@ -4,7 +4,7 @@
// http://github.com/mathnet/mathnet-numerics
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// http://mathnetnumerics.codeplex.com
//
//
// Copyright (c) 2009-2010 Math.NET
// Copyright (c) 2009-2013 Math.NET
//
//
// Permission is hereby granted, free of charge, to any person
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// obtaining a copy of this software and associated documentation
@ -28,8 +28,8 @@
// OTHER DEALINGS IN THE SOFTWARE.
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
// </copyright>
using MathNet.Numerics.Properties ;
using System ; using System ;
using MathNet.Numerics.Properties ;
namespace MathNet.Numerics.Random namespace MathNet.Numerics.Random
{ {
@ -38,61 +38,61 @@ namespace MathNet.Numerics.Random
/// <code>Xn = a * Xn−3 + c mod 2^32</code>
/// <code>Xn = a * Xn−3 + c mod 2^32</code>
/// http://www.jstatsoft.org/v08/i14/paper
/// http://www.jstatsoft.org/v08/i14/paper
/// </summary>
/// </summary>
public class Xorshift : AbstractRandomNumberGenerator public class Xorshift : RandomSource
{ {
/// <summary>
/// <summary>
/// The default value for X1.
/// The default value for X1.
/// </summary>
/// </summary>
private const uint YSeed = 3 6 2 4 3 6 0 6 9 ; const uint YSeed = 3 6 2 4 3 6 0 6 9 ;
/// <summary>
/// <summary>
/// The default value for X2.
/// The default value for X2.
/// </summary>
/// </summary>
private const uint ZSeed = 7 7 4 6 5 3 2 1 ; const uint ZSeed = 7 7 4 6 5 3 2 1 ;
/// <summary>
/// <summary>
/// The default value for the multiplier.
/// The default value for the multiplier.
/// </summary>
/// </summary>
private const uint ASeed = 9 1 6 9 0 5 9 9 0 ; const uint ASeed = 9 1 6 9 0 5 9 9 0 ;
/// <summary>
/// <summary>
/// The default value for the carry over.
/// The default value for the carry over.
/// </summary>
/// </summary>
private const uint CSeed = 1 3 5 7 9 ; const uint CSeed = 1 3 5 7 9 ;
/// <summary>
/// <summary>
/// The multiplier to compute a double-precision floating point number [0, 1)
/// The multiplier to compute a double-precision floating point number [0, 1)
/// </summary>
/// </summary>
private const double UlongToDoubleMultiplier = 1.0 / ( uint . MaxValue + 1.0 ) ; const double UlongToDoubleMultiplier = 1.0 / ( uint . MaxValue + 1.0 ) ;
/// <summary>
/// <summary>
/// Seed or last but three unsigned random number.
/// Seed or last but three unsigned random number.
/// </summary>
/// </summary>
private ulong _ x ; ulong _ x ;
/// <summary>
/// <summary>
/// Last but two unsigned random number.
/// Last but two unsigned random number.
/// </summary>
/// </summary>
private ulong _ y ; ulong _ y ;
/// <summary>
/// <summary>
/// Last but one unsigned random number.
/// Last but one unsigned random number.
/// </summary>
/// </summary>
private ulong _ z ; ulong _ z ;
/// <summary>
/// <summary>
/// The value of the carry over.
/// The value of the carry over.
/// </summary>
/// </summary>
private ulong _ c ; ulong _ c ;
/// <summary>
/// <summary>
/// The multiplier.
/// The multiplier.
/// </summary>
/// </summary>
private readonly ulong _ a ; readonly ulong _ a ;
/// <summary>
/// <summary>
/// Initializes a new instance of the <see cref="Xorshift"/> class using
/// Initializes a new instance of the <see cref="Xorshift"/> class using
/// the current time as the seed .
/// a seed based on time and unique GUIDs .
/// </summary>
/// </summary>
/// <remarks>If the seed value is zero, it is set to one. Uses the
/// <remarks>If the seed value is zero, it is set to one. Uses the
/// value of <see cref="Control.ThreadSafeRandomNumberGenerators"/> to
/// value of <see cref="Control.ThreadSafeRandomNumberGenerators"/> to
@ -104,13 +104,13 @@ namespace MathNet.Numerics.Random
/// <item>X1 = 77465321</item>
/// <item>X1 = 77465321</item>
/// <item>X2 = 362436069</item>
/// <item>X2 = 362436069</item>
/// </list></remarks>
/// </list></remarks>
public Xorshift ( ) : this ( ( int ) DateTime . Now . Ticks ) public Xorshift ( ) : this ( RandomSeed . Guid ( ) )
{ {
} }
/// <summary>
/// <summary>
/// Initializes a new instance of the <see cref="Xorshift"/> class using
/// Initializes a new instance of the <see cref="Xorshift"/> class using
/// the current time as the seed .
/// a seed based on time and unique GUIDs .
/// </summary>
/// </summary>
/// <param name="a">The multiply value</param>
/// <param name="a">The multiply value</param>
/// <param name="c">The initial carry value.</param>
/// <param name="c">The initial carry value.</param>
@ -121,14 +121,13 @@ namespace MathNet.Numerics.Random
/// set whether the instance is thread safe.
/// set whether the instance is thread safe.
/// Note: <paramref name="c"/> must be less than <paramref name="a"/>.
/// Note: <paramref name="c"/> must be less than <paramref name="a"/>.
/// </remarks>
/// </remarks>
public Xorshift ( long a , long c , long x1 , long x2 ) public Xorshift ( long a , long c , long x1 , long x2 ) : this ( RandomSeed . Guid ( ) , a , c , x1 , x2 )
: this ( ( int ) DateTime . Now . Ticks , a , c , x1 , x2 )
{ {
} }
/// <summary>
/// <summary>
/// Initializes a new instance of the <see cref="Xorshift"/> class using
/// Initializes a new instance of the <see cref="Xorshift"/> class using
/// the current time as the seed .
/// a seed based on time and unique GUIDs .
/// </summary>
/// </summary>
/// <param name="threadSafe">if set to <c>true</c> , the class is thread safe.</param>
/// <param name="threadSafe">if set to <c>true</c> , the class is thread safe.</param>
/// <remarks>
/// <remarks>
@ -139,14 +138,13 @@ namespace MathNet.Numerics.Random
/// <item>X1 = 77465321</item>
/// <item>X1 = 77465321</item>
/// <item>X2 = 362436069</item>
/// <item>X2 = 362436069</item>
/// </list></remarks>
/// </list></remarks>
public Xorshift ( bool threadSafe ) public Xorshift ( bool threadSafe ) : this ( RandomSeed . Guid ( ) , threadSafe )
: this ( ( int ) DateTime . Now . Ticks , threadSafe )
{ {
} }
/// <summary>
/// <summary>
/// Initializes a new instance of the <see cref="Xorshift"/> class using
/// Initializes a new instance of the <see cref="Xorshift"/> class using
/// the current time as the seed .
/// a seed based on time and unique GUIDs .
/// </summary>
/// </summary>
/// <param name="threadSafe">if set to <c>true</c> , the class is thread safe.</param>
/// <param name="threadSafe">if set to <c>true</c> , the class is thread safe.</param>
/// <param name="a">The multiply value</param>
/// <param name="a">The multiply value</param>
@ -154,11 +152,10 @@ namespace MathNet.Numerics.Random
/// <param name="x1">The initial value if X1.</param>
/// <param name="x1">The initial value if X1.</param>
/// <param name="x2">The initial value if X2.</param>
/// <param name="x2">The initial value if X2.</param>
/// <remarks><paramref name="c"/> must be less than <paramref name="a"/>.</remarks>
/// <remarks><paramref name="c"/> must be less than <paramref name="a"/>.</remarks>
public Xorshift ( bool threadSafe , long a , long c , long x1 , long x2 ) public Xorshift ( bool threadSafe , long a , long c , long x1 , long x2 ) : this ( RandomSeed . Guid ( ) , threadSafe , a , c , x1 , x2 )
: this ( ( int ) DateTime . Now . Ticks , threadSafe , a , c , x1 , x2 )
{ {
} }
/// <summary>
/// <summary>
/// Initializes a new instance of the <see cref="Xorshift"/> class.
/// Initializes a new instance of the <see cref="Xorshift"/> class.
/// </summary>
/// </summary>
@ -189,8 +186,7 @@ namespace MathNet.Numerics.Random
/// <param name="x1">The initial value if X1.</param>
/// <param name="x1">The initial value if X1.</param>
/// <param name="x2">The initial value if X2.</param>
/// <param name="x2">The initial value if X2.</param>
/// <remarks><paramref name="c"/> must be less than <paramref name="a"/>.</remarks>
/// <remarks><paramref name="c"/> must be less than <paramref name="a"/>.</remarks>
public Xorshift ( int seed , long a , long c , long x1 , long x2 ) public Xorshift ( int seed , long a , long c , long x1 , long x2 ) : this ( seed , Control . ThreadSafeRandomNumberGenerators , a , c , x1 , x2 )
: this ( seed , Control . ThreadSafeRandomNumberGenerators , a , c , x1 , x2 )
{ {
} }
@ -231,8 +227,7 @@ namespace MathNet.Numerics.Random
/// <param name="x1">The initial value if X1.</param>
/// <param name="x1">The initial value if X1.</param>
/// <param name="x2">The initial value if X2.</param>
/// <param name="x2">The initial value if X2.</param>
/// <remarks><paramref name="c"/> must be less than <paramref name="a"/>.</remarks>
/// <remarks><paramref name="c"/> must be less than <paramref name="a"/>.</remarks>
public Xorshift ( int seed , bool threadSafe , long a , long c , long x1 , long x2 ) public Xorshift ( int seed , bool threadSafe , long a , long c , long x1 , long x2 ) : base ( threadSafe )
: base ( threadSafe )
{ {
if ( seed = = 0 ) if ( seed = = 0 )
{ {
@ -259,12 +254,12 @@ namespace MathNet.Numerics.Random
/// </returns>
/// </returns>
protected override double DoSample ( ) protected override double DoSample ( )
{ {
var t = ( _ a * _ x ) + _ c ; var t = ( _ a * _ x ) + _ c ;
_ x = _ y ; _ x = _ y ;
_ y = _ z ; _ y = _ z ;
_ c = t > > 3 2 ; _ c = t > > 3 2 ;
_ z = t & 0xffffffff ; _ z = t & 0xffffffff ;
return _ z * UlongToDoubleMultiplier ; return _ z * UlongToDoubleMultiplier ;
} }
} }
} }
Christoph Ruegg
13 years ago