|
{ |
||||
|
seed = 1; |
||||
|
} |
||||
|
|
||||
|
_x = (uint)seed; |
||||
|
_y = YSeed; |
||||
|
_z = ZSeed; |
||||
|
_w = WSeed; |
||||
|
} |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Y seed is 423864282.
|
||||
|
/// </summary>
|
||||
|
private const uint YSeed = 423864282; |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Y seed is 643534723.
|
||||
|
/// </summary>
|
||||
|
private const uint ZSeed = 643534723; |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// W seed is 84452734.
|
||||
|
/// </summary>
|
||||
|
private const uint WSeed = 84452734; |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// The multiplier to compute a double-precision floating point number [0, 1)
|
||||
|
/// </summary>
|
||||
|
private const double IntToDoubleMultiplier = 1.0 / (int.MaxValue + 1.0); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Seed or last but three unsigned random number.
|
||||
|
/// </summary>
|
||||
|
private uint _x; |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Last but two unsigned random number.
|
||||
|
/// </summary>
|
||||
|
private uint _y; |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Last but one unsigned random number.
|
||||
|
/// </summary>
|
||||
|
private uint _z; |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Last generated unsigned random number.
|
||||
|
/// </summary>
|
||||
|
private uint _w; |
||||
|
|
||||
|
/// <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() |
||||
|
{ |
||||
|
var t = _x ^ (_x << 11); |
||||
|
_x = _y; |
||||
|
_y = _z; |
||||
|
_z = _w; |
||||
|
_w = (_w ^ (_w >> 19)) ^ (t ^ (t >> 8)); |
||||
|
|
||||
|
return (int)(_w >> 1) * IntToDoubleMultiplier; |
||||
|
} |
||||
|
} |
||||
|
} |
||||
@ -0,0 +1,44 @@ |
|||||
|
// <copyright file="XorshiftTests.cs" company="Math.NET">
|
||||
|
// 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) 2009-2010 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.
|
||||
|
// </copyright>
|
||||
|
|
||||
|
namespace MathNet.Numerics.UnitTests.Random |
||||
|
{ |
||||
|
using MbUnit.Framework; |
||||
|
using Numerics.Random; |
||||
|
|
||||
|
[TestFixture] |
||||
|
public class XorshiftTests : RandomTests |
||||
|
{ |
||||
|
public XorshiftTests() |
||||
|
: base(typeof(Xorshift)) |
||||
|
{ |
||||
|
} |
||||
|
} |
||||
|
} |
||||
Loading…
Reference in new issue