Merge branch 'master' into modified

1 files changed, 174 insertions, 0 deletions

diff --git a/include/stc/crand.h b/include/stc/crand.h
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+/* MIT License
+ *
+ * Copyright (c) 2023 Tyge Løvset
+ *
+ * Permission is hereby granted, free of charge, to any person obtaining a copy
+ * of this software and associated documentation files (the "Software"), to deal
+ * in the Software without restriction, including without limitation the rights
+ * to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+ * copies of the Software, and to permit persons to whom the Software is
+ * furnished to do so, subject to the following conditions:
+ *
+ * The above copyright notice and this permission notice shall be included in all
+ * copies or substantial portions of the Software.
+ *
+ * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+ * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+ * FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+ * AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+ * LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+ * OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+ * SOFTWARE.
+ */
+#include "ccommon.h"
+
+#ifndef CRAND_H_INCLUDED
+#define CRAND_H_INCLUDED
+/*
+// crand: Pseudo-random number generator
+#include "stc/crand.h"
+
+int main() {
+    uint64_t seed = 123456789;
+    crand_t rng = crand_init(seed);
+    crand_unif_t dist1 = crand_unif_init(1, 6);
+    crand_norm_t dist3 = crand_norm_init(1.0, 10.0);
+
+    uint64_t i = crand_u64(&rng);
+    int64_t iu = crand_unif(&rng, &dist1);
+    double xn = crand_norm(&rng, &dist3);
+}
+*/
+#include <string.h>
+#include <math.h>
+
+typedef struct crand { uint64_t state[5]; } crand_t;
+typedef struct crand_unif { int64_t lower; uint64_t range, threshold; } crand_unif_t;
+typedef struct crand_norm { double mean, stddev, next; int has_next; } crand_norm_t;
+
+/* PRNG crand_t.
+ * Very fast PRNG suited for parallel usage with Weyl-sequence parameter.
+ * 320-bit state, 256 bit is mutable.
+ * Noticable faster than xoshiro and pcg, slighly slower than wyrand64 and
+ * Romu, but these have restricted capacity for larger parallel jobs or unknown minimum periods.
+ * crand_t supports 2^63 unique threads with a minimum 2^64 period lengths each.
+ * Passes all statistical tests, e.g PractRand and correlation tests, i.e. interleaved
+ * streams with one-bit diff state. Even the 16-bit version (LR=6, RS=5, LS=3) passes
+ * PractRand to multiple TB input.
+ */
+
+/* Global crand_t PRNGs */
+STC_API void csrand(uint64_t seed);
+STC_API uint64_t crand(void);
+STC_API double crandf(void);
+
+/* Init crand_t prng with a seed */
+STC_API crand_t crand_init(uint64_t seed);
+
+/* Unbiased bounded uniform distribution. range [low, high] */
+STC_API crand_unif_t crand_unif_init(int64_t low, int64_t high);
+STC_API int64_t crand_unif(crand_t* rng, crand_unif_t* dist);
+
+/* Normal/gaussian distribution. */
+STC_INLINE crand_norm_t crand_norm_init(double mean, double stddev)
+    { crand_norm_t r = {mean, stddev, 0.0, 0}; return r; }
+
+STC_API double crand_norm(crand_t* rng, crand_norm_t* dist);
+
+/* Main crand_t prng */
+STC_INLINE uint64_t crand_u64(crand_t* rng) {
+    uint64_t *s = rng->state;
+    const uint64_t result = (s[0] ^ (s[3] += s[4])) + s[1];
+    s[0] = s[1] ^ (s[1] >> 11);
+    s[1] = s[2] + (s[2] << 3);
+    s[2] = ((s[2] << 24) | (s[2] >> (64 - 24))) + result;
+    return result;
+}
+
+/* Float64 random number in range [0.0, 1.0). */
+STC_INLINE double crand_f64(crand_t* rng) {
+    union {uint64_t i; double f;} u = {0x3FF0000000000000U | (crand_u64(rng) >> 12)};
+    return u.f - 1.0;
+}
+
+/* -------------------------- IMPLEMENTATION ------------------------- */
+#if defined(i_implement)
+
+/* Global random() */
+static crand_t crand_global = {{
+    0x26aa069ea2fb1a4d, 0x70c72c95cd592d04,
+    0x504f333d3aa0b359, 0x9e3779b97f4a7c15,
+    0x6a09e667a754166b
+}};
+
+STC_DEF void csrand(uint64_t seed)
+    { crand_global = crand_init(seed); }
+
+STC_DEF uint64_t crand(void)
+    { return crand_u64(&crand_global); }
+
+STC_DEF double crandf(void)
+    { return crand_f64(&crand_global); }
+
+STC_DEF crand_t crand_init(uint64_t seed) {
+    crand_t rng; uint64_t* s = rng.state;
+    s[0] = seed + 0x9e3779b97f4a7c15;
+    s[1] = (s[0] ^ (s[0] >> 30))*0xbf58476d1ce4e5b9;
+    s[2] = (s[1] ^ (s[1] >> 27))*0x94d049bb133111eb;
+    s[3] = (s[2] ^ (s[2] >> 31));
+    s[4] = ((seed + 0x6aa069ea2fb1a4d) << 1) | 1;
+    return rng;
+}
+
+/* Init unbiased uniform uint RNG with bounds [low, high] */
+STC_DEF crand_unif_t crand_unif_init(int64_t low, int64_t high) {
+    crand_unif_t dist = {low, (uint64_t) (high - low + 1)};
+    dist.threshold = (uint64_t)(0 - dist.range) % dist.range;
+    return dist;
+}
+
+#if defined(__SIZEOF_INT128__)
+    #define c_umul128(a, b, lo, hi) \
+        do { __uint128_t _z = (__uint128_t)(a)*(b); \
+             *(lo) = (uint64_t)_z, *(hi) = (uint64_t)(_z >> 64U); } while(0)
+#elif defined(_MSC_VER) && defined(_WIN64)
+    #include <intrin.h>
+    #define c_umul128(a, b, lo, hi) ((void)(*(lo) = _umul128(a, b, hi)))
+#elif defined(__x86_64__)
+    #define c_umul128(a, b, lo, hi) \
+        asm("mulq %3" : "=a"(*(lo)), "=d"(*(hi)) : "a"(a), "rm"(b))
+#endif
+
+/* Int64 uniform distributed RNG, range [low, high]. */
+STC_DEF int64_t crand_unif(crand_t* rng, crand_unif_t* d) {
+    uint64_t lo, hi;
+#ifdef c_umul128
+    do { c_umul128(crand_u64(rng), d->range, &lo, &hi); } while (lo < d->threshold);
+#else
+    do { lo = crand_u64(rng); hi = lo % d->range; } while (lo - hi > -d->range);
+#endif
+    return d->lower + (int64_t)hi;
+}
+
+/* Normal distribution PRNG. Marsaglia polar method */
+STC_DEF double crand_norm(crand_t* rng, crand_norm_t* dist) {
+    double u1, u2, s, m;
+    if (dist->has_next++ & 1)
+        return dist->next*dist->stddev + dist->mean;
+    do {
+        u1 = 2.0 * crand_f64(rng) - 1.0;
+        u2 = 2.0 * crand_f64(rng) - 1.0;
+        s = u1*u1 + u2*u2;
+    } while (s >= 1.0 || s == 0.0);
+    m = sqrt(-2.0 * log(s) / s);
+    dist->next = u2*m;
+    return (u1*m)*dist->stddev + dist->mean;
+}
+
+#endif
+#endif
+#undef i_opt
+#undef i_static
+#undef i_header
+#undef i_implement
+#undef i_extern