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- using System.Collections;
- using System;
- namespace NPack
- {
- /// <summary>
- /// Generates pseudo-random numbers using the Mersenne Twister algorithm.
- /// </summary>
- /// <remarks>
- /// See <a href="http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html">
- /// http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html%3C/a> for details
- /// on the algorithm.
- /// </remarks>
- public class MersenneTwister : Random
- {
- /// <summary>
- /// Creates a new pseudo-random number generator with a given seed.
- /// </summary>
- /// <param name="seed">A value to use as a seed.</param>
- public MersenneTwister(Int32 seed)
- {
- init((UInt32)seed);
- }
- /// <summary>
- /// Creates a new pseudo-random number generator with a default seed.
- /// </summary>
- /// <remarks>
- /// <c>new <see cref="System.Random"/>().<see cref="Random.Next()"/></c>
- /// is used for the seed.
- /// </remarks>
- public MersenneTwister()
- : this(new Random().Next()) /* a default initial seed is used */
- { }
- /// <summary>
- /// Creates a pseudo-random number generator initialized with the given array.
- /// </summary>
- /// <param name="initKey">The array for initializing keys.</param>
- public MersenneTwister(Int32[] initKey)
- {
- if (initKey == null)
- {
- throw new ArgumentNullException("initKey");
- }
- UInt32[] initArray = new UInt32[initKey.Length];
- for (int i = 0; i < initKey.Length; ++i)
- {
- initArray[i] = (UInt32)initKey[i];
- }
- init(initArray);
- }
- public MersenneTwister(Random rnd)
- {
- // TODO: Complete member initialization
- this.rnd = rnd;
- }
- /// <summary>
- /// Returns the next pseudo-random <see cref="UInt32"/>.
- /// </summary>
- /// <returns>A pseudo-random <see cref="UInt32"/> value.</returns>
- //[CLSCompliant(false)]
- public virtual UInt32 NextUInt32()
- {
- return GenerateUInt32();
- }
- /// <summary>
- /// Returns the next pseudo-random <see cref="UInt32"/>
- /// up to <paramref name="maxValue"/>.
- /// </summary>
- /// <param name="maxValue">
- /// The maximum value of the pseudo-random number to create.
- /// </param>
- /// <returns>
- /// A pseudo-random <see cref="UInt32"/> value which is at most <paramref name="maxValue"/>.
- /// </returns>
- //[CLSCompliant(false)]
- public virtual UInt32 NextUInt32(UInt32 maxValue)
- {
- return (UInt32)(GenerateUInt32() / ((Double)UInt32.MaxValue / maxValue));
- }
- /// <summary>
- /// Returns the next pseudo-random <see cref="UInt32"/> at least
- /// <paramref name="minValue"/> and up to <paramref name="maxValue"/>.
- /// </summary>
- /// <param name="minValue">The minimum value of the pseudo-random number to create.</param>
- /// <param name="maxValue">The maximum value of the pseudo-random number to create.</param>
- /// <returns>
- /// A pseudo-random <see cref="UInt32"/> value which is at least
- /// <paramref name="minValue"/> and at most <paramref name="maxValue"/>.
- /// </returns>
- /// <exception cref="ArgumentOutOfRangeException">
- /// If <c><paramref name="minValue"/> >= <paramref name="maxValue"/></c>.
- /// </exception>
- //[CLSCompliant(false)]
- public virtual UInt32 NextUInt32(UInt32 minValue, UInt32 maxValue) /* throws ArgumentOutOfRangeException */
- {
- if (minValue >= maxValue)
- {
- throw new ArgumentOutOfRangeException();
- }
- return (UInt32)(GenerateUInt32() / ((Double)UInt32.MaxValue / (maxValue - minValue)) + minValue);
- }
- /// <summary>
- /// Returns the next pseudo-random <see cref="Int32"/>.
- /// </summary>
- /// <returns>A pseudo-random <see cref="Int32"/> value.</returns>
- public override Int32 Next()
- {
- return Next(Int32.MaxValue);
- }
- /// <summary>
- /// Returns the next pseudo-random <see cref="Int32"/> up to <paramref name="maxValue"/>.
- /// </summary>
- /// <param name="maxValue">The maximum value of the pseudo-random number to create.</param>
- /// <returns>
- /// A pseudo-random <see cref="Int32"/> value which is at most <paramref name="maxValue"/>.
- /// </returns>
- /// <exception cref="ArgumentOutOfRangeException">
- /// When <paramref name="maxValue"/> < 0.
- /// </exception>
- public override Int32 Next(Int32 maxValue)
- {
- if (maxValue <= 1)
- {
- if (maxValue < 0)
- {
- throw new ArgumentOutOfRangeException();
- }
- return 0;
- }
- return (Int32)(NextDouble() * maxValue);
- }
- /// <summary>
- /// Returns the next pseudo-random <see cref="Int32"/>
- /// at least <paramref name="minValue"/>
- /// and up to <paramref name="maxValue"/>.
- /// </summary>
- /// <param name="minValue">The minimum value of the pseudo-random number to create.</param>
- /// <param name="maxValue">The maximum value of the pseudo-random number to create.</param>
- /// <returns>A pseudo-random Int32 value which is at least <paramref name="minValue"/> and at
- /// most <paramref name="maxValue"/>.</returns>
- /// <exception cref="ArgumentOutOfRangeException">
- /// If <c><paramref name="minValue"/> >= <paramref name="maxValue"/></c>.
- /// </exception>
- public override Int32 Next(Int32 minValue, Int32 maxValue)
- {
- if (maxValue <= minValue)
- {
- throw new ArgumentOutOfRangeException();
- }
- if (maxValue == minValue)
- {
- return minValue;
- }
- return Next(maxValue - minValue) + minValue;
- }
- /// <summary>
- /// Fills a buffer with pseudo-random bytes.
- /// </summary>
- /// <param name="buffer">The buffer to fill.</param>
- /// <exception cref="ArgumentNullException">
- /// If <c><paramref name="buffer"/> == <see langword="null"/></c>.
- /// </exception>
- public override void NextBytes(Byte[] buffer)
- {
- // [codekaizen: corrected this to check null before checking length.]
- if (buffer == null)
- {
- throw new ArgumentNullException();
- }
- Int32 bufLen = buffer.Length;
- for (Int32 idx = 0; idx < bufLen; ++idx)
- {
- buffer[idx] = (Byte)Next(256);
- }
- }
- /// <summary>
- /// Returns the next pseudo-random <see cref="Double"/> value.
- /// </summary>
- /// <returns>A pseudo-random double floating point value.</returns>
- /// <remarks>
- /// <para>
- /// There are two common ways to create a double floating point using MT19937:
- /// using <see cref="GenerateUInt32"/> and dividing by 0xFFFFFFFF + 1,
- /// or else generating two double words and shifting the first by 26 bits and
- /// adding the second.
- /// </para>
- /// <para>
- /// In a newer measurement of the randomness of MT19937 published in the
- /// journal "Monte Carlo Methods and Applications, Vol. 12, No. 5-6, pp. 385 –§C 393 (2006)"
- /// entitled "A Repetition Test for Pseudo-Random Number Generators",
- /// it was found that the 32-bit version of generating a double fails at the 95%
- /// confidence level when measuring for expected repetitions of a particular
- /// number in a sequence of numbers generated by the algorithm.
- /// </para>
- /// <para>
- /// Due to this, the 53-bit method is implemented here and the 32-bit method
- /// of generating a double is not. If, for some reason,
- /// the 32-bit method is needed, it can be generated by the following:
- /// <code>
- /// (Double)NextUInt32() / ((UInt64)UInt32.MaxValue + 1);
- /// </code>
- /// </para>
- /// </remarks>
- public override Double NextDouble()
- {
- return compute53BitRandom(0, InverseOnePlus53BitsOf1s);
- }
- /// <summary>
- /// Returns a pseudo-random number greater than or equal to zero, and
- /// either strictly less than one, or less than or equal to one,
- /// depending on the value of the given parameter.
- /// </summary>
- /// <param name="includeOne">
- /// If <see langword="true"/>, the pseudo-random number returned will be
- /// less than or equal to one; otherwise, the pseudo-random number returned will
- /// be strictly less than one.
- /// </param>
- /// <returns>
- /// If <paramref name="includeOne"/> is <see langword="true"/>,
- /// this method returns a double-precision pseudo-random number greater than
- /// or equal to zero, and less than or equal to one.
- /// If <paramref name="includeOne"/> is <see langword="false"/>, this method
- /// returns a double-precision pseudo-random number greater than or equal to zero and
- /// strictly less than one.
- /// </returns>
- public Double NextDouble(Boolean includeOne)
- {
- return includeOne ? compute53BitRandom(0, Inverse53BitsOf1s) : NextDouble();
- }
- /// <summary>
- /// Returns a pseudo-random number greater than 0.0 and less than 1.0.
- /// </summary>
- /// <returns>A pseudo-random number greater than 0.0 and less than 1.0.</returns>
- public Double NextDoublePositive()
- {
- return compute53BitRandom(0.5, Inverse53BitsOf1s);
- }
- /// <summary>
- /// Returns a pseudo-random number between 0.0 and 1.0.
- /// </summary>
- /// <returns>
- /// A single-precision floating point number greater than or equal to 0.0,
- /// and less than 1.0.
- /// </returns>
- public Single NextSingle()
- {
- return (Single)NextDouble();
- }
- /// <summary>
- /// Returns a pseudo-random number greater than or equal to zero, and either strictly
- /// less than one, or less than or equal to one, depending on the value of the
- /// given boolean parameter.
- /// </summary>
- /// <param name="includeOne">
- /// If <see langword="true"/>, the pseudo-random number returned will be
- /// less than or equal to one; otherwise, the pseudo-random number returned will
- /// be strictly less than one.
- /// </param>
- /// <returns>
- /// If <paramref name="includeOne"/> is <see langword="true"/>, this method returns a
- /// single-precision pseudo-random number greater than or equal to zero, and less
- /// than or equal to one. If <paramref name="includeOne"/> is <see langword="false"/>,
- /// this method returns a single-precision pseudo-random number greater than or equal to zero and
- /// strictly less than one.
- /// </returns>
- public Single NextSingle(Boolean includeOne)
- {
- return (Single)NextDouble(includeOne);
- }
- /// <summary>
- /// Returns a pseudo-random number greater than 0.0 and less than 1.0.
- /// </summary>
- /// <returns>A pseudo-random number greater than 0.0 and less than 1.0.</returns>
- public Single NextSinglePositive()
- {
- return (Single)NextDoublePositive();
- }
- /// <summary>
- /// Generates a new pseudo-random <see cref="UInt32"/>.
- /// </summary>
- /// <returns>A pseudo-random <see cref="UInt32"/>.</returns>
- //[CLSCompliant(false)]
- protected UInt32 GenerateUInt32()
- {
- UInt32 y;
- /* _mag01[x] = x * MatrixA for x=0,1 */
- if (_mti >= N) /* generate N words at one time */
- {
- Int16 kk = 0;
- for (; kk < N - M; ++kk)
- {
- y = (_mt[kk] & UpperMask) | (_mt[kk + 1] & LowerMask);
- _mt[kk] = _mt[kk + M] ^ (y >> 1) ^ _mag01[y & 0x1];
- }
- for (; kk < N - 1; ++kk)
- {
- y = (_mt[kk] & UpperMask) | (_mt[kk + 1] & LowerMask);
- _mt[kk] = _mt[kk + (M - N)] ^ (y >> 1) ^ _mag01[y & 0x1];
- }
- y = (_mt[N - 1] & UpperMask) | (_mt[0] & LowerMask);
- _mt[N - 1] = _mt[M - 1] ^ (y >> 1) ^ _mag01[y & 0x1];
- _mti = 0;
- }
- y = _mt[_mti++];
- y ^= temperingShiftU(y);
- y ^= temperingShiftS(y) & TemperingMaskB;
- y ^= temperingShiftT(y) & TemperingMaskC;
- y ^= temperingShiftL(y);
- return y;
- }
- /* Period parameters */
- private const Int32 N = 624;
- private const Int32 M = 397;
- private const UInt32 MatrixA = 0x9908b0df; /* constant vector a */
- private const UInt32 UpperMask = 0x80000000; /* most significant w-r bits */
- private const UInt32 LowerMask = 0x7fffffff; /* least significant r bits */
- /* Tempering parameters */
- private const UInt32 TemperingMaskB = 0x9d2c5680;
- private const UInt32 TemperingMaskC = 0xefc60000;
- private static UInt32 temperingShiftU(UInt32 y)
- {
- return (y >> 11);
- }
- private static UInt32 temperingShiftS(UInt32 y)
- {
- return (y << 7);
- }
- private static UInt32 temperingShiftT(UInt32 y)
- {
- return (y << 15);
- }
- private static UInt32 temperingShiftL(UInt32 y)
- {
- return (y >> 18);
- }
- private readonly UInt32[] _mt = new UInt32[N]; /* the array for the state vector */
- private Int16 _mti;
- private static readonly UInt32[] _mag01 = { 0x0, MatrixA };
- private void init(UInt32 seed)
- {
- _mt[0] = seed & 0xffffffffU;
- for (_mti = 1; _mti < N; _mti++)
- {
- _mt[_mti] = (uint)(1812433253U * (_mt[_mti - 1] ^ (_mt[_mti - 1] >> 30)) + _mti);
- // See Knuth TAOCP Vol2. 3rd Ed. P.106 for multiplier.
- // In the previous versions, MSBs of the seed affect
- // only MSBs of the array _mt[].
- // 2002/01/09 modified by Makoto Matsumoto
- _mt[_mti] &= 0xffffffffU;
- // for >32 bit machines
- }
- }
- private void init(UInt32[] key)
- {
- Int32 i, j, k;
- init(19650218U);
- Int32 keyLength = key.Length;
- i = 1; j = 0;
- k = (N > keyLength ? N : keyLength);
- for (; k > 0; k--)
- {
- _mt[i] = (uint)((_mt[i] ^ ((_mt[i - 1] ^ (_mt[i - 1] >> 30)) * 1664525U)) + key[j] + j); /* non linear */
- _mt[i] &= 0xffffffffU; // for WORDSIZE > 32 machines
- i++; j++;
- if (i >= N) { _mt[0] = _mt[N - 1]; i = 1; }
- if (j >= keyLength) j = 0;
- }
- for (k = N - 1; k > 0; k--)
- {
- _mt[i] = (uint)((_mt[i] ^ ((_mt[i - 1] ^ (_mt[i - 1] >> 30)) * 1566083941U)) - i); /* non linear */
- _mt[i] &= 0xffffffffU; // for WORDSIZE > 32 machines
- i++;
- if (i < N)
- {
- continue;
- }
- _mt[0] = _mt[N - 1]; i = 1;
- }
- _mt[0] = 0x80000000U; // MSB is 1; assuring non-zero initial array
- }
- // 9007199254740991.0 is the maximum double value which the 53 significand
- // can hold when the exponent is 0.
- private const Double FiftyThreeBitsOf1s = 9007199254740991.0;
- // Multiply by inverse to (vainly?) try to avoid a division.
- private const Double Inverse53BitsOf1s = 1.0 / FiftyThreeBitsOf1s;
- private const Double OnePlus53BitsOf1s = FiftyThreeBitsOf1s + 1;
- private const Double InverseOnePlus53BitsOf1s = 1.0 / OnePlus53BitsOf1s;
- private Random rnd;
- private Double compute53BitRandom(Double translate, Double scale)
- {
- // get 27 pseudo-random bits
- UInt64 a = (UInt64)GenerateUInt32() >> 5;
- // get 26 pseudo-random bits
- UInt64 b = (UInt64)GenerateUInt32() >> 6;
- // shift the 27 pseudo-random bits (a) over by 26 bits (* 67108864.0) and
- // add another pseudo-random 26 bits (+ b).
- return ((a * 67108864.0 + b) + translate) * scale;
- }
- }
- }
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