petekstatic 0.1.13

//! A small, fully-deterministic PRNG (SplitMix64) for reproducible Monte Carlo.
//!
//! SplitMix64 (Steele, Lea & Flood 2014) has good equidistribution for MC and
//! needs no external crate, so the same seed yields the same stream on every
//! platform — the reproducibility the spec requires.

/// A seeded SplitMix64 generator producing uniforms in `[0, 1)`.
#[derive(Debug, Clone)]
pub struct SplitMix64 {
    state: u64,
}

impl SplitMix64 {
    /// Construct from a seed.
    #[must_use]
    pub fn new(seed: u64) -> Self {
        Self { state: seed }
    }

    /// Next raw 64-bit value.
    pub fn next_u64(&mut self) -> u64 {
        self.state = self.state.wrapping_add(0x9E37_79B9_7F4A_7C15);
        let mut z = self.state;
        z = (z ^ (z >> 30)).wrapping_mul(0xBF58_476D_1CE4_E5B9);
        z = (z ^ (z >> 27)).wrapping_mul(0x94D0_49BB_1331_11EB);
        z ^ (z >> 31)
    }

    /// Next uniform in `[0, 1)` with 53 bits of precision.
    pub fn next_f64(&mut self) -> f64 {
        // Top 53 bits / 2^53.
        (self.next_u64() >> 11) as f64 / (1u64 << 53) as f64
    }
}

#[cfg(test)]
mod tests {
    use super::*;

    #[test]
    fn same_seed_same_stream() {
        let mut a = SplitMix64::new(42);
        let mut b = SplitMix64::new(42);
        for _ in 0..1000 {
            assert_eq!(a.next_u64(), b.next_u64());
        }
    }

    #[test]
    fn different_seed_diverges() {
        let mut a = SplitMix64::new(1);
        let mut b = SplitMix64::new(2);
        assert_ne!(a.next_u64(), b.next_u64());
    }

    #[test]
    fn uniforms_in_unit_interval() {
        let mut r = SplitMix64::new(7);
        for _ in 0..10_000 {
            let u = r.next_f64();
            assert!((0.0..1.0).contains(&u));
        }
    }
}