diff options
author | Hein-Pieter van Braam <hp@tmm.cx> | 2017-12-08 15:05:47 +0100 |
---|---|---|
committer | Hein-Pieter van Braam <hp@tmm.cx> | 2017-12-08 15:47:15 +0100 |
commit | bf05309af734431c3b3cf869a63ed477439a6739 (patch) | |
tree | 72c1c939f9035c711f50ec94b0270ea60e0bb4e4 /thirdparty/thekla_atlas/nvmath/Random.h | |
parent | b3b4727dff009dda0a65b8a013ec04d52a54b367 (diff) |
Import thekla_atlas
As requested by reduz, an import of thekla_atlas into thirdparty/
Diffstat (limited to 'thirdparty/thekla_atlas/nvmath/Random.h')
-rw-r--r-- | thirdparty/thekla_atlas/nvmath/Random.h | 376 |
1 files changed, 376 insertions, 0 deletions
diff --git a/thirdparty/thekla_atlas/nvmath/Random.h b/thirdparty/thekla_atlas/nvmath/Random.h new file mode 100644 index 0000000000..223292706a --- /dev/null +++ b/thirdparty/thekla_atlas/nvmath/Random.h @@ -0,0 +1,376 @@ +// This code is in the public domain -- castanyo@yahoo.es + +#pragma once +#ifndef NV_MATH_RANDOM_H +#define NV_MATH_RANDOM_H + +#include "nvmath.h" +#include "nvcore/Utils.h" // nextPowerOfTwo + + +namespace nv +{ + + /// Interface of the random number generators. + class Rand + { + public: + + virtual ~Rand() {} + + enum time_e { Time }; + + /// Provide a new seed. + virtual void seed( uint s ) { /* empty */ }; + + /// Get an integer random number. + virtual uint get() = 0; + + /// Get a random number on [0, max] interval. + uint getRange( uint max ) + { + if (max == 0) return 0; + if (max == NV_UINT32_MAX) return get(); + + const uint np2 = nextPowerOfTwo( max+1 ); // @@ This fails if max == NV_UINT32_MAX + const uint mask = np2 - 1; + uint n; + do { n = get() & mask; } while( n > max ); + return n; + } + + /// Random number on [0.0, 1.0] interval. + float getFloat() + { + union + { + uint32 i; + float f; + } pun; + + pun.i = 0x3f800000UL | (get() & 0x007fffffUL); + return pun.f - 1.0f; + } + + float getFloatRange(float min, float max) { + return getFloat() * (max - min) + min; + } + + /* + /// Random number on [0.0, 1.0] interval. + double getReal() + { + return double(get()) * (1.0/4294967295.0); // 2^32-1 + } + + /// Random number on [0.0, 1.0) interval. + double getRealExclusive() + { + return double(get()) * (1.0/4294967296.0); // 2^32 + } + */ + + /// Get the max value of the random number. + uint max() const { return NV_UINT32_MAX; } + + // Get a random seed. + static uint randomSeed(); + + }; + + + /// Very simple random number generator with low storage requirements. + class SimpleRand : public Rand + { + public: + + /// Constructor that uses the current time as the seed. + SimpleRand( time_e ) + { + seed(randomSeed()); + } + + /// Constructor that uses the given seed. + SimpleRand( uint s = 0 ) + { + seed(s); + } + + /// Set the given seed. + virtual void seed( uint s ) + { + current = s; + } + + /// Get a random number. + virtual uint get() + { + return current = current * 1103515245 + 12345; + } + + private: + + uint current; + + }; + + + /// Mersenne twister random number generator. + class MTRand : public Rand + { + public: + + enum { N = 624 }; // length of state vector + enum { M = 397 }; + + /// Constructor that uses the current time as the seed. + MTRand( time_e ) + { + seed(randomSeed()); + } + + /// Constructor that uses the given seed. + MTRand( uint s = 0 ) + { + seed(s); + } + + /// Constructor that uses the given seeds. + NVMATH_API MTRand( const uint * seed_array, uint length ); + + + /// Provide a new seed. + virtual void seed( uint s ) + { + initialize(s); + reload(); + } + + /// Get a random number between 0 - 65536. + virtual uint get() + { + // Pull a 32-bit integer from the generator state + // Every other access function simply transforms the numbers extracted here + if( left == 0 ) { + reload(); + } + left--; + + uint s1; + s1 = *next++; + s1 ^= (s1 >> 11); + s1 ^= (s1 << 7) & 0x9d2c5680U; + s1 ^= (s1 << 15) & 0xefc60000U; + return ( s1 ^ (s1 >> 18) ); + }; + + + private: + + NVMATH_API void initialize( uint32 seed ); + NVMATH_API void reload(); + + uint hiBit( uint u ) const { return u & 0x80000000U; } + uint loBit( uint u ) const { return u & 0x00000001U; } + uint loBits( uint u ) const { return u & 0x7fffffffU; } + uint mixBits( uint u, uint v ) const { return hiBit(u) | loBits(v); } + uint twist( uint m, uint s0, uint s1 ) const { return m ^ (mixBits(s0,s1)>>1) ^ ((~loBit(s1)+1) & 0x9908b0dfU); } + + private: + + uint state[N]; // internal state + uint * next; // next value to get from state + int left; // number of values left before reload needed + + }; + + + + /** George Marsaglia's random number generator. + * Code based on Thatcher Ulrich public domain source code: + * http://cvs.sourceforge.net/viewcvs.py/tu-testbed/tu-testbed/base/tu_random.cpp?rev=1.7&view=auto + * + * PRNG code adapted from the complimentary-multiply-with-carry + * code in the article: George Marsaglia, "Seeds for Random Number + * Generators", Communications of the ACM, May 2003, Vol 46 No 5, + * pp90-93. + * + * The article says: + * + * "Any one of the choices for seed table size and multiplier will + * provide a RNG that has passed extensive tests of randomness, + * particularly those in [3], yet is simple and fast -- + * approximately 30 million random 32-bit integers per second on a + * 850MHz PC. The period is a*b^n, where a is the multiplier, n + * the size of the seed table and b=2^32-1. (a is chosen so that + * b is a primitive root of the prime a*b^n + 1.)" + * + * [3] Marsaglia, G., Zaman, A., and Tsang, W. Toward a universal + * random number generator. _Statistics and Probability Letters + * 8_ (1990), 35-39. + */ + class GMRand : public Rand + { + public: + + enum { SEED_COUNT = 8 }; + + // const uint64 a = 123471786; // for SEED_COUNT=1024 + // const uint64 a = 123554632; // for SEED_COUNT=512 + // const uint64 a = 8001634; // for SEED_COUNT=255 + // const uint64 a = 8007626; // for SEED_COUNT=128 + // const uint64 a = 647535442; // for SEED_COUNT=64 + // const uint64 a = 547416522; // for SEED_COUNT=32 + // const uint64 a = 487198574; // for SEED_COUNT=16 + // const uint64 a = 716514398U; // for SEED_COUNT=8 + enum { a = 716514398U }; + + + GMRand( time_e ) + { + seed(randomSeed()); + } + + GMRand(uint s = 987654321) + { + seed(s); + } + + + /// Provide a new seed. + virtual void seed( uint s ) + { + c = 362436; + i = SEED_COUNT - 1; + + for(int i = 0; i < SEED_COUNT; i++) { + s = s ^ (s << 13); + s = s ^ (s >> 17); + s = s ^ (s << 5); + Q[i] = s; + } + } + + /// Get a random number between 0 - 65536. + virtual uint get() + { + const uint32 r = 0xFFFFFFFE; + + uint64 t; + uint32 x; + + i = (i + 1) & (SEED_COUNT - 1); + t = a * Q[i] + c; + c = uint32(t >> 32); + x = uint32(t + c); + + if( x < c ) { + x++; + c++; + } + + uint32 val = r - x; + Q[i] = val; + return val; + }; + + + private: + + uint32 c; + uint32 i; + uint32 Q[8]; + + }; + + + /** Random number implementation from the GNU Sci. Lib. (GSL). + * Adapted from Nicholas Chapman version: + * + * Copyright (C) 1996, 1997, 1998, 1999, 2000 James Theiler, Brian Gough + * This is the Unix rand48() generator. The generator returns the + * upper 32 bits from each term of the sequence, + * + * x_{n+1} = (a x_n + c) mod m + * + * using 48-bit unsigned arithmetic, with a = 0x5DEECE66D , c = 0xB + * and m = 2^48. The seed specifies the upper 32 bits of the initial + * value, x_1, with the lower 16 bits set to 0x330E. + * + * The theoretical value of x_{10001} is 244131582646046. + * + * The period of this generator is ? FIXME (probably around 2^48). + */ + class Rand48 : public Rand + { + public: + + Rand48( time_e ) + { + seed(randomSeed()); + } + + Rand48( uint s = 0x1234ABCD ) + { + seed(s); + } + + + /** Set the given seed. */ + virtual void seed( uint s ) { + vstate.x0 = 0x330E; + vstate.x1 = uint16(s & 0xFFFF); + vstate.x2 = uint16((s >> 16) & 0xFFFF); + } + + /** Get a random number. */ + virtual uint get() { + + advance(); + + uint x1 = vstate.x1; + uint x2 = vstate.x2; + return (x2 << 16) + x1; + } + + + private: + + void advance() + { + /* work with unsigned long ints throughout to get correct integer + promotions of any unsigned short ints */ + const uint32 x0 = vstate.x0; + const uint32 x1 = vstate.x1; + const uint32 x2 = vstate.x2; + + uint32 a; + a = a0 * x0 + c0; + + vstate.x0 = uint16(a & 0xFFFF); + a >>= 16; + + /* although the next line may overflow we only need the top 16 bits + in the following stage, so it does not matter */ + + a += a0 * x1 + a1 * x0; + vstate.x1 = uint16(a & 0xFFFF); + + a >>= 16; + a += a0 * x2 + a1 * x1 + a2 * x0; + vstate.x2 = uint16(a & 0xFFFF); + } + + + private: + NVMATH_API static const uint16 a0, a1, a2, c0; + + struct rand48_state_t { + uint16 x0, x1, x2; + } vstate; + + }; + +} // nv namespace + +#endif // NV_MATH_RANDOM_H |