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1942 lines
53 KiB
D
1942 lines
53 KiB
D
// Written in the D programming language.
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/**
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Facilities for random number generation.
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The new-style generator objects hold their own state so they are
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immune of threading issues. The generators feature a number of
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well-known and well-documented methods of generating random
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numbers. An overall fast and reliable means to generate random numbers
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is the $(D_PARAM Mt19937) generator, which derives its name from
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"$(LUCKY Mersenne Twister) with a period of 2 to the power of
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19937". In memory-constrained situations, $(LUCKY linear congruential)
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generators such as $(D MinstdRand0) and $(D MinstdRand) might be
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useful. The standard library provides an alias $(D_PARAM Random) for
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whichever generator it considers the most fit for the target
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environment.
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Example:
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----
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// Generate a uniformly-distributed integer in the range [0, 14]
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auto i = uniform(0, 15);
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// Generate a uniformly-distributed real in the range [0, 100$(RPAREN)
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// using a specific random generator
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Random gen;
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auto r = uniform(0.0L, 100.0L, gen);
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----
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In addition to random number generators, this module features
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distributions, which skew a generator's output statistical
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distribution in various ways. So far the uniform distribution for
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integers and real numbers have been implemented.
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Source: $(PHOBOSSRC std/_random.d)
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Macros:
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WIKI = Phobos/StdRandom
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Copyright: Copyright Andrei Alexandrescu 2008 - 2009, Joseph Rushton Wakeling 2012.
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License: <a href="http://www.boost.org/LICENSE_1_0.txt">Boost License 1.0</a>.
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Authors: $(WEB erdani.org, Andrei Alexandrescu)
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Masahiro Nakagawa (Xorshift randome generator)
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$(WEB braingam.es, Joseph Rushton Wakeling) (Algorithm D for random sampling)
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Credits: The entire random number library architecture is derived from the
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excellent $(WEB open-std.org/jtc1/sc22/wg21/docs/papers/2007/n2461.pdf, C++0X)
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random number facility proposed by Jens Maurer and contributed to by
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researchers at the Fermi laboratory(excluding Xorshift).
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*/
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/*
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Copyright Andrei Alexandrescu 2008 - 2009.
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Distributed under the Boost Software License, Version 1.0.
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(See accompanying file LICENSE_1_0.txt or copy at
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http://www.boost.org/LICENSE_1_0.txt)
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*/
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module std.random;
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import std.algorithm, std.c.time, std.conv, std.exception,
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std.math, std.numeric, std.range, std.traits,
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core.thread, core.time;
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import std.string : format;
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version(unittest) import std.typetuple;
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// Segments of the code in this file Copyright (c) 1997 by Rick Booth
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// From "Inner Loops" by Rick Booth, Addison-Wesley
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// Work derived from:
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/*
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A C-program for MT19937, with initialization improved 2002/1/26.
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Coded by Takuji Nishimura and Makoto Matsumoto.
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Before using, initialize the state by using init_genrand(seed)
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or init_by_array(init_key, key_length).
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Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
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All rights reserved.
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Redistribution and use in source and binary forms, with or without
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modification, are permitted provided that the following conditions
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are met:
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1. Redistributions of source code must retain the above copyright
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notice, this list of conditions and the following disclaimer.
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2. Redistributions in binary form must reproduce the above copyright
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notice, this list of conditions and the following disclaimer in the
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documentation and/or other materials provided with the distribution.
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3. The names of its contributors may not be used to endorse or promote
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products derived from this software without specific prior written
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permission.
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
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"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
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LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
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A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
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CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
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EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
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PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
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PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
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LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
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NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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Any feedback is very welcome.
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http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
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email: m-mat @ math.sci.hiroshima-u.ac.jp (remove space)
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*/
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/**
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* Test if Rng is a random-number generator. The overload
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* taking a ElementType also makes sure that the Rng generates
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* values of that type.
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*
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* A random-number generator has at least the following features:
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* $(UL
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* $(LI it's an InputRange)
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* $(LI it has a 'bool isUniformRandom' field readable in CTFE)
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* )
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*/
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template isUniformRNG(Rng, ElementType)
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{
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enum bool isUniformRNG = isInputRange!Rng &&
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is(typeof(Rng.front) == ElementType) &&
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is(typeof(
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{
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static assert(Rng.isUniformRandom); //tag
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}));
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}
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/**
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* ditto
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*/
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template isUniformRNG(Rng)
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{
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enum bool isUniformRNG = isInputRange!Rng &&
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is(typeof(
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{
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static assert(Rng.isUniformRandom); //tag
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}));
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}
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/**
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* Test if Rng is seedable. The overload
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* taking a SeedType also makes sure that the Rng can be seeded with SeedType.
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*
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* A seedable random-number generator has the following additional features:
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* $(UL
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* $(LI it has a 'seed(ElementType)' function)
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* )
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*/
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template isSeedable(Rng, SeedType)
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{
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enum bool isSeedable = isUniformRNG!(Rng) &&
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is(typeof(
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{
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Rng r = void; // can define a Rng object
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r.seed(SeedType.init); // can seed a Rng
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}));
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}
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///ditto
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template isSeedable(Rng)
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{
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enum bool isSeedable = isUniformRNG!Rng &&
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is(typeof(
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{
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Rng r = void; // can define a Rng object
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r.seed(typeof(r.front).init); // can seed a Rng
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}));
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}
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unittest
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{
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struct NoRng
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{
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@property uint front() {return 0;}
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@property bool empty() {return false;}
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void popFront() {}
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}
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assert(!isUniformRNG!(NoRng, uint));
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assert(!isUniformRNG!(NoRng));
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assert(!isSeedable!(NoRng, uint));
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assert(!isSeedable!(NoRng));
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struct NoRng2
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{
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@property uint front() {return 0;}
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@property bool empty() {return false;}
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void popFront() {}
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enum isUniformRandom = false;
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}
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assert(!isUniformRNG!(NoRng2, uint));
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assert(!isUniformRNG!(NoRng2));
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assert(!isSeedable!(NoRng2, uint));
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assert(!isSeedable!(NoRng2));
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struct NoRng3
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{
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@property bool empty() {return false;}
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void popFront() {}
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enum isUniformRandom = true;
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}
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assert(!isUniformRNG!(NoRng3, uint));
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assert(!isUniformRNG!(NoRng3));
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assert(!isSeedable!(NoRng3, uint));
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assert(!isSeedable!(NoRng3));
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struct validRng
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{
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@property uint front() {return 0;}
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@property bool empty() {return false;}
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void popFront() {}
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enum isUniformRandom = true;
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}
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assert(isUniformRNG!(validRng, uint));
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assert(isUniformRNG!(validRng));
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assert(!isSeedable!(validRng, uint));
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assert(!isSeedable!(validRng));
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struct seedRng
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{
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@property uint front() {return 0;}
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@property bool empty() {return false;}
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void popFront() {}
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void seed(uint val){}
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enum isUniformRandom = true;
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}
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assert(isUniformRNG!(seedRng, uint));
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assert(isUniformRNG!(seedRng));
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assert(isSeedable!(seedRng, uint));
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assert(isSeedable!(seedRng));
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}
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/**
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Linear Congruential generator.
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*/
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struct LinearCongruentialEngine(UIntType, UIntType a, UIntType c, UIntType m)
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if(isUnsigned!UIntType)
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{
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///Mark this as a Rng
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enum bool isUniformRandom = true;
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/// Does this generator have a fixed range? ($(D_PARAM true)).
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enum bool hasFixedRange = true;
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/// Lowest generated value ($(D 1) if $(D c == 0), $(D 0) otherwise).
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enum UIntType min = ( c == 0 ? 1 : 0 );
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/// Highest generated value ($(D modulus - 1)).
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enum UIntType max = m - 1;
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/**
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The parameters of this distribution. The random number is $(D_PARAM x
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= (x * multipler + increment) % modulus).
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*/
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enum UIntType multiplier = a;
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///ditto
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enum UIntType increment = c;
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///ditto
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enum UIntType modulus = m;
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static assert(isIntegral!(UIntType));
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static assert(m == 0 || a < m);
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static assert(m == 0 || c < m);
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static assert(m == 0 ||
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(cast(ulong)a * (m-1) + c) % m == (c < a ? c - a + m : c - a));
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// Check for maximum range
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private static ulong gcd(ulong a, ulong b)
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{
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while (b)
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{
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auto t = b;
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b = a % b;
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a = t;
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}
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return a;
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}
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private static ulong primeFactorsOnly(ulong n)
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{
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ulong result = 1;
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ulong iter = 2;
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for (; n >= iter * iter; iter += 2 - (iter == 2))
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{
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if (n % iter) continue;
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result *= iter;
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do
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{
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n /= iter;
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} while (n % iter == 0);
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}
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return result * n;
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}
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unittest
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{
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static assert(primeFactorsOnly(100) == 10);
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//writeln(primeFactorsOnly(11));
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static assert(primeFactorsOnly(11) == 11);
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static assert(primeFactorsOnly(7 * 7 * 7 * 11 * 15 * 11) == 7 * 11 * 15);
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static assert(primeFactorsOnly(129 * 2) == 129 * 2);
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// enum x = primeFactorsOnly(7 * 7 * 7 * 11 * 15);
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// static assert(x == 7 * 11 * 15);
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}
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private static bool properLinearCongruentialParameters(ulong m,
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ulong a, ulong c)
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{
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if (m == 0)
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{
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static if (is(UIntType == uint))
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{
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// Assume m is uint.max + 1
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m = (1uL << 32);
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}
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else
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{
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return false;
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}
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}
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// Bounds checking
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if (a == 0 || a >= m || c >= m) return false;
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// c and m are relatively prime
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if (c > 0 && gcd(c, m) != 1) return false;
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// a - 1 is divisible by all prime factors of m
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if ((a - 1) % primeFactorsOnly(m)) return false;
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// if a - 1 is multiple of 4, then m is a multiple of 4 too.
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if ((a - 1) % 4 == 0 && m % 4) return false;
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// Passed all tests
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return true;
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}
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// check here
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static assert(c == 0 || properLinearCongruentialParameters(m, a, c),
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"Incorrect instantiation of LinearCongruentialEngine");
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/**
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Constructs a $(D_PARAM LinearCongruentialEngine) generator seeded with
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$(D x0).
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*/
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this(UIntType x0)
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{
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seed(x0);
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}
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/**
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(Re)seeds the generator.
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*/
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void seed(UIntType x0 = 1)
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{
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static if (c == 0)
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{
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enforce(x0, "Invalid (zero) seed for "
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~ LinearCongruentialEngine.stringof);
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}
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_x = modulus ? (x0 % modulus) : x0;
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popFront();
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}
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/**
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Advances the random sequence.
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*/
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void popFront()
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{
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static if (m)
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{
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static if (is(UIntType == uint) && m == uint.max)
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{
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immutable ulong
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x = (cast(ulong) a * _x + c),
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v = x >> 32,
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w = x & uint.max;
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immutable y = cast(uint)(v + w);
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_x = (y < v || y == uint.max) ? (y + 1) : y;
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}
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else static if (is(UIntType == uint) && m == int.max)
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{
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immutable ulong
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x = (cast(ulong) a * _x + c),
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v = x >> 31,
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w = x & int.max;
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immutable uint y = cast(uint)(v + w);
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_x = (y >= int.max) ? (y - int.max) : y;
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}
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else
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{
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_x = cast(UIntType) ((cast(ulong) a * _x + c) % m);
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}
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}
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else
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{
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_x = a * _x + c;
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}
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}
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/**
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Returns the current number in the random sequence.
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*/
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@property UIntType front()
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{
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return _x;
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}
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///
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@property typeof(this) save()
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{
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return this;
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}
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/**
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Always $(D false) (random generators are infinite ranges).
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*/
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enum bool empty = false;
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/**
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Compares against $(D_PARAM rhs) for equality.
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*/
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bool opEquals(ref const LinearCongruentialEngine rhs) const
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{
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return _x == rhs._x;
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}
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private UIntType _x = m ? (a + c) % m : (a + c);
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}
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/**
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Define $(D_PARAM LinearCongruentialEngine) generators with well-chosen
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parameters. $(D MinstdRand0) implements Park and Miller's "minimal
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standard" $(WEB
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wikipedia.org/wiki/Park%E2%80%93Miller_random_number_generator,
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generator) that uses 16807 for the multiplier. $(D MinstdRand)
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implements a variant that has slightly better spectral behavior by
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using the multiplier 48271. Both generators are rather simplistic.
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Example:
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----
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// seed with a constant
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auto rnd0 = MinstdRand0(1);
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auto n = rnd0.front; // same for each run
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// Seed with an unpredictable value
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rnd0.seed(unpredictableSeed);
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n = rnd0.front; // different across runs
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----
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*/
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alias LinearCongruentialEngine!(uint, 16807, 0, 2147483647) MinstdRand0;
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/// ditto
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alias LinearCongruentialEngine!(uint, 48271, 0, 2147483647) MinstdRand;
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unittest
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{
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assert(isForwardRange!MinstdRand);
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assert(isUniformRNG!MinstdRand);
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assert(isUniformRNG!MinstdRand0);
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assert(isUniformRNG!(MinstdRand, uint));
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assert(isUniformRNG!(MinstdRand0, uint));
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assert(isSeedable!MinstdRand);
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assert(isSeedable!MinstdRand0);
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assert(isSeedable!(MinstdRand, uint));
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assert(isSeedable!(MinstdRand0, uint));
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// The correct numbers are taken from The Database of Integer Sequences
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// http://www.research.att.com/~njas/sequences/eisBTfry00128.txt
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auto checking0 = [
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16807UL,282475249,1622650073,984943658,1144108930,470211272,
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101027544,1457850878,1458777923,2007237709,823564440,1115438165,
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1784484492,74243042,114807987,1137522503,1441282327,16531729,
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823378840,143542612 ];
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//auto rnd0 = MinstdRand0(1);
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MinstdRand0 rnd0;
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foreach (e; checking0)
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{
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assert(rnd0.front == e);
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rnd0.popFront();
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}
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// Test the 10000th invocation
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// Correct value taken from:
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// http://www.open-std.org/jtc1/sc22/wg21/docs/papers/2007/n2461.pdf
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rnd0.seed();
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popFrontN(rnd0, 9999);
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assert(rnd0.front == 1043618065);
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// Test MinstdRand
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auto checking = [48271UL,182605794,1291394886,1914720637,2078669041,
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407355683];
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//auto rnd = MinstdRand(1);
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MinstdRand rnd;
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foreach (e; checking)
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{
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assert(rnd.front == e);
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rnd.popFront();
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}
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// Test the 10000th invocation
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// Correct value taken from:
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// http://www.open-std.org/jtc1/sc22/wg21/docs/papers/2007/n2461.pdf
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rnd.seed();
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popFrontN(rnd, 9999);
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assert(rnd.front == 399268537);
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}
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/**
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The $(LUCKY Mersenne Twister) generator.
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*/
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struct MersenneTwisterEngine(UIntType, size_t w, size_t n, size_t m, size_t r,
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UIntType a, size_t u, size_t s,
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UIntType b, size_t t,
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UIntType c, size_t l)
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if(isUnsigned!UIntType)
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{
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///Mark this as a Rng
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enum bool isUniformRandom = true;
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/**
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Parameter for the generator.
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*/
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enum size_t wordSize = w;
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enum size_t stateSize = n;
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enum size_t shiftSize = m;
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enum size_t maskBits = r;
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enum UIntType xorMask = a;
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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.
|
|
Note:
|
|
This seed function gives 2^32 starting points. To allow the RNG to be started in any one of its
|
|
internal states use the seed overload taking an InputRange.
|
|
*/
|
|
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 */
|
|
}
|
|
popFront();
|
|
}
|
|
|
|
/**
|
|
Seeds a MersenneTwisterEngine object using an InputRange.
|
|
|
|
Throws:
|
|
$(D Exception) if the InputRange didn't provide enough elements to seed the generator.
|
|
The number of elements required is the 'n' template parameter of the MersenneTwisterEngine struct.
|
|
|
|
Examples:
|
|
----------------
|
|
Mt19937 gen;
|
|
gen.seed(map!((a) => unpredictableSeed)(repeat(0)));
|
|
----------------
|
|
*/
|
|
void seed(T)(T range) if(isInputRange!T && is(Unqual!(ElementType!T) == UIntType))
|
|
{
|
|
size_t j;
|
|
for(j = 0; j < n && !range.empty; ++j, range.popFront())
|
|
{
|
|
mt[j] = range.front;
|
|
}
|
|
|
|
mti = n;
|
|
if(range.empty && j < n)
|
|
{
|
|
throw new Exception(format("MersenneTwisterEngine.seed: Input range didn't provide enough"
|
|
" elements: Need %s elemnets.", n));
|
|
}
|
|
|
|
popFront();
|
|
}
|
|
|
|
/**
|
|
Advances the generator.
|
|
*/
|
|
void popFront()
|
|
{
|
|
if (mti == size_t.max) seed();
|
|
enum UIntType
|
|
upperMask = ~((cast(UIntType) 1u <<
|
|
(UIntType.sizeof * 8 - (w - r))) - 1),
|
|
lowerMask = (cast(UIntType) 1u << r) - 1;
|
|
static immutable UIntType mag01[2] = [0x0UL, a];
|
|
|
|
ulong y = void;
|
|
|
|
if (mti >= n)
|
|
{
|
|
/* generate N words at one time */
|
|
|
|
int kk = 0;
|
|
const limit1 = n - m;
|
|
for (; kk < limit1; ++kk)
|
|
{
|
|
y = (mt[kk] & upperMask)|(mt[kk + 1] & lowerMask);
|
|
mt[kk] = cast(UIntType) (mt[kk + m] ^ (y >> 1)
|
|
^ mag01[cast(UIntType) y & 0x1U]);
|
|
}
|
|
const limit2 = n - 1;
|
|
for (; kk < limit2; ++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.
|
|
*/
|
|
@property UIntType front()
|
|
{
|
|
if (mti == size_t.max) seed();
|
|
return _y;
|
|
}
|
|
|
|
///
|
|
@property typeof(this) save()
|
|
{
|
|
return this;
|
|
}
|
|
|
|
/**
|
|
Always $(D false).
|
|
*/
|
|
enum bool empty = false;
|
|
|
|
private UIntType mt[n];
|
|
private size_t mti = size_t.max; /* 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.front; // same for each run
|
|
// Seed with an unpredictable value
|
|
gen.seed(unpredictableSeed);
|
|
n = gen.front; // different across runs
|
|
----
|
|
*/
|
|
alias MersenneTwisterEngine!(uint, 32, 624, 397, 31, 0x9908b0df, 11, 7,
|
|
0x9d2c5680, 15, 0xefc60000, 18)
|
|
Mt19937;
|
|
|
|
unittest
|
|
{
|
|
assert(isUniformRNG!Mt19937);
|
|
assert(isUniformRNG!(Mt19937, uint));
|
|
assert(isSeedable!Mt19937);
|
|
assert(isSeedable!(Mt19937, uint));
|
|
assert(isSeedable!(Mt19937, typeof(map!((a) => unpredictableSeed)(repeat(0)))));
|
|
Mt19937 gen;
|
|
popFrontN(gen, 9999);
|
|
assert(gen.front == 4123659995);
|
|
}
|
|
|
|
unittest
|
|
{
|
|
Mt19937 gen;
|
|
|
|
assertThrown(gen.seed(map!((a) => unpredictableSeed)(repeat(0, 623))));
|
|
|
|
gen.seed(map!((a) => unpredictableSeed)(repeat(0, 624)));
|
|
//infinite Range
|
|
gen.seed(map!((a) => unpredictableSeed)(repeat(0)));
|
|
}
|
|
|
|
unittest
|
|
{
|
|
uint a, b;
|
|
{
|
|
Mt19937 gen;
|
|
a = gen.front;
|
|
}
|
|
{
|
|
Mt19937 gen;
|
|
gen.popFront();
|
|
//popFrontN(gen, 1); // skip 1 element
|
|
b = gen.front;
|
|
}
|
|
assert(a != b);
|
|
}
|
|
|
|
|
|
/**
|
|
* Xorshift generator using 32bit algorithm.
|
|
*
|
|
* Implemented according to $(WEB www.jstatsoft.org/v08/i14/paper, Xorshift RNGs).
|
|
*
|
|
* $(BOOKTABLE $(TEXTWITHCOMMAS Supporting bits are below, $(D bits) means second parameter of XorshiftEngine.),
|
|
* $(TR $(TH bits) $(TH period))
|
|
* $(TR $(TD 32) $(TD 2^32 - 1))
|
|
* $(TR $(TD 64) $(TD 2^64 - 1))
|
|
* $(TR $(TD 96) $(TD 2^96 - 1))
|
|
* $(TR $(TD 128) $(TD 2^128 - 1))
|
|
* $(TR $(TD 160) $(TD 2^160 - 1))
|
|
* $(TR $(TD 192) $(TD 2^192 - 2^32))
|
|
* )
|
|
*/
|
|
struct XorshiftEngine(UIntType, UIntType bits, UIntType a, UIntType b, UIntType c)
|
|
if(isUnsigned!UIntType)
|
|
{
|
|
static assert(bits == 32 || bits == 64 || bits == 96 || bits == 128 || bits == 160 || bits == 192,
|
|
"Supporting bits are 32, 64, 96, 128, 160 and 192. " ~ to!string(bits) ~ " is not supported.");
|
|
|
|
|
|
public:
|
|
///Mark this as a Rng
|
|
enum bool isUniformRandom = true;
|
|
/// Always $(D false) (random generators are infinite ranges).
|
|
enum empty = false;
|
|
/// Smallest generated value.
|
|
enum UIntType min = 0;
|
|
/// Largest generated value.
|
|
enum UIntType max = UIntType.max;
|
|
|
|
|
|
private:
|
|
enum size = bits / 32;
|
|
|
|
static if (bits == 32)
|
|
UIntType[size] seeds_ = [2463534242];
|
|
else static if (bits == 64)
|
|
UIntType[size] seeds_ = [123456789, 362436069];
|
|
else static if (bits == 96)
|
|
UIntType[size] seeds_ = [123456789, 362436069, 521288629];
|
|
else static if (bits == 128)
|
|
UIntType[size] seeds_ = [123456789, 362436069, 521288629, 88675123];
|
|
else static if (bits == 160)
|
|
UIntType[size] seeds_ = [123456789, 362436069, 521288629, 88675123, 5783321];
|
|
else
|
|
{ // 192bits
|
|
UIntType[size] seeds_ = [123456789, 362436069, 521288629, 88675123, 5783321, 6615241];
|
|
UIntType value_;
|
|
}
|
|
|
|
|
|
public:
|
|
/**
|
|
* Constructs a $(D XorshiftEngine) generator seeded with $(D_PARAM x0).
|
|
*/
|
|
@safe
|
|
this(UIntType x0)
|
|
{
|
|
seed(x0);
|
|
}
|
|
|
|
|
|
/**
|
|
* (Re)seeds the generator.
|
|
*/
|
|
@safe
|
|
nothrow void seed(UIntType x0)
|
|
{
|
|
// Initialization routine from MersenneTwisterEngine.
|
|
foreach (i, e; seeds_)
|
|
seeds_[i] = x0 = cast(UIntType)(1812433253U * (x0 ^ (x0 >> 30)) + i + 1);
|
|
|
|
// All seeds must not be 0.
|
|
sanitizeSeeds(seeds_);
|
|
|
|
popFront();
|
|
}
|
|
|
|
|
|
/**
|
|
* Returns the current number in the random sequence.
|
|
*/
|
|
@property @safe
|
|
nothrow UIntType front()
|
|
{
|
|
static if (bits == 192)
|
|
return value_;
|
|
else
|
|
return seeds_[size - 1];
|
|
}
|
|
|
|
|
|
/**
|
|
* Advances the random sequence.
|
|
*/
|
|
@safe
|
|
nothrow void popFront()
|
|
{
|
|
UIntType temp;
|
|
|
|
static if (bits == 32)
|
|
{
|
|
temp = seeds_[0] ^ (seeds_[0] << a);
|
|
temp = temp >> b;
|
|
seeds_[0] = temp ^ (temp << c);
|
|
}
|
|
else static if (bits == 64)
|
|
{
|
|
temp = seeds_[0] ^ (seeds_[0] << a);
|
|
seeds_[0] = seeds_[1];
|
|
seeds_[1] = seeds_[1] ^ (seeds_[1] >> c) ^ temp ^ (temp >> b);
|
|
}
|
|
else static if (bits == 96)
|
|
{
|
|
temp = seeds_[0] ^ (seeds_[0] << a);
|
|
seeds_[0] = seeds_[1];
|
|
seeds_[1] = seeds_[2];
|
|
seeds_[2] = seeds_[2] ^ (seeds_[2] >> c) ^ temp ^ (temp >> b);
|
|
}
|
|
else static if (bits == 128)
|
|
{
|
|
temp = seeds_[0] ^ (seeds_[0] << a);
|
|
seeds_[0] = seeds_[1];
|
|
seeds_[1] = seeds_[2];
|
|
seeds_[2] = seeds_[3];
|
|
seeds_[3] = seeds_[3] ^ (seeds_[3] >> c) ^ temp ^ (temp >> b);
|
|
}
|
|
else static if (bits == 160)
|
|
{
|
|
temp = seeds_[0] ^ (seeds_[0] >> a);
|
|
seeds_[0] = seeds_[1];
|
|
seeds_[1] = seeds_[2];
|
|
seeds_[2] = seeds_[3];
|
|
seeds_[3] = seeds_[4];
|
|
seeds_[4] = seeds_[4] ^ (seeds_[4] >> c) ^ temp ^ (temp >> b);
|
|
}
|
|
else
|
|
{ // 192bits
|
|
temp = seeds_[0] ^ (seeds_[0] >> a);
|
|
seeds_[0] = seeds_[1];
|
|
seeds_[1] = seeds_[2];
|
|
seeds_[2] = seeds_[3];
|
|
seeds_[3] = seeds_[4];
|
|
seeds_[4] = seeds_[4] ^ (seeds_[4] << c) ^ temp ^ (temp << b);
|
|
value_ = seeds_[4] + (seeds_[5] += 362437);
|
|
}
|
|
}
|
|
|
|
|
|
/**
|
|
* Captures a range state.
|
|
*/
|
|
@property
|
|
typeof(this) save()
|
|
{
|
|
return this;
|
|
}
|
|
|
|
|
|
/**
|
|
* Compares against $(D_PARAM rhs) for equality.
|
|
*/
|
|
@safe
|
|
nothrow bool opEquals(ref const XorshiftEngine rhs) const
|
|
{
|
|
return seeds_ == rhs.seeds_;
|
|
}
|
|
|
|
|
|
private:
|
|
@safe
|
|
static nothrow void sanitizeSeeds(ref UIntType[size] seeds)
|
|
{
|
|
for (uint i; i < seeds.length; i++)
|
|
{
|
|
if (seeds[i] == 0)
|
|
seeds[i] = i + 1;
|
|
}
|
|
}
|
|
|
|
|
|
unittest
|
|
{
|
|
static if (size == 4) // Other bits too
|
|
{
|
|
UIntType[size] seeds = [1, 0, 0, 4];
|
|
|
|
sanitizeSeeds(seeds);
|
|
|
|
assert(seeds == [1, 2, 3, 4]);
|
|
}
|
|
}
|
|
}
|
|
|
|
|
|
/**
|
|
* Define $(D XorshiftEngine) generators with well-chosen parameters. See each bits examples of "Xorshift RNGs".
|
|
* $(D Xorshift) is a Xorshift128's alias because 128bits implementation is mostly used.
|
|
*
|
|
* Example:
|
|
* -----
|
|
* // Seed with a constant
|
|
* auto rnd = Xorshift(1);
|
|
* auto num = rnd.front; // same for each run
|
|
*
|
|
* // Seed with an unpredictable value
|
|
* rnd.seed(unpredictableSeed());
|
|
* num = rnd.front; // different across runs
|
|
* -----
|
|
*/
|
|
alias XorshiftEngine!(uint, 32, 13, 17, 5) Xorshift32;
|
|
alias XorshiftEngine!(uint, 64, 10, 13, 10) Xorshift64; /// ditto
|
|
alias XorshiftEngine!(uint, 96, 10, 5, 26) Xorshift96; /// ditto
|
|
alias XorshiftEngine!(uint, 128, 11, 8, 19) Xorshift128; /// ditto
|
|
alias XorshiftEngine!(uint, 160, 2, 1, 4) Xorshift160; /// ditto
|
|
alias XorshiftEngine!(uint, 192, 2, 1, 4) Xorshift192; /// ditto
|
|
alias Xorshift128 Xorshift; /// ditto
|
|
|
|
|
|
unittest
|
|
{
|
|
assert(isForwardRange!Xorshift);
|
|
assert(isUniformRNG!Xorshift);
|
|
assert(isUniformRNG!(Xorshift, uint));
|
|
assert(isSeedable!Xorshift);
|
|
assert(isSeedable!(Xorshift, uint));
|
|
|
|
// Result from reference implementation.
|
|
auto checking = [
|
|
[2463534242UL, 267649, 551450, 53765, 108832, 215250, 435468, 860211, 660133, 263375],
|
|
[362436069UL, 2113136921, 19051112, 3010520417, 951284840, 1213972223, 3173832558, 2611145638, 2515869689, 2245824891],
|
|
[521288629UL, 1950277231, 185954712, 1582725458, 3580567609, 2303633688, 2394948066, 4108622809, 1116800180, 3357585673],
|
|
[88675123UL, 3701687786, 458299110, 2500872618, 3633119408, 516391518, 2377269574, 2599949379, 717229868, 137866584],
|
|
[5783321UL, 93724048, 491642011, 136638118, 246438988, 238186808, 140181925, 533680092, 285770921, 462053907],
|
|
[0UL, 246875399, 3690007200, 1264581005, 3906711041, 1866187943, 2481925219, 2464530826, 1604040631, 3653403911]
|
|
];
|
|
|
|
foreach (I, Type; TypeTuple!(Xorshift32, Xorshift64, Xorshift96, Xorshift128, Xorshift160, Xorshift192))
|
|
{
|
|
Type rnd;
|
|
|
|
foreach (e; checking[I])
|
|
{
|
|
assert(rnd.front == e);
|
|
rnd.popFront();
|
|
}
|
|
}
|
|
}
|
|
|
|
|
|
/**
|
|
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.front;
|
|
...
|
|
----
|
|
*/
|
|
|
|
@property uint unpredictableSeed()
|
|
{
|
|
static bool seeded;
|
|
static MinstdRand0 rand;
|
|
if (!seeded)
|
|
{
|
|
uint threadID = cast(uint) cast(void*) Thread.getThis();
|
|
rand.seed((getpid() + threadID) ^ cast(uint) TickDuration.currSystemTick.length);
|
|
seeded = true;
|
|
}
|
|
rand.popFront();
|
|
return cast(uint) (TickDuration.currSystemTick.length ^ rand.front);
|
|
}
|
|
|
|
unittest
|
|
{
|
|
// not much to test here
|
|
auto a = unpredictableSeed;
|
|
static assert(is(typeof(a) == uint));
|
|
}
|
|
|
|
/**
|
|
The "default", "favorite", "suggested" random number generator type 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;
|
|
|
|
unittest
|
|
{
|
|
assert(isUniformRNG!Random);
|
|
assert(isUniformRNG!(Random, uint));
|
|
assert(isSeedable!Random);
|
|
assert(isSeedable!(Random, uint));
|
|
}
|
|
|
|
/**
|
|
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.
|
|
*/
|
|
@property ref Random rndGen()
|
|
{
|
|
static Random result;
|
|
static bool initialized;
|
|
if (!initialized)
|
|
{
|
|
static if(isSeedable!(Random, typeof(map!((a) => unpredictableSeed)(repeat(0)))))
|
|
result.seed(map!((a) => unpredictableSeed)(repeat(0)));
|
|
else
|
|
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. The version that does not
|
|
take $(D urng) uses the default generator $(D rndGen).
|
|
|
|
Example:
|
|
|
|
----
|
|
Random gen(unpredictableSeed);
|
|
// Generate an integer in [0, 1023]
|
|
auto a = uniform(0, 1024, gen);
|
|
// Generate a float in [0, 1$(RPAREN)
|
|
auto a = uniform(0.0f, 1.0f, gen);
|
|
----
|
|
*/
|
|
auto uniform(string boundaries = "[)", T1, T2)
|
|
(T1 a, T2 b) if (!is(CommonType!(T1, T2) == void))
|
|
{
|
|
return uniform!(boundaries, T1, T2, Random)(a, b, rndGen);
|
|
}
|
|
|
|
unittest
|
|
{
|
|
MinstdRand0 gen;
|
|
foreach (i; 0 .. 20)
|
|
{
|
|
auto x = uniform(0.0, 15.0, gen);
|
|
assert(0 <= x && x < 15);
|
|
}
|
|
foreach (i; 0 .. 20)
|
|
{
|
|
auto x = uniform!"[]"('a', 'z', gen);
|
|
assert('a' <= x && x <= 'z');
|
|
}
|
|
|
|
foreach (i; 0 .. 20)
|
|
{
|
|
auto x = uniform('a', 'z', gen);
|
|
assert('a' <= x && x < 'z');
|
|
}
|
|
|
|
foreach(i; 0 .. 20)
|
|
{
|
|
immutable ubyte a = 0;
|
|
immutable ubyte b = 15;
|
|
auto x = uniform(a, b, gen);
|
|
assert(a <= x && x < b);
|
|
}
|
|
}
|
|
|
|
// Implementation of uniform for floating-point types
|
|
/// ditto
|
|
auto uniform(string boundaries = "[)",
|
|
T1, T2, UniformRandomNumberGenerator)
|
|
(T1 a, T2 b, ref UniformRandomNumberGenerator urng)
|
|
if (isFloatingPoint!(CommonType!(T1, T2)))
|
|
{
|
|
alias Unqual!(CommonType!(T1, T2)) NumberType;
|
|
static if (boundaries[0] == '(')
|
|
{
|
|
NumberType _a = nextafter(cast(NumberType) a, NumberType.infinity);
|
|
}
|
|
else
|
|
{
|
|
NumberType _a = a;
|
|
}
|
|
static if (boundaries[1] == ')')
|
|
{
|
|
NumberType _b = nextafter(cast(NumberType) b, -NumberType.infinity);
|
|
}
|
|
else
|
|
{
|
|
NumberType _b = b;
|
|
}
|
|
enforce(_a <= _b,
|
|
text("std.random.uniform(): invalid bounding interval ",
|
|
boundaries[0], a, ", ", b, boundaries[1]));
|
|
NumberType result =
|
|
_a + (_b - _a) * cast(NumberType) (urng.front - urng.min)
|
|
/ (urng.max - urng.min);
|
|
urng.popFront();
|
|
return result;
|
|
}
|
|
|
|
// Implementation of uniform for integral types
|
|
auto uniform(string boundaries = "[)",
|
|
T1, T2, UniformRandomNumberGenerator)
|
|
(T1 a, T2 b, ref UniformRandomNumberGenerator urng)
|
|
if (isIntegral!(CommonType!(T1, T2)) || isSomeChar!(CommonType!(T1, T2)))
|
|
{
|
|
alias Unqual!(CommonType!(T1, T2)) ResultType;
|
|
// We handle the case "[)' as the common case, and we adjust all
|
|
// other cases to fit it.
|
|
static if (boundaries[0] == '(')
|
|
{
|
|
enforce(cast(ResultType) a < ResultType.max,
|
|
text("std.random.uniform(): invalid left bound ", a));
|
|
ResultType min = cast(ResultType) a + 1;
|
|
}
|
|
else
|
|
{
|
|
ResultType min = a;
|
|
}
|
|
static if (boundaries[1] == ']')
|
|
{
|
|
enforce(min <= cast(ResultType) b,
|
|
text("std.random.uniform(): invalid bounding interval ",
|
|
boundaries[0], a, ", ", b, boundaries[1]));
|
|
if (b == ResultType.max && min == ResultType.min)
|
|
{
|
|
// Special case - all bits are occupied
|
|
return .uniform!ResultType(urng);
|
|
}
|
|
auto count = unsigned(b - min) + 1u;
|
|
static assert(count.min == 0);
|
|
}
|
|
else
|
|
{
|
|
enforce(min < cast(ResultType) b,
|
|
text("std.random.uniform(): invalid bounding interval ",
|
|
boundaries[0], a, ", ", b, boundaries[1]));
|
|
auto count = unsigned(b - min);
|
|
static assert(count.min == 0);
|
|
}
|
|
assert(count != 0);
|
|
if (count == 1) return min;
|
|
alias typeof(count) CountType;
|
|
static assert(CountType.min == 0);
|
|
auto bucketSize = 1u + (CountType.max - count + 1) / count;
|
|
CountType r;
|
|
do
|
|
{
|
|
r = cast(CountType) (uniform!CountType(urng) / bucketSize);
|
|
}
|
|
while (r >= count);
|
|
return cast(typeof(return)) (min + r);
|
|
}
|
|
|
|
unittest
|
|
{
|
|
auto gen = Mt19937(unpredictableSeed);
|
|
static assert(isForwardRange!(typeof(gen)));
|
|
|
|
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);
|
|
|
|
foreach(T; TypeTuple!(char, wchar, dchar, byte, ubyte, short, ushort,
|
|
int, uint, long, ulong, float, double, real))
|
|
{
|
|
T lo = 0, hi = 100;
|
|
T init = uniform(lo, hi);
|
|
size_t i = 50;
|
|
while (--i && uniform(lo, hi) == init) {}
|
|
assert(i > 0);
|
|
}
|
|
}
|
|
|
|
/**
|
|
Generates a uniformly-distributed number in the range $(D [T.min,
|
|
T.max]) for any integral type $(D T). If no random number generator is
|
|
passed, uses the default $(D rndGen).
|
|
*/
|
|
auto uniform(T, UniformRandomNumberGenerator)
|
|
(ref UniformRandomNumberGenerator urng)
|
|
if (isIntegral!T || isSomeChar!T)
|
|
{
|
|
auto r = urng.front;
|
|
urng.popFront();
|
|
static if (T.sizeof <= r.sizeof)
|
|
{
|
|
return cast(T) r;
|
|
}
|
|
else
|
|
{
|
|
static assert(T.sizeof == 8 && r.sizeof == 4);
|
|
T r1 = urng.front | (cast(T)r << 32);
|
|
urng.popFront();
|
|
return r1;
|
|
}
|
|
}
|
|
|
|
/// Ditto
|
|
auto uniform(T)()
|
|
if (isIntegral!T || isSomeChar!T)
|
|
{
|
|
return uniform!T(rndGen);
|
|
}
|
|
|
|
unittest
|
|
{
|
|
foreach(T; TypeTuple!(char, wchar, dchar, byte, ubyte, short, ushort,
|
|
int, uint, long, ulong))
|
|
{
|
|
T init = uniform!T();
|
|
size_t i = 50;
|
|
while (--i && uniform!T() == init) {}
|
|
assert(i > 0);
|
|
}
|
|
}
|
|
|
|
/**
|
|
Generates a uniform probability distribution of size $(D n), i.e., an
|
|
array of size $(D n) of positive numbers of type $(D F) that sum to
|
|
$(D 1). If $(D useThis) is provided, it is used as storage.
|
|
*/
|
|
F[] uniformDistribution(F = double)(size_t n, F[] useThis = null)
|
|
if(isFloatingPoint!F)
|
|
{
|
|
useThis.length = n;
|
|
foreach (ref e; useThis)
|
|
{
|
|
e = uniform(0.0, 1);
|
|
}
|
|
normalize(useThis);
|
|
return useThis;
|
|
}
|
|
|
|
unittest
|
|
{
|
|
static assert(is(CommonType!(double, int) == double));
|
|
auto a = uniformDistribution(5);
|
|
enforce(a.length == 5);
|
|
enforce(approxEqual(reduce!"a + b"(a), 1));
|
|
a = uniformDistribution(10, a);
|
|
enforce(a.length == 10);
|
|
enforce(approxEqual(reduce!"a + b"(a), 1));
|
|
}
|
|
|
|
/**
|
|
Shuffles elements of $(D r) using $(D gen) as a shuffler. $(D r) must be
|
|
a random-access range with length.
|
|
*/
|
|
|
|
void randomShuffle(Range, RandomGen = Random)(Range r,
|
|
ref RandomGen gen = rndGen)
|
|
if(isRandomAccessRange!Range && isUniformRNG!RandomGen)
|
|
{
|
|
return partialShuffle!(Range, RandomGen)(r, r.length, gen);
|
|
}
|
|
|
|
unittest
|
|
{
|
|
// Also tests partialShuffle indirectly.
|
|
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);
|
|
}
|
|
|
|
/**
|
|
Partially shuffles the elements of $(D r) such that upon returning $(D r[0..n])
|
|
is a random subset of $(D r) and is randomly ordered. $(D r[n..r.length])
|
|
will contain the elements not in $(D r[0..n]). These will be in an undefined
|
|
order, but will not be random in the sense that their order after
|
|
$(D partialShuffle) returns will not be independent of their order before
|
|
$(D partialShuffle) was called.
|
|
|
|
$(D r) must be a random-access range with length. $(D n) must be less than
|
|
or equal to $(D r.length).
|
|
*/
|
|
void partialShuffle(Range, RandomGen = Random)(Range r, size_t n,
|
|
ref RandomGen gen = rndGen)
|
|
if(isRandomAccessRange!Range && isUniformRNG!RandomGen)
|
|
{
|
|
enforce(n <= r.length, "n must be <= r.length for partialShuffle.");
|
|
foreach (i; 0 .. n)
|
|
{
|
|
swapAt(r, i, i + uniform(0, r.length - i, gen));
|
|
}
|
|
}
|
|
|
|
/**
|
|
Rolls 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 20% of the time,
|
|
// and 2 10% of the time
|
|
----
|
|
*/
|
|
size_t dice(Rng, Num)(ref Rng rnd, Num[] proportions...)
|
|
if (isNumeric!Num && isForwardRange!Rng)
|
|
{
|
|
return diceImpl(rnd, proportions);
|
|
}
|
|
|
|
/// Ditto
|
|
size_t dice(R, Range)(ref R rnd, Range proportions)
|
|
if (isForwardRange!Range && isNumeric!(ElementType!Range) && !isArray!Range)
|
|
{
|
|
return diceImpl(rnd, proportions);
|
|
}
|
|
|
|
/// Ditto
|
|
size_t dice(Range)(Range proportions)
|
|
if (isForwardRange!Range && isNumeric!(ElementType!Range) && !isArray!Range)
|
|
{
|
|
return diceImpl(rndGen, proportions);
|
|
}
|
|
|
|
/// Ditto
|
|
size_t dice(Num)(Num[] proportions...)
|
|
if (isNumeric!Num)
|
|
{
|
|
return diceImpl(rndGen, proportions);
|
|
}
|
|
|
|
private size_t diceImpl(Rng, Range)(ref Rng rng, Range proportions)
|
|
if (isForwardRange!Range && isNumeric!(ElementType!Range) && isForwardRange!Rng)
|
|
{
|
|
double sum = reduce!("(assert(b >= 0), a + b)")(0.0, proportions.save);
|
|
enforce(sum > 0, "Proportions in a dice cannot sum to zero");
|
|
immutable point = uniform(0.0, sum, rng);
|
|
assert(point < sum);
|
|
auto mass = 0.0;
|
|
|
|
size_t i = 0;
|
|
foreach (e; proportions)
|
|
{
|
|
mass += e;
|
|
if (point < mass) return i;
|
|
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);
|
|
|
|
i = dice(100U, 0U);
|
|
assert(i == 0);
|
|
}
|
|
|
|
/**
|
|
Covers 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 random-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)
|
|
if(isRandomAccessRange!Range && isUniformRNG!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;
|
|
popFront();
|
|
}
|
|
|
|
static if (hasLength!Range)
|
|
@property size_t length()
|
|
{
|
|
return (1 + _input.length) - _alreadyChosen;
|
|
}
|
|
|
|
@property auto ref front()
|
|
{
|
|
return _input[_current];
|
|
}
|
|
|
|
void popFront()
|
|
{
|
|
if (_alreadyChosen >= _input.length)
|
|
{
|
|
// No more elements
|
|
++_alreadyChosen; // means we're done
|
|
return;
|
|
}
|
|
size_t 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, _rnd) == 0;
|
|
assert(k > 1 || chooseMe);
|
|
if (chooseMe)
|
|
{
|
|
_chosen[i] = true;
|
|
_current = i;
|
|
++_alreadyChosen;
|
|
return;
|
|
}
|
|
--k;
|
|
++i;
|
|
}
|
|
assert(false);
|
|
}
|
|
|
|
@property typeof(this) save()
|
|
{
|
|
auto ret = this;
|
|
ret._input = _input.save;
|
|
ret._rnd = _rnd.save;
|
|
return ret;
|
|
}
|
|
|
|
@property bool empty() { return _alreadyChosen > _input.length; }
|
|
}
|
|
|
|
/// Ditto
|
|
RandomCover!(Range, Random) randomCover(Range, Random)(Range r, Random rnd)
|
|
if(isRandomAccessRange!Range && isUniformRNG!Random)
|
|
{
|
|
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);
|
|
static assert(isForwardRange!(typeof(rc)));
|
|
|
|
int[] b = new int[9];
|
|
uint i;
|
|
foreach (e; rc)
|
|
{
|
|
//writeln(e);
|
|
b[i++] = e;
|
|
}
|
|
sort(b);
|
|
assert(a == b, text(b));
|
|
}
|
|
|
|
// RandomSample
|
|
/**
|
|
Selects a random subsample out of $(D r), containing exactly $(D n)
|
|
elements. The order of elements is the same as in the original
|
|
range. The total length of $(D r) must be known. If $(D total) is
|
|
passed in, the total number of sample is considered to be $(D
|
|
total). Otherwise, $(D RandomSample) uses $(D r.length).
|
|
|
|
If the number of elements is not exactly $(D total), $(D
|
|
RandomSample) throws an exception. This is because $(D total) is
|
|
essential to computing the probability of selecting elements in the
|
|
range.
|
|
|
|
Example:
|
|
----
|
|
int[] a = [ 0, 1, 2, 3, 4, 5, 6, 7, 8, 9 ];
|
|
// Print 5 random elements picked off from a
|
|
foreach (e; randomSample(a, 5))
|
|
{
|
|
writeln(e);
|
|
}
|
|
----
|
|
|
|
$(D RandomSample) implements Jeffrey Scott Vitter's Algorithm D
|
|
(see Vitter $(WEB dx.doi.org/10.1145/358105.893, 1984), $(WEB
|
|
dx.doi.org/10.1145/23002.23003, 1987)), which selects a sample
|
|
of size $(D n) in O(n) steps and requiring O(n) random variates,
|
|
regardless of the size of the data being sampled.
|
|
*/
|
|
struct RandomSample(R, Random = void)
|
|
if(isInputRange!R && (isUniformRNG!Random || is(Random == void)))
|
|
{
|
|
private size_t _available, _toSelect;
|
|
private immutable ushort _alphaInverse = 13; // Vitter's recommended value.
|
|
private bool _first, _algorithmA;
|
|
private double _Vprime;
|
|
private R _input;
|
|
private size_t _index;
|
|
|
|
// If we're using the default thread-local random number generator then
|
|
// we shouldn't store a copy of it here. Random == void is a sentinel
|
|
// for this. If we're using a user-specified generator then we have no
|
|
// choice but to store a copy.
|
|
static if(!is(Random == void))
|
|
{
|
|
Random _gen;
|
|
|
|
static if (hasLength!R)
|
|
{
|
|
this(R input, size_t howMany, Random gen)
|
|
{
|
|
_gen = gen;
|
|
initialize(input, howMany, input.length);
|
|
}
|
|
}
|
|
|
|
this(R input, size_t howMany, size_t total, Random gen)
|
|
{
|
|
_gen = gen;
|
|
initialize(input, howMany, total);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
static if (hasLength!R)
|
|
{
|
|
this(R input, size_t howMany)
|
|
{
|
|
initialize(input, howMany, input.length);
|
|
}
|
|
}
|
|
|
|
this(R input, size_t howMany, size_t total)
|
|
{
|
|
initialize(input, howMany, total);
|
|
}
|
|
}
|
|
|
|
private void initialize(R input, size_t howMany, size_t total)
|
|
{
|
|
_input = input;
|
|
_available = total;
|
|
_toSelect = howMany;
|
|
enforce(_toSelect <= _available);
|
|
_first = true;
|
|
}
|
|
|
|
/**
|
|
Range primitives.
|
|
*/
|
|
@property bool empty() const
|
|
{
|
|
return _toSelect == 0;
|
|
}
|
|
|
|
@property auto ref front()
|
|
{
|
|
assert(!empty);
|
|
// The first sample point must be determined here to avoid
|
|
// having it always correspond to the first element of the
|
|
// input. The rest of the sample points are determined each
|
|
// time we call popFront().
|
|
if(_first)
|
|
{
|
|
// We can save ourselves a random variate by checking right
|
|
// at the beginning if we should use Algorithm A.
|
|
if((_alphaInverse * _toSelect) > _available)
|
|
{
|
|
_algorithmA = true;
|
|
}
|
|
else
|
|
{
|
|
_Vprime = newVprime(_toSelect);
|
|
_algorithmA = false;
|
|
}
|
|
prime();
|
|
_first = false;
|
|
}
|
|
return _input.front;
|
|
}
|
|
|
|
/// Ditto
|
|
void popFront()
|
|
{
|
|
_input.popFront();
|
|
--_available;
|
|
--_toSelect;
|
|
++_index;
|
|
prime();
|
|
}
|
|
|
|
/// Ditto
|
|
@property typeof(this) save()
|
|
{
|
|
auto ret = this;
|
|
ret._input = _input.save;
|
|
return ret;
|
|
}
|
|
|
|
/// Ditto
|
|
@property size_t length()
|
|
{
|
|
return _toSelect;
|
|
}
|
|
|
|
/**
|
|
Returns the index of the visited record.
|
|
*/
|
|
size_t index()
|
|
{
|
|
return _index;
|
|
}
|
|
|
|
/*
|
|
Vitter's Algorithm A, used when the ratio of needed sample values
|
|
to remaining data values is sufficiently large.
|
|
*/
|
|
private size_t skipA()
|
|
{
|
|
size_t s;
|
|
double v, quot, top;
|
|
|
|
if(_toSelect==1)
|
|
{
|
|
static if(is(Random==void))
|
|
{
|
|
s = uniform(0, _available);
|
|
}
|
|
else
|
|
{
|
|
s = uniform(0, _available, _gen);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
v = 0;
|
|
top = _available - _toSelect;
|
|
quot = top / _available;
|
|
|
|
static if(is(Random==void))
|
|
{
|
|
v = uniform!"()"(0.0, 1.0);
|
|
}
|
|
else
|
|
{
|
|
v = uniform!"()"(0.0, 1.0, _gen);
|
|
}
|
|
|
|
while (quot > v)
|
|
{
|
|
++s;
|
|
quot *= (top - s) / (_available - s);
|
|
}
|
|
}
|
|
|
|
return s;
|
|
}
|
|
|
|
/*
|
|
Randomly reset the value of _Vprime.
|
|
*/
|
|
private double newVprime(size_t remaining)
|
|
{
|
|
static if(is(Random == void))
|
|
{
|
|
double r = uniform!"()"(0.0, 1.0);
|
|
}
|
|
else
|
|
{
|
|
double r = uniform!"()"(0.0, 1.0, _gen);
|
|
}
|
|
|
|
return r ^^ (1.0 / remaining);
|
|
}
|
|
|
|
/*
|
|
Vitter's Algorithm D. For an extensive description of the algorithm
|
|
and its rationale, see:
|
|
|
|
* Vitter, J.S. (1984), "Faster methods for random sampling",
|
|
Commun. ACM 27(7): 703--718
|
|
|
|
* Vitter, J.S. (1987) "An efficient algorithm for sequential random
|
|
sampling", ACM Trans. Math. Softw. 13(1): 58-67.
|
|
|
|
Variable names are chosen to match those in Vitter's paper.
|
|
*/
|
|
private size_t skip()
|
|
{
|
|
// Step D1: if the number of points still to select is greater
|
|
// than a certain proportion of the remaining data points, i.e.
|
|
// if n >= alpha * N where alpha = 1/13, we carry out the
|
|
// sampling with Algorithm A.
|
|
if(_algorithmA)
|
|
{
|
|
return skipA();
|
|
}
|
|
else if((_alphaInverse * _toSelect) > _available)
|
|
{
|
|
_algorithmA = true;
|
|
return skipA();
|
|
}
|
|
// Otherwise, we use the standard Algorithm D mechanism.
|
|
else if ( _toSelect > 1 )
|
|
{
|
|
size_t s;
|
|
size_t qu1 = 1 + _available - _toSelect;
|
|
double x, y1;
|
|
|
|
while(true)
|
|
{
|
|
// Step D2: set values of x and u.
|
|
for(x = _available * (1-_Vprime), s = cast(size_t) trunc(x);
|
|
s >= qu1;
|
|
x = _available * (1-_Vprime), s = cast(size_t) trunc(x))
|
|
{
|
|
_Vprime = newVprime(_toSelect);
|
|
}
|
|
|
|
static if(is(Random == void))
|
|
{
|
|
double u = uniform!"()"(0.0, 1.0);
|
|
}
|
|
else
|
|
{
|
|
double u = uniform!"()"(0.0, 1.0, _gen);
|
|
}
|
|
|
|
y1 = (u * (cast(double) _available) / qu1) ^^ (1.0/(_toSelect - 1));
|
|
|
|
_Vprime = y1 * ((-x/_available)+1.0) * ( qu1/( (cast(double) qu1) - s ) );
|
|
|
|
// Step D3: if _Vprime <= 1.0 our work is done and we return S.
|
|
// Otherwise ...
|
|
if(_Vprime > 1.0)
|
|
{
|
|
size_t top = _available - 1, limit;
|
|
double y2 = 1.0, bottom;
|
|
|
|
if(_toSelect > (s+1) )
|
|
{
|
|
bottom = _available - _toSelect;
|
|
limit = _available - s;
|
|
}
|
|
else
|
|
{
|
|
bottom = _available - (s+1);
|
|
limit = qu1;
|
|
}
|
|
|
|
foreach(size_t t; limit.._available)
|
|
{
|
|
y2 *= top/bottom;
|
|
top--;
|
|
bottom--;
|
|
}
|
|
|
|
// Step D4: decide whether or not to accept the current value of S.
|
|
if( (_available/(_available-x)) < (y1 * (y2 ^^ (1.0/(_toSelect-1)))) )
|
|
{
|
|
// If it's not acceptable, we generate a new value of _Vprime
|
|
// and go back to the start of the for(;;) loop.
|
|
_Vprime = newVprime(_toSelect);
|
|
}
|
|
else
|
|
{
|
|
// If it's acceptable we generate a new value of _Vprime
|
|
// based on the remaining number of sample points needed,
|
|
// and return S.
|
|
_Vprime = newVprime(_toSelect-1);
|
|
return s;
|
|
}
|
|
}
|
|
else
|
|
{
|
|
// Return if condition D3 satisfied.
|
|
return s;
|
|
}
|
|
}
|
|
}
|
|
else
|
|
{
|
|
// If only one sample point remains to be taken ...
|
|
return cast(size_t) trunc(_available * _Vprime);
|
|
}
|
|
}
|
|
|
|
private void prime()
|
|
{
|
|
if (empty) return;
|
|
assert(_available && _available >= _toSelect);
|
|
immutable size_t s = skip();
|
|
_input.popFrontN(s);
|
|
_index += s;
|
|
_available -= s;
|
|
assert(_available > 0);
|
|
return;
|
|
}
|
|
}
|
|
|
|
/// Ditto
|
|
auto randomSample(R)(R r, size_t n, size_t total)
|
|
if(isInputRange!R)
|
|
{
|
|
return RandomSample!(R, void)(r, n, total);
|
|
}
|
|
|
|
/// Ditto
|
|
auto randomSample(R)(R r, size_t n)
|
|
if(isInputRange!R && hasLength!R)
|
|
{
|
|
return RandomSample!(R, void)(r, n, r.length);
|
|
}
|
|
|
|
/// Ditto
|
|
auto randomSample(R, Random)(R r, size_t n, size_t total, Random gen)
|
|
if(isInputRange!R && isUniformRNG!Random)
|
|
{
|
|
return RandomSample!(R, Random)(r, n, total, gen);
|
|
}
|
|
|
|
/// Ditto
|
|
auto randomSample(R, Random)(R r, size_t n, Random gen)
|
|
if (isInputRange!R && hasLength!R && isUniformRNG!Random)
|
|
{
|
|
return RandomSample!(R, Random)(r, n, r.length, gen);
|
|
}
|
|
|
|
unittest
|
|
{
|
|
Random gen;
|
|
int[] a = [ 0, 1, 2, 3, 4, 5, 6, 7, 8, 9 ];
|
|
static assert(isForwardRange!(typeof(randomSample(a, 5))));
|
|
static assert(isForwardRange!(typeof(randomSample(a, 5, gen))));
|
|
|
|
//int[] a = [ 0, 1, 2 ];
|
|
assert(randomSample(a, 5).length == 5);
|
|
assert(randomSample(a, 5, 10).length == 5);
|
|
assert(randomSample(a, 5, gen).length == 5);
|
|
uint i;
|
|
foreach (e; randomSample(randomCover(a, rndGen), 5))
|
|
{
|
|
++i;
|
|
//writeln(e);
|
|
}
|
|
assert(i == 5);
|
|
|
|
// Bugzilla 8314
|
|
{
|
|
auto sample(uint seed) { return randomSample(a, 1, Random(seed)).front; }
|
|
|
|
immutable fst = sample(0);
|
|
uint n;
|
|
while (sample(++n) == fst && n < n.max) {}
|
|
assert(n < n.max);
|
|
}
|
|
}
|