/* 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 "priv/linkage.h" #ifndef CRAND_H_INCLUDED #define CRAND_H_INCLUDED #include "ccommon.h" /* // crand: Pseudo-random number generator #include "stc/crand.h" int main(void) { uint64_t seed = 123456789; crand_t rng = crand_init(seed); crand_uniform_t dist1 = crand_uniform_init(1, 6); crand_normal_t dist3 = crand_normal_init(1.0, 10.0); uint64_t i = crand_u64(&rng); int64_t iu = crand_uniform(&rng, &dist1); double xn = crand_normal(&rng, &dist3); } */ #include #include typedef struct crand { uint64_t state[5]; } crand_t; typedef struct crand_uniform { int64_t lower; uint64_t range, threshold; } crand_uniform_t; typedef struct crand_normal { double mean, stddev, next; int has_next; } crand_normal_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_uniform_t crand_uniform_init(int64_t low, int64_t high); STC_API int64_t crand_uniform(crand_t* rng, crand_uniform_t* dist); /* Normal/gaussian distribution. */ STC_INLINE crand_normal_t crand_normal_init(double mean, double stddev) { crand_normal_t r = {mean, stddev, 0.0, 0}; return r; } STC_API double crand_normal(crand_t* rng, crand_normal_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) || defined(i_static) /* Global random seed */ static crand_t crand_global = {{ // csrand(0) 0x9e3779b97f4a7c15, 0x6f68261b57e7a770, 0xe220a838bf5c9dde, 0x7c17d1800457b1ba, 0x1, }}; 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[0] ^ s[2] ^ (s[2] >> 31); s[4] = (seed << 1) | 1; return rng; } /* Init unbiased uniform uint RNG with bounds [low, high] */ STC_DEF crand_uniform_t crand_uniform_init(int64_t low, int64_t high) { crand_uniform_t dist = {low, (uint64_t) (high - low + 1)}; dist.threshold = (uint64_t)(0 - dist.range) % dist.range; return dist; } /* Int64 uniform distributed RNG, range [low, high]. */ STC_DEF int64_t crand_uniform(crand_t* rng, crand_uniform_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_normal(crand_t* rng, crand_normal_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_import