//
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
//
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//
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// obtaining a copy of this software and associated documentation
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// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
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//
// The above copyright notice and this permission notice shall be
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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using MathNet.Numerics.Properties;
using System;
namespace MathNet.Numerics.Random
{
///
/// Implements a multiply-with-carry Xorshift pseudo random number generator (RNG) specified in Marsaglia, George. (2003). Xorshift RNGs.
/// Xn = a * Xn−3 + c mod 2^32
/// http://www.jstatsoft.org/v08/i14/paper
///
public class Xorshift : AbstractRandomNumberGenerator
{
///
/// The default value for X1.
///
private const uint YSeed = 362436069;
///
/// The default value for X2.
///
private const uint ZSeed = 77465321;
///
/// The default value for the multiplier.
///
private const uint ASeed = 916905990;
///
/// The default value for the carry over.
///
private const uint CSeed = 13579;
///
/// The multiplier to compute a double-precision floating point number [0, 1)
///
private const double UlongToDoubleMultiplier = 1.0 / (uint.MaxValue + 1.0);
///
/// Seed or last but three unsigned random number.
///
private ulong _x;
///
/// Last but two unsigned random number.
///
private ulong _y;
///
/// Last but one unsigned random number.
///
private ulong _z;
///
/// The value of the carry over.
///
private ulong _c;
///
/// The multiplier.
///
private readonly ulong _a;
///
/// Initializes a new instance of the class using
/// the current time as the seed.
///
/// If the seed value is zero, it is set to one. Uses the
/// value of to
/// set whether the instance is thread safe.
/// Uses the default values of:
///
/// - a = 916905990
/// - c = 13579
/// - X1 = 77465321
/// - X2 = 362436069
///
public Xorshift() : this((int)DateTime.Now.Ticks)
{
}
///
/// Initializes a new instance of the class using
/// the current time as the seed.
///
/// The multiply value
/// The initial carry value.
/// The initial value if X1.
/// The initial value if X2.
/// If the seed value is zero, it is set to one. Uses the
/// value of to
/// set whether the instance is thread safe.
/// Note: must be less than .
///
public Xorshift(long a, long c, long x1, long x2)
: this((int)DateTime.Now.Ticks, a, c, x1, x2)
{
}
///
/// Initializes a new instance of the class using
/// the current time as the seed.
///
/// if set to true , the class is thread safe.
///
/// Uses the default values of:
///
/// - a = 916905990
/// - c = 13579
/// - X1 = 77465321
/// - X2 = 362436069
///
public Xorshift(bool threadSafe)
: this((int)DateTime.Now.Ticks, threadSafe)
{
}
///
/// Initializes a new instance of the class using
/// the current time as the seed.
///
/// if set to true , the class is thread safe.
/// The multiply value
/// The initial carry value.
/// The initial value if X1.
/// The initial value if X2.
/// must be less than .
public Xorshift(bool threadSafe, long a, long c, long x1, long x2)
: this((int)DateTime.Now.Ticks, threadSafe, a, c, x1, x2)
{
}
///
/// Initializes a new instance of the class.
///
/// The seed value.
/// If the seed value is zero, it is set to one. Uses the
/// value of to
/// set whether the instance is thread safe.
/// Uses the default values of:
///
/// - a = 916905990
/// - c = 13579
/// - X1 = 77465321
/// - X2 = 362436069
///
public Xorshift(int seed) : this(seed, Control.ThreadSafeRandomNumberGenerators)
{
}
///
/// Initializes a new instance of the class.
///
/// The seed value.
/// If the seed value is zero, it is set to one. Uses the
/// value of to
/// set whether the instance is thread safe.
/// The multiply value
/// The initial carry value.
/// The initial value if X1.
/// The initial value if X2.
/// must be less than .
public Xorshift(int seed, long a, long c, long x1, long x2)
: this(seed, Control.ThreadSafeRandomNumberGenerators, a, c, x1, x2)
{
}
///
/// Initializes a new instance of the class.
///
/// The seed value.
/// if set to true, the class is thread safe.
///
/// Uses the default values of:
///
/// - a = 916905990
/// - c = 13579
/// - X1 = 77465321
/// - X2 = 362436069
///
public Xorshift(int seed, bool threadSafe) : base(threadSafe)
{
if (seed == 0)
{
seed = 1;
}
_x = (uint)seed;
_y = YSeed;
_z = ZSeed;
_c = CSeed;
_a = ASeed;
}
///
/// Initializes a new instance of the class.
///
/// The seed value.
/// if set to true, the class is thread safe.
/// The multiply value
/// The initial carry value.
/// The initial value if X1.
/// The initial value if X2.
/// must be less than .
public Xorshift(int seed, bool threadSafe, long a, long c, long x1, long x2)
: base(threadSafe)
{
if (seed == 0)
{
seed = 1;
}
if (a <= c)
{
throw new ArgumentException(string.Format(Resources.ArgumentOutOfRangeGreater, "a", "c"), "a");
}
_x = (uint)seed;
_y = (ulong)x1;
_z = (ulong)x2;
_a = (ulong)a;
_c = (ulong)c;
}
///
/// Returns a random number between 0.0 and 1.0.
///
///
/// A double-precision floating point number greater than or equal to 0.0, and less than 1.0.
///
protected override double DoSample()
{
var t = (_a * _x) + _c;
_x = _y;
_y = _z;
_c = t >> 32;
_z = t & 0xffffffff;
return _z * UlongToDoubleMultiplier;
}
}
}