/* * Tiny self-contained version of the PCG Random Number Generation for C++ * put together from pieces of the much larger C/C++ codebase. * Wenzel Jakob, February 2015 * * The PCG random number generator was developed by Melissa O'Neill * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. * * For additional information about the PCG random number generation scheme, * including its license and other licensing options, visit * * http://www.pcg-random.org */ #ifndef __PCG32_H #define __PCG32_H 1 #define PCG32_DEFAULT_STATE 0x853c49e6748fea9bULL #define PCG32_DEFAULT_STREAM 0xda3e39cb94b95bdbULL #define PCG32_MULT 0x5851f42d4c957f2dULL #include #include #include #include /// PCG32 Pseudorandom number generator struct pcg32 { /// Initialize the pseudorandom number generator with default seed pcg32() : state(PCG32_DEFAULT_STATE), inc(PCG32_DEFAULT_STREAM) {} /// Initialize the pseudorandom number generator with the \ref seed() function pcg32(uint64_t initstate, uint64_t initseq = 1u) { seed(initstate, initseq); } /** * \brief Seed the pseudorandom number generator * * Specified in two parts: a state initializer and a sequence selection * constant (a.k.a. stream id) */ void seed(uint64_t initstate, uint64_t initseq = 1) { state = 0U; inc = (initseq << 1u) | 1u; nextUInt(); state += initstate; nextUInt(); } /// Generate a uniformly distributed unsigned 32-bit random number uint32_t nextUInt() { uint64_t oldstate = state; state = oldstate * PCG32_MULT + inc; uint32_t xorshifted = (uint32_t) (((oldstate >> 18u) ^ oldstate) >> 27u); uint32_t rot = (uint32_t) (oldstate >> 59u); return (xorshifted >> rot) | (xorshifted << ((~rot + 1u) & 31)); } /// Generate a uniformly distributed number, r, where 0 <= r < bound uint32_t nextUInt(uint32_t bound) { // To avoid bias, we need to make the range of the RNG a multiple of // bound, which we do by dropping output less than a threshold. // A naive scheme to calculate the threshold would be to do // // uint32_t threshold = 0x100000000ull % bound; // // but 64-bit div/mod is slower than 32-bit div/mod (especially on // 32-bit platforms). In essence, we do // // uint32_t threshold = (0x100000000ull-bound) % bound; // // because this version will calculate the same modulus, but the LHS // value is less than 2^32. uint32_t threshold = (~bound+1u) % bound; // Uniformity guarantees that this loop will terminate. In practice, it // should usually terminate quickly; on average (assuming all bounds are // equally likely), 82.25% of the time, we can expect it to require just // one iteration. In the worst case, someone passes a bound of 2^31 + 1 // (i.e., 2147483649), which invalidates almost 50% of the range. In // practice, bounds are typically small and only a tiny amount of the range // is eliminated. for (;;) { uint32_t r = nextUInt(); if (r >= threshold) return r % bound; } } /// Generate a single precision floating point value on the interval [0, 1) float nextFloat() { /* Trick from MTGP: generate an uniformly distributed single precision number in [1,2) and subtract 1. */ union { uint32_t u; float f; } x; x.u = (nextUInt() >> 9) | 0x3f800000UL; return x.f - 1.0f; } /** * \brief Generate a double precision floating point value on the interval [0, 1) * * \remark Since the underlying random number generator produces 32 bit output, * only the first 32 mantissa bits will be filled (however, the resolution is still * finer than in \ref nextFloat(), which only uses 23 mantissa bits) */ double nextDouble() { /* Trick from MTGP: generate an uniformly distributed double precision number in [1,2) and subtract 1. */ union { uint64_t u; double d; } x; x.u = ((uint64_t) nextUInt() << 20) | 0x3ff0000000000000ULL; return x.d - 1.0; } /** * \brief Multi-step advance function (jump-ahead, jump-back) * * The method used here is based on Brown, "Random Number Generation * with Arbitrary Stride", Transactions of the American Nuclear * Society (Nov. 1994). The algorithm is very similar to fast * exponentiation. */ void advance(int64_t delta_) { uint64_t cur_mult = PCG32_MULT, cur_plus = inc, acc_mult = 1u, acc_plus = 0u; /* Even though delta is an unsigned integer, we can pass a signed integer to go backwards, it just goes "the long way round". */ uint64_t delta = (uint64_t) delta_; while (delta > 0) { if (delta & 1) { acc_mult *= cur_mult; acc_plus = acc_plus * cur_mult + cur_plus; } cur_plus = (cur_mult + 1) * cur_plus; cur_mult *= cur_mult; delta /= 2; } state = acc_mult * state + acc_plus; } /** * \brief Draw uniformly distributed permutation and permute the * given STL container * * From: Knuth, TAoCP Vol. 2 (3rd 3d), Section 3.4.2 */ template void shuffle(Iterator begin, Iterator end) { for (Iterator it = end - 1; it > begin; --it) std::iter_swap(it, begin + nextUInt((uint32_t) (it - begin + 1))); } /// Compute the distance between two PCG32 pseudorandom number generators int64_t operator-(const pcg32 &other) const { assert(inc == other.inc); uint64_t cur_mult = PCG32_MULT, cur_plus = inc, cur_state = other.state, the_bit = 1u, distance = 0u; while (state != cur_state) { if ((state & the_bit) != (cur_state & the_bit)) { cur_state = cur_state * cur_mult + cur_plus; distance |= the_bit; } assert((state & the_bit) == (cur_state & the_bit)); the_bit <<= 1; cur_plus = (cur_mult + 1ULL) * cur_plus; cur_mult *= cur_mult; } return (int64_t) distance; } /// Equality operator bool operator==(const pcg32 &other) const { return state == other.state && inc == other.inc; } /// Inequality operator bool operator!=(const pcg32 &other) const { return state != other.state || inc != other.inc; } uint64_t state; // RNG state. All values are possible. uint64_t inc; // Controls which RNG sequence (stream) is selected. Must *always* be odd. }; #endif // __PCG32_H