// Written in the D programming language /** Facilities for random number generation. The old-style functions $(D_PARAM rand_seed) and $(D_PARAM rand) will soon be deprecated as they rely on global state and as such are subjected to various thread-related issues. The new-style generator objects hold their own state so they are immune of threading issues. The generators feature a number of well-known and well-documented methods of generating random numbers. An overall fast and reliable means to generate random numbers is the $(D_PARAM Mt19937) generator, which derives its name from "$(WEB math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html, Mersenne Twister) with a period of 2 to the power of 19937". In memory-constrained situations, $(LUCKY linear congruential) generators such as $(D MinstdRand0) and $(D MinstdRand) might be useful. The standard library provides an alias $(D_PARAM Random) for whichever generator it finds the most fit for the target environment. Example: ---- Random gen; // Generate a uniformly-distributed integer in the range [0, 15] auto i = uniform(gen, 0, 15); // Generate a uniformly-distributed real in the range [0, 100$(RPAREN) auto r = uniform(gen, 0.0L, 100.0L); ---- In addition to random number generators, this module features distributions, which skew a generator's output statistical distribution in various ways. So far the uniform distribution for integers and real numbers have been implemented. Author: $(WEB erdani.org, Andrei Alexandrescu) Credits: The entire random number library architecture is derived from the excellent $(WEB open-std.org/jtc1/sc22/wg21/docs/papers/2007/n2461.pdf, C++0X) random number facility proposed by Jens Maurer and contributed to by researchers at the Fermi laboratory. Macros: WIKI = Phobos/StdRandom */ module std.random; import std.algorithm, std.c.time, std.contracts, std.conv, std.date, std.math, std.process, std.range, std.stdio, std.traits; // Segments of the code in this file Copyright (c) 1997 by Rick Booth // From "Inner Loops" by Rick Booth, Addison-Wesley // Work derived from: /* A C-program for MT19937, with initialization improved 2002/1/26. Coded by Takuji Nishimura and Makoto Matsumoto. Before using, initialize the state by using init_genrand(seed) or init_by_array(init_key, key_length). Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura, All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: 1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. 2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. 3. The names of its contributors may not be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. Any feedback is very welcome. http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html email: m-mat @ math.sci.hiroshima-u.ac.jp (remove space) */ version (Win32) { extern(Windows) int QueryPerformanceCounter(ulong *count); } version (Posix) { private import core.sys.posix.sys.time; } /** Linear Congruential generator. */ struct LinearCongruentialEngine(UIntType, UIntType a, UIntType c, UIntType m) { /// Does this generator have a fixed range? ($(D_PARAM true)). enum bool hasFixedRange = true; /// Lowest generated value ($(D 1) if $(D c == 0), $(D 0) otherwise). enum UIntType min = ( c == 0 ? 1 : 0 ); /// Highest generated value ($(D modulus - 1)). enum UIntType max = m - 1; /** The parameters of this distribution. The random number is $(D_PARAM x = (x * multipler + increment) % modulus). */ enum UIntType multiplier = a; ///ditto enum UIntType increment = c; ///ditto enum UIntType modulus = m; static assert(isIntegral!(UIntType)); static assert(m == 0 || a < m); static assert(m == 0 || c < m); static assert(m == 0 || (cast(ulong)a * (m-1) + c) % m == (c < a ? c - a + m : c - a)); /** Constructs a $(D_PARAM LinearCongruentialEngine) generator seeded with $(D x0). */ this(UIntType x0) { seed(x0); } /** (Re)seeds the generator. */ void seed(UIntType x0 = 1) { static if (c == 0) { enforce(x0, "Invalid (zero) seed for " ~ LinearCongruentialEngine.stringof); } _x = modulus ? (x0 % modulus) : x0; next; } /** Advances the random sequence. */ void next() { static if (m) _x = cast(UIntType) ((cast(ulong) a * _x + c) % m); else _x = a * _x + c; } /** Returns the current number in the random sequence. */ UIntType head() { return _x; } /** Always $(D true) (random generators are infinite ranges). */ enum bool empty = false; /** Compares against $(D_PARAM rhs) for equality. */ bool opEquals(LinearCongruentialEngine rhs) const { return _x == rhs._x; } private UIntType _x = m ? a + c : (a + c) % m; }; /** Define $(D_PARAM LinearCongruentialEngine) generators with well-chosen parameters. $(D MinstdRand0) implements Park and Miller's "minimal standard" $(WEB wikipedia.org/wiki/Park%E2%80%93Miller_random_number_generator, generator) that uses 16807 for the multiplier. $(D MinstdRand) implements a variant that has slightly better spectral behavior by using the multiplier 48271. Both generators are rather simplistic. Example: ---- // seed with a constant auto rnd0 = MinstdRand0(1); auto n = rnd0.next; // same for each run // Seed with an unpredictable value rnd0.seed(unpredictableSeed); n = rnd0.next; // different across runs ---- */ alias LinearCongruentialEngine!(uint, 16807, 0, 2147483647) MinstdRand0; /// ditto alias LinearCongruentialEngine!(uint, 48271, 0, 2147483647) MinstdRand; unittest { // The correct numbers are taken from The Database of Integer Sequences // http://www.research.att.com/~njas/sequences/eisBTfry00128.txt auto checking0 = [ 16807UL,282475249,1622650073,984943658,1144108930,470211272, 101027544,1457850878,1458777923,2007237709,823564440,1115438165, 1784484492,74243042,114807987,1137522503,1441282327,16531729, 823378840,143542612 ]; //auto rnd0 = MinstdRand0(1); MinstdRand0 rnd0; foreach (e; checking0) { assert(rnd0.head == e); rnd0.next; } // Test the 10000th invocation // Correct value taken from: // http://www.open-std.org/jtc1/sc22/wg21/docs/papers/2007/n2461.pdf rnd0.seed; advance(rnd0, 9999); assert(rnd0.head == 1043618065); // Test MinstdRand auto checking = [48271UL,182605794,1291394886,1914720637,2078669041, 407355683]; //auto rnd = MinstdRand(1); MinstdRand rnd; foreach (e; checking) { assert(rnd.head == e); rnd.next; } // Test the 10000th invocation // Correct value taken from: // http://www.open-std.org/jtc1/sc22/wg21/docs/papers/2007/n2461.pdf rnd.seed; advance(rnd, 9999); assert(rnd.head == 399268537); } /** The $(WEB math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html, Mersenne Twister) generator. */ struct MersenneTwisterEngine( UIntType, size_t w, size_t n, size_t m, size_t r, UIntType a, size_t u, size_t s, UIntType b, size_t t, UIntType c, size_t l) { /** Parameter for the generator. */ enum size_t wordSize = w; enum size_t stateSize = n; enum size_t shiftSize = m; enum size_t maskBits = r; enum UIntType xorMask = a; enum UIntType temperingU = u; enum size_t temperingS = s; enum UIntType temperingB = b; enum size_t temperingT = t; enum UIntType temperingC = c; enum size_t temperingL = l; /// Smallest generated value (0). enum UIntType min = 0; /// Largest generated value. enum UIntType max = w == UIntType.sizeof * 8 ? UIntType.max : (1u << w) - 1; /// The default seed value. enum UIntType defaultSeed = 5489u; static assert(1 <= m && m <= n); static assert(0 <= r && 0 <= u && 0 <= s && 0 <= t && 0 <= l); static assert(r <= w && u <= w && s <= w && t <= w && l <= w); static assert(0 <= a && 0 <= b && 0 <= c); static assert(a <= max && b <= max && c <= max); /** Constructs a MersenneTwisterEngine object. */ this(UIntType value) { seed(value); } /** Seeds a MersenneTwisterEngine object. */ void seed(UIntType value = defaultSeed) { static if (w == UIntType.sizeof * 8) { mt[0] = value; } else { static assert(max + 1 > 0); mt[0] = value % (max + 1); } for (mti = 1; mti < n; ++mti) { mt[mti] = cast(UIntType) (1812433253UL * (mt[mti-1] ^ (mt[mti-1] >> (w - 2))) + 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] &= ResultType.max; /* for >32 bit machines */ } next; } /** Advances the generator. */ void next() { enum UIntType upperMask = ~((cast(UIntType) 1u << (UIntType.sizeof * 8 - (w - r))) - 1), lowerMask = (cast(UIntType) 1u << r) - 1; static invariant UIntType mag01[2] = [0x0UL, a]; ulong y = void; if (mti >= n) { /* generate N words at one time */ if (mti == n + 1) /* if init_genrand() has not been called, */ { seed(defaultSeed); /* a default initial seed is used */ return next; } int kk = 0; for (; kk < n - m; ++kk) { y = (mt[kk] & upperMask)|(mt[kk + 1] & lowerMask); mt[kk] = cast(UIntType) (mt[kk + m] ^ (y >> 1) ^ mag01[cast(UIntType) y & 0x1U]); } for (; kk < n - 1; ++kk) { y = (mt[kk] & upperMask)|(mt[kk + 1] & lowerMask); mt[kk] = cast(UIntType) (mt[kk + (m -n)] ^ (y >> 1) ^ mag01[cast(UIntType) y & 0x1U]); } y = (mt[n -1] & upperMask)|(mt[0] & lowerMask); mt[n - 1] = cast(UIntType) (mt[m - 1] ^ (y >> 1) ^ mag01[cast(UIntType) y & 0x1U]); mti = 0; } y = mt[mti++]; /* Tempering */ y ^= (y >> temperingU); y ^= (y << temperingS) & temperingB; y ^= (y << temperingT) & temperingC; y ^= (y >> temperingL); _y = cast(UIntType) y; } /** Returns the current random value. */ UIntType head() { if (mti == n + 1) { next; } return _y; } /** Always $(D false). */ enum bool empty = false; private UIntType mt[n]; private size_t mti = n + 1; /* means mt is not initialized */ UIntType _y = UIntType.max; } /** A $(D MersenneTwisterEngine) instantiated with the parameters of the original engine $(WEB math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html, MT19937), generating uniformly-distributed 32-bit numbers with a period of 2 to the power of 19937. Recommended for random number generation unless memory is severely restricted, in which case a $(D LinearCongruentialEngine) would be the generator of choice. Example: ---- // seed with a constant Mt19937 gen; auto n = gen.head; // same for each run // Seed with an unpredictable value gen.seed(unpredictableSeed); n = gen.head; // different across runs ---- */ alias MersenneTwisterEngine!(uint, 32, 624, 397, 31, 0x9908b0df, 11, 7, 0x9d2c5680, 15, 0xefc60000, 18) Mt19937; unittest { Mt19937 gen; advance(gen, 9999); assert(gen.head == 4123659995); } /** A "good" seed for initializing random number engines. Initializing with $(D_PARAM unpredictableSeed) makes engines generate different random number sequences every run. Example: ---- auto rnd = Random(unpredictableSeed); auto n = rnd.head; ... ---- */ uint unpredictableSeed() { static bool seeded; static MinstdRand0 rand; if (!seeded) { rand.seed(getpid ^ cast(uint)getUTCtime); seeded = true; } rand.next; return cast(uint) (getUTCtime ^ rand.head); } unittest { // not much to test here auto a = unpredictableSeed; static assert(is(typeof(a) == uint)); } /** The "default", "favorite", "suggested" random number generator on the current platform. It is an alias for one of the previously-defined generators. You may want to use it if (1) you need to generate some nice random numbers, and (2) you don't care for the minutiae of the method being used. */ alias Mt19937 Random; /** Global random number generator used by various functions in this module whenever no generator is specified. It is allocated per-thread and initialized to an unpredictable value for each thread. */ ref Random rndGen() { static Random result; static bool initialized; if (!initialized) { result = Random(unpredictableSeed); initialized = true; } return result; } /** Generates a number between $(D a) and $(D b). The $(D boundaries) parameter controls the shape of the interval (open vs. closed on either side). Valid values for $(D boundaries) are $(D "[]"), $(D "$(LPAREN)]"), $(D "[$(RPAREN)"), and $(D "()"). The default interval is closed to the left and open to the right. Example: ---- Random gen(unpredictableSeed); // Generate an integer in [0, 1023] auto a = uniform(0, 1024, gen); // Generate a float in [0, 1$(RPAREN) auto a = uniform(0.0f, 1.0f, gen); ---- */ CommonType!(T1, T2) uniform(string boundaries = `[)`, UniformRandomNumberGenerator, T1, T2) (T1 a, T2 b, ref UniformRandomNumberGenerator urng) { alias CommonType!(T1, T2) NumberType; NumberType _a, _b; static if (boundaries[0] == '(') static if (isIntegral!(NumberType)) _a = a + 1; else _a = nextafter(a, a.infinity); else _a = a; static if (boundaries[1] == ')') static if (isIntegral!(NumberType)) { static if (_b.min == 0) { if (b == 0) { // writeln("Invalid distribution range: " // ~ boundaries[0] ~ to!(string)(a) // ~ ", " ~ to!(string)(b) ~ boundaries[1]); ++b; } } _b = b - 1; } else _b = nextafter(b, -b.infinity); else _b = b; enforce(_a <= _b, text("Invalid distribution range: ", boundaries[0], a, ", ", b, boundaries[1])); static if (isIntegral!(NumberType)) { auto myRange = _b - _a; if (!myRange) return _a; assert(urng.max - urng.min >= myRange, "UniformIntGenerator.next not implemented for large ranges"); Unsigned!(typeof((urng.max - urng.min + 1) / (myRange + 1))) bucketSize = 1 + (urng.max - urng.min - myRange) / (myRange + 1); //assert(bucketSize, to!(string)(myRange)); NumberType r = void; do { r = (urng.head - urng.min) / bucketSize; urng.next; } while (r > myRange); return _a + r; } else { urng.next; return _a + (_b - _a) * cast(NumberType) (urng.head - urng.min) / (urng.max - urng.min); } } /** As above, but uses the default generator $(D rndGen). */ CommonType!(T1, T2) uniform(string boundaries = q{[)}, T1, T2) (T1 a, T2 b) { return uniform!(boundaries, Random, T1, T2)(a, b, rndGen); } unittest { MinstdRand0 gen; foreach (i; 0 .. 20) { auto x = uniform(0., 15., gen); assert(0 <= x && x <= 15); //writeln(x); } } unittest { auto gen = Mt19937(unpredictableSeed); auto a = uniform(0, 1024, gen); assert(0 <= a && a <= 1024); auto b = uniform(0.0f, 1.0f, gen); assert(0 <= b && b < 1, to!string(b)); auto c = uniform(0.0, 1.0); assert(0 <= c && c < 1); } /** Shuffles elements of $(D r) using $(D r) as a shuffler. $(D r) must be a random-access range with length. */ void randomShuffle(Range, RandomGen = Random)(Range r, ref RandomGen gen = rndGen) { foreach (i; 0 .. r.length) { swap(r[i], r[i + uniform(0, r.length - i, gen)]); } } unittest { auto a = ([ 1, 2, 3, 4, 5, 6, 7, 8, 9 ]).dup; auto b = a.dup; Mt19937 gen; randomShuffle(a, gen); assert(a.sort == b.sort); randomShuffle(a); assert(a.sort == b.sort); } /** Throws a dice with relative probabilities stored in $(D proportions). Returns the index in $(D proportions) that was chosen. Example: ---- auto x = dice(0.5, 0.5); // x is 0 or 1 in equal proportions auto y = dice(50, 50); // y is 0 or 1 in equal proportions auto z = dice(70, 20, 10); // z is 0 70% of the time, 1 30% of the time, // and 2 10% of the time ---- */ size_t dice(R)(ref R rnd, double[] proportions...) { invariant sum = reduce!("(assert(b >= 0), a + b)")(0.0, proportions); enforce(sum > 0, "Proportions in a dice cannot sum to zero"); invariant point = uniform(0.0, sum, rnd); assert(point < sum); auto mass = 0.0; foreach (i, e; proportions) { mass += e; if (point < mass) return i; } // this point should not be reached assert(false); } unittest { auto rnd = Random(unpredictableSeed); auto i = dice(rnd, 0.0, 100.0); assert(i == 1); i = dice(rnd, 100.0, 0.0); assert(i == 0); } /** Convers a given range $(D r) in a random manner, i.e. goes through each element of $(D r) once and only once, just in a random order. $(D r) must be a forward access range with length. Example: ---- int[] a = [ 0, 1, 2, 3, 4, 5, 6, 7, 8 ]; auto rnd = Random(unpredictableSeed); foreach (e; randomCover(a, rnd)) { writeln(e); } ---- */ struct RandomCover(Range, Random) { private Range _input; private Random _rnd; private bool[] _chosen; private uint _current; private uint _alreadyChosen; this(Range input, Random rnd) { _input = input; _rnd = rnd; _chosen.length = _input.length; next; } ref ElementType!(Range) head() { return _input[_current]; } void next() { if (_alreadyChosen >= _input.length) { // No more elements ++_alreadyChosen; // means we're done return; } uint k = _input.length - _alreadyChosen; uint i; foreach (e; _input) { if (_chosen[i]) { ++i; continue; } // Roll a dice with k faces auto chooseMe = uniform(0, k - 1, _rnd) == 0; assert(k > 1 || chooseMe); if (chooseMe) { _chosen[i] = true; _current = i; ++_alreadyChosen; return; } --k; ++i; } assert(false); } bool empty() { return _alreadyChosen > _input.length; } } /// Ditto RandomCover!(Range, Random) randomCover(Range, Random)(Range r, Random rnd) { return typeof(return)(r, rnd); } unittest { int[] a = [ 0, 1, 2, 3, 4, 5, 6, 7, 8 ]; auto rnd = Random(unpredictableSeed); RandomCover!(int[], Random) rc = randomCover(a, rnd); int[] b = new int[9]; uint i; foreach (e; rc) { //writeln(e); b[i++] = e; } sort(b); assert(a == b, text(b)); } __EOF__ /* ===================== Random ========================= */ // BUG: not multithreaded private uint seed; // starting seed private uint index; // ith random number /** The random number generator is seeded at program startup with a random value. This ensures that each program generates a different sequence of random numbers. To generate a repeatable sequence, use $(D rand_seed()) to start the sequence. seed and index start it, and each successive value increments index. This means that the $(I n)th random number of the sequence can be directly generated by passing index + $(I n) to $(D rand_seed()). Note: This is more random, but slower, than C's $(D rand()) function. To use C's $(D rand()) instead, import $(D std.c.stdlib). BUGS: Shares a global single state, not multithreaded. SCHEDULED FOR DEPRECATION. */ deprecated void rand_seed(uint seed, uint index) { .seed = seed; .index = index; } /** Get the next random number in sequence. BUGS: Shares a global single state, not multithreaded. SCHEDULED FOR DEPRECATION. */ deprecated uint rand() { static uint xormix1[20] = [ 0xbaa96887, 0x1e17d32c, 0x03bcdc3c, 0x0f33d1b2, 0x76a6491d, 0xc570d85d, 0xe382b1e3, 0x78db4362, 0x7439a9d4, 0x9cea8ac5, 0x89537c5c, 0x2588f55d, 0x415b5e1d, 0x216e3d95, 0x85c662e7, 0x5e8ab368, 0x3ea5cc8c, 0xd26a0f74, 0xf3a9222b, 0x48aad7e4 ]; static uint xormix2[20] = [ 0x4b0f3b58, 0xe874f0c3, 0x6955c5a6, 0x55a7ca46, 0x4d9a9d86, 0xfe28a195, 0xb1ca7865, 0x6b235751, 0x9a997a61, 0xaa6e95c8, 0xaaa98ee1, 0x5af9154c, 0xfc8e2263, 0x390f5e8c, 0x58ffd802, 0xac0a5eba, 0xac4874f6, 0xa9df0913, 0x86be4c74, 0xed2c123b ]; uint hiword, loword, hihold, temp, itmpl, itmph, i; loword = seed; hiword = index++; for (i = 0; i < 4; i++) // loop limit can be 2..20, we choose 4 { hihold = hiword; // save hiword for later temp = hihold ^ xormix1[i]; // mix up bits of hiword itmpl = temp & 0xffff; // decompose to hi & lo itmph = temp >> 16; // 16-bit words temp = itmpl * itmpl + ~(itmph * itmph); // do a multiplicative mix temp = (temp >> 16) | (temp << 16); // swap hi and lo halves hiword = loword ^ ((temp ^ xormix2[i]) + itmpl * itmph); //loword mix loword = hihold; // old hiword is loword } return hiword; } static this() { ulong s; version(Win32) { QueryPerformanceCounter(&s); } version(Posix) { // time.h // sys/time.h timeval tv; if (gettimeofday(&tv, null)) { // Some error happened - try time() instead s = core.sys.posix.sys.time.time(null); } else { s = cast(ulong)((cast(long)tv.tv_sec << 32) + tv.tv_usec); } } rand_seed(cast(uint) s, cast(uint)(s >> 32)); } unittest { static uint results[10] = [ 0x8c0188cb, 0xb161200c, 0xfc904ac5, 0x2702e049, 0x9705a923, 0x1c139d89, 0x346b6d1f, 0xf8c33e32, 0xdb9fef76, 0xa97fcb3f ]; int i; uint seedsave = seed; uint indexsave = index; rand_seed(1234, 5678); for (i = 0; i < 10; i++) { uint r = rand(); //printf("0x%x,\n", rand()); assert(r == results[i]); } seed = seedsave; index = indexsave; }