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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
/* */
/* This file is part of the class library */
/* SoPlex --- the Sequential object-oriented simPlex. */
/* */
/* Copyright 1996-2022 Zuse Institute Berlin */
/* */
/* Licensed under the Apache License, Version 2.0 (the "License"); */
/* you may not use this file except in compliance with the License. */
/* You may obtain a copy of the License at */
/* */
/* http://www.apache.org/licenses/LICENSE-2.0 */
/* */
/* Unless required by applicable law or agreed to in writing, software */
/* distributed under the License is distributed on an "AS IS" BASIS, */
/* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. */
/* See the License for the specific language governing permissions and */
/* limitations under the License. */
/* */
/* You should have received a copy of the Apache-2.0 license */
/* along with SoPlex; see the file LICENSE. If not email to soplex@zib.de. */
/* */
/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
/**@file random.h
* @brief Random numbers.
*/
#ifndef _RANDOM_H_
#define _RANDOM_H_
#include <assert.h>
#include <stdint.h>
#include <algorithm>
namespace soplex
{
/* initial seeds for KISS random number generator */
#define DEFAULT_LIN UINT32_C(123456789)
#define DEFAULT_XOR UINT32_C(362436000)
#define DEFAULT_MWC UINT32_C(521288629)
#define DEFAULT_CST UINT32_C(7654321)
/* defines for linear congruential generator */
#define RSTEP UINT64_C(1103515245)
#define RADD UINT64_C(12345)
/**@brief Random numbers.
@ingroup Elementary
Class Random provides random Real variables, i.e. a value variable that
gives another value each time it is accessed. It may be used just like an
ordinary Real by means of an overloaded cast operator Real()%.
This is an implementation of KISS random number generator developed by George Marsaglia.
KISS is combination of three different random number generators:
- Linear congruential generator
- Xorshift
- Lag-1 Multiply-with-carry
KISS has a period of 2^123 and passes all statistical test part of BigCrush-Test of TestU01 [1].
[1] http://dl.acm.org/citation.cfm?doid=1268776.1268777
*/
class Random
{
private:
//--------------------------------------
/**@name Data */
///@{
uint32_t seedshift; ///< initial shift for random seeds.
uint32_t lin_seed; ///< random seed for linear congruential RNS.
uint32_t xor_seed; ///< random seed for XOR-shift RNS.
uint32_t mwc_seed; ///< random seed Multiple-with-carry RNS.
uint32_t cst_seed; ///< random seed shifted for mwc_seed.
///@}
//--------------------------------------
/**@name Helpers */
///@{
/// executes KISS random number generator and returns a pseudo random Real value in [0,1].
Real next_random()
{
uint64_t t;
/* linear congruential */
lin_seed = (uint32_t)(lin_seed * RSTEP + RADD);
/* Xorshift */
xor_seed ^= (xor_seed << 13);
xor_seed ^= (xor_seed >> 17);
xor_seed ^= (xor_seed << 5);
/* Multiply-with-carry */
t = UINT64_C(698769069) * mwc_seed + cst_seed;
cst_seed = (uint32_t)(t >> 32);
mwc_seed = (uint32_t) t;
return (lin_seed + xor_seed + mwc_seed) / (Real)UINT32_MAX;
}
///@}
public:
//--------------------------------------
/**@name Access */
///@{
/// returns next random number.
Real next(Real minimum = 0.0, Real maximum = 1.0)
{
Real randnumber = next_random();
/* we multiply minimum and maximum separately by randnumber in order to avoid overflow if they are more than
* std::numeric_limits<Real>::max() apart
*/
return minimum * (1.0 - randnumber) + maximum * randnumber;
}
/// returns the initial seed shift
uint32_t getSeed() const
{
return seedshift;
}
///@}
//--------------------------------------
/**@name Modification */
///@{
/// initialize all seeds of the random number generator.
void setSeed(uint32_t initshift)
{
seedshift = initshift;
/* use std::max to avoid zero after over flowing */
lin_seed = std::max(DEFAULT_LIN + initshift, 1u);
xor_seed = std::max(DEFAULT_XOR + initshift, 1u);
mwc_seed = std::max(DEFAULT_MWC + initshift, 1u);
cst_seed = DEFAULT_CST + initshift;
assert(lin_seed > 0);
assert(xor_seed > 0);
assert(mwc_seed > 0);
/* advance state once to have more random values */
(void) next_random();
}
///@}
//--------------------------------------
/**@name Constructors / destructors */
///@{
/// default constructor.
/** Constructs a new (pseudo) Random variable using \p randomseed as seed for the random
variable's sequence.
*/
explicit
Random(uint32_t randomseed = 0)
{
setSeed(randomseed);
}
/// destructor
~Random()
{}
///@}
};
} // namespace soplex
#endif // _RANDOM_H_