newrandom/L64X128MixRandom.java
author briangoetz
Thu, 23 May 2019 16:45:56 -0400
branchbriangoetz-test-branch
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/*
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 * Copyright (c) 2016, 2019, Oracle and/or its affiliates. All rights reserved.
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 * ORACLE PROPRIETARY/CONFIDENTIAL. Use is subject to license terms.
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 *
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 *
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 *
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 *
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 *
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 *
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 *
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 *
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 *
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 *
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 *
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 *
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 *
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 *
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 *
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 *
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 *
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 *
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 *
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 *
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 */
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// package java.util;
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import java.math.BigInteger;
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import java.util.concurrent.atomic.AtomicLong;
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/**
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 * A generator of uniform pseudorandom values applicable for use in
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 * (among other contexts) isolated parallel computations that may
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 * generate subtasks.  Class {@code L64X128MixRandom} implements
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 * interfaces {@link java.util.Rng} and {@link java.util.SplittableRng},
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 * and therefore supports methods for producing pseudorandomly chosen
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 * numbers of type {@code int}, {@code long}, {@code float}, and {@code double}
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 * as well as creating new split-off {@code L64X128MixRandom} objects,
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 * with similar usages as for class {@link java.util.SplittableRandom}.
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 *
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 * <p>Series of generated values pass the TestU01 BigCrush and PractRand test suites
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 * that measure independence and uniformity properties of random number generators.
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 * (Most recently validated with
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 * <a href="http://simul.iro.umontreal.ca/testu01/tu01.html">version 1.2.3 of TestU01</a>
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 * and <a href="http://pracrand.sourceforge.net">version 0.90 of PractRand</a>.
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 * Note that TestU01 BigCrush was used to test not only values produced by the {@code nextLong()}
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 * method but also the result of bit-reversing each value produced by {@code nextLong()}.)
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 * These tests validate only the methods for certain
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 * types and ranges, but similar properties are expected to hold, at
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 * least approximately, for others as well.
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 *
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 * <p>{@code L64X128MixRandom} is a specific member of the LXM family of algorithms
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 * for pseudorandom number generators.  Every LXM generator consists of two
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 * subgenerators; one is an LCG (Linear Congruential Generator) and the other is
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 * an Xorshift generator.  Each output of an LXM generator is the sum of one
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 * output from each subgenerator, possibly processed by a final mixing function
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 * (and {@code L64X128MixRandom} does use a mixing function).
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 *
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 * <p>The LCG subgenerator for {@code L64X128MixRandom} has an update step of the
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 * form {@code s = m * s + a}, where {@code s}, {@code m}, and {@code a} are all
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 * of type {@code long}; {@code s} is the mutable state, the multiplier {@code m}
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 * is fixed (the same for all instances of {@code L64X128MixRandom}}) and the addend
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 * {@code a} is a parameter (a final field of the instance).  The parameter
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 * {@code a} is required to be odd (this allows the LCG to have the maximal
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 * period, namely 2<sup>64</sup>); therefore there are 2<sup>63</sup> distinct choices
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 * of parameter.
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 *
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 * <p>The Xorshift subgenerator for {@code L64X128MixRandom} is the {@code xoroshiro128} algorithm,
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 * version 1.0 (parameters 24, 16, 37), without any final scrambler such as "+" or "**".
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 * Its state consists of two {@code long} fields {@code x0} and {@code x1},
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 * which can take on any values provided that they are not both zero.
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 * The period of this subgenerator is 2<sup>128</sup>-1.
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 * 
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 * <p> The mixing function for {@code L64X128MixRandom} is the 64-bit "starstar(5,7,9)" function.
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 *
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 * <p> Because the periods 2<sup>64</sup> and 2<sup>128</sup>-1 of the two subgenerators
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 * are relatively prime, the <em>period</em> of any single {@code L64X128MixRandom} object 
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 * (the length of the series of generated 64-bit values before it repeats) is the product
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 * of the periods of the subgenerators, that is, 2<sup>64</sup>(2<sup>128</sup>-1),
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 * which is just slightly smaller than 2<sup>192</sup>.  Moreover, if two distinct
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 * {@code L64X128MixRandom} objects have different {@code a} parameters, then their
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 * cycles of produced values will be different.
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 *
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 * <p>The 64-bit values produced by the {@code nextLong()} method are exactly equidistributed.
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 * For any specific instance of {@code L64X128MixRandom}, over the course of its cycle each
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 * of the 2<sup>64</sup> possible {@code long} values will be produced 2<sup>128</sup>-1 times.
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 * The values produced by the {@code nextInt()}, {@code nextFloat()}, and {@code nextDouble()}
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 * methods are likewise exactly equidistributed.
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 *
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 * <p>In fact, the 64-bit values produced by the {@code nextLong()} method are 2-equidistributed.
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 * To be precise: for any specific instance of {@code L64X128MixRandom}, consider
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 * the (overlapping) length-2 subsequences of the cycle of 64-bit values produced by
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 * {@code nextLong()} (assuming no other methods are called that would affect the state).
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 * There are 2<sup>64</sup>(2<sup>128</sup>-1) such subsequences, and each subsequence,
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 * which consists of 2 64-bit values, can have one of 2<sup>128</sup> values. Of those
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 * 2<sup>128</sup> subsequence values, nearly all of them (2<sup>128</sup>-2<sup>64</sup>)
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 * occur 2<sup>64</sup> times over the course of the entire cycle, and the other
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 * 2<sup>64</sup> subsequence values occur only 2<sup>64</sup>-1 times.  So the ratio
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 * of the probability of getting one of the less common subsequence values and the
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 * probability of getting one of the more common subsequence values is 1-2<sup>-64</sup>.
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 * (Note that the set of 2<sup>64</sup> less-common subsequence values will differ from
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 * one instance of {@code L64X128MixRandom} to another, as a function of the additive
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 * parameter of the LCG.)  The values produced by the {@code nextInt()}, {@code nextFloat()},
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 * and {@code nextDouble()} methods are likewise 2-equidistributed.
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 *
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 * <p>Method {@link #split} constructs and returns a new {@code L64X128MixRandom}
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 * instance that shares no mutable state with the current instance. However, with
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 * very high probability, the values collectively generated by the two objects
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 * have the same statistical properties as if the same quantity of values were
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 * generated by a single thread using a single {@code L64X128MixRandom} object.
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 * This is because, with high probability, distinct {@code L64X128MixRandom} objects
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 * have distinct {@code a} parameters and therefore use distinct members of the
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 * algorithmic family; and even if their {@code a} parameters are the same, with
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 * very high probability they will traverse different parts of their common state
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 * cycle.
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 *
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 * <p>As with {@link java.util.SplittableRandom}, instances of
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 * {@code L64X128MixRandom} are <em>not</em> thread-safe.
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 * They are designed to be split, not shared, across threads. For
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 * example, a {@link java.util.concurrent.ForkJoinTask} fork/join-style
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 * computation using random numbers might include a construction
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 * of the form {@code new Subtask(someL64X128MixRandom.split()).fork()}.
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 *
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 * <p>This class provides additional methods for generating random
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 * streams, that employ the above techniques when used in
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 * {@code stream.parallel()} mode.
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 *
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 * <p>Instances of {@code L64X128MixRandom} are not cryptographically
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 * secure.  Consider instead using {@link java.security.SecureRandom}
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 * in security-sensitive applications. Additionally,
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 * default-constructed instances do not use a cryptographically random
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 * seed unless the {@linkplain System#getProperty system property}
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 * {@code java.util.secureRandomSeed} is set to {@code true}.
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 *
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 * @author  Guy Steele
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 * @since   1.9
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 */
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public final class L64X128MixRandom extends AbstractSplittableRng {
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    /*
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     * Implementation Overview.
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     *
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     * The split operation uses the current generator to choose four new 64-bit
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     * long values that are then used to initialize the parameter `a` and the
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     * state variables `s`, `x0`, and `x1` for a newly constructed generator.
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     *
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     * With extremely high probability, no two generators so chosen
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     * will have the same `a` parameter, and testing has indicated
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     * that the values generated by two instances of {@code L64X128MixRandom}
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     * will be (approximately) independent if have different values for `a`.
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     *
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     * The default (no-argument) constructor, in essence, uses
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     * "defaultGen" to generate four new 64-bit values for the same
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     * purpose.  Multiple generators created in this way will certainly
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     * differ in their `a` parameters.  The defaultGen state must be accessed
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     * in a thread-safe manner, so we use an AtomicLong to represent
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     * this state.  To bootstrap the defaultGen, we start off using a
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     * seed based on current time unless the
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     * java.util.secureRandomSeed property is set. This serves as a
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     * slimmed-down (and insecure) variant of SecureRandom that also
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     * avoids stalls that may occur when using /dev/random.
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     *
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     * File organization: First static fields, then instance
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     * fields, then constructors, then instance methods.
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     */
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    /* ---------------- static fields ---------------- */
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    /**
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     * The seed generator for default constructors.
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     */
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    private static final AtomicLong defaultGen = new AtomicLong(RngSupport.initialSeed());
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    /*
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     * The period of this generator, which is (2**128 - 1) * 2**64.
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     */
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    private static final BigInteger thePeriod =
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	BigInteger.ONE.shiftLeft(128).subtract(BigInteger.ONE).shiftLeft(64);
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    /*
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     * Multiplier used in the LCG portion of the algorithm, taken from
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     * Pierre L'Ecuyer, Tables of linear congruential generators of
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     * different sizes and good lattice structure, <em>Mathematics of
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     * Computation</em> 68, 225 (January 1999), pages 249–260,
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     * Table 4 (first multiplier for size 2<sup>64</sup>).
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     */
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    private static final long m = 2862933555777941757L;
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    /* ---------------- instance fields ---------------- */
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    /**
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     * The parameter that is used as an additive constant for the LCG.
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     * Must be odd.
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     */
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    private final long a;
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    /**
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     * The per-instance state: s for the LCG; x0 and x1 for the xorshift.
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     * At least one of x0 and x1 must be nonzero.
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     */
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    private long s, x0, x1;
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    /* ---------------- constructors ---------------- */
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    /**
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     * Basic constructor that initializes all fields from parameters.
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     * It then adjusts the field values if necessary to ensure that
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     * all constraints on the values of fields are met.
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     */
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    public L64X128MixRandom(long a, long s, long x0, long x1) {
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	// Force a to be odd.
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        this.a = a | 1;
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        this.s = s;
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	this.x0 = x0;
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        this.x1 = x1;
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	// If x0 and x1 are both zero, we must choose nonzero values.
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        if ((x0 | x1) == 0) {
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	    // At least one of the two values generated here will be nonzero.
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	    this.x0 = RngSupport.mixStafford13(s += RngSupport.GOLDEN_RATIO_64);
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	    this.x1 = RngSupport.mixStafford13(s + RngSupport.GOLDEN_RATIO_64);
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	}
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    }
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    /**
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     * Creates a new instance of {@code L64X128MixRandom} using the
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     * specified {@code long} value as the initial seed. Instances of
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     * {@code L64X128MixRandom} created with the same seed in the same
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     * program generate identical sequences of values.
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     *
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     * @param seed the initial seed
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     */
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    public L64X128MixRandom(long seed) {
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	// Using a value with irregularly spaced 1-bits to xor the seed
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	// argument tends to improve "pedestrian" seeds such as 0 or
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	// other small integers.  We may as well use SILVER_RATIO_64.
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	//
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	// The seed is hashed by mixMurmur64 to produce the `a` parameter.
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	// The seed is hashed by mixStafford13 to produce the initial `x0`,
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	// which will then be used to produce the first generated value.
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	// Then x1 is filled in as if by a SplitMix PRNG with
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	// GOLDEN_RATIO_64 as the gamma value and Stafford13 as the mixer.
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        this(RngSupport.mixMurmur64(seed ^= RngSupport.SILVER_RATIO_64),
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	     1,
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	     RngSupport.mixStafford13(seed),
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	     RngSupport.mixStafford13(seed + RngSupport.GOLDEN_RATIO_64));
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    }
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    /**
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     * Creates a new instance of {@code L64X128MixRandom} that is likely to
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     * generate sequences of values that are statistically independent
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     * of those of any other instances in the current program execution,
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     * but may, and typically does, vary across program invocations.
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     */
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    public L64X128MixRandom() {
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	// Using GOLDEN_RATIO_64 here gives us a good Weyl sequence of values.
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	this(defaultGen.getAndAdd(RngSupport.GOLDEN_RATIO_64));
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    }
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    /**
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     * Creates a new instance of {@code L64X128MixRandom} using the specified array of
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     * initial seed bytes. Instances of {@code L64X128MixRandom} created with the same
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     * seed array in the same program execution generate identical sequences of values.
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     *
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     * @param seed the initial seed
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     */
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    public L64X128MixRandom(byte[] seed) {
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	// Convert the seed to 4 long values, of which the last 2 are not all zero.
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	long[] data = RngSupport.convertSeedBytesToLongs(seed, 4, 2);
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	long a = data[0], s = data[1], x0 = data[2], x1 = data[3];
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	// Force a to be odd.
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        this.a = a | 1;
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        this.s = s;
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        this.x0 = x0;
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        this.x1 = x1;
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    }
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    /* ---------------- public methods ---------------- */
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    /**
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     * Constructs and returns a new instance of {@code L64X128MixRandom}
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     * that shares no mutable state with this instance.
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     * However, with very high probability, the set of values collectively
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     * generated by the two objects has the same statistical properties as if
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     * same the quantity of values were generated by a single thread using
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     * a single {@code L64X128MixRandom} object.  Either or both of the two
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     * objects may be further split using the {@code split} method,
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     * and the same expected statistical properties apply to the
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     * entire set of generators constructed by such recursive splitting.
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     *
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     * @param source a {@code SplittableRng} instance to be used instead
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     *               of this one as a source of pseudorandom bits used to
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     *               initialize the state of the new ones.
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     * @return a new instance of {@code L64X128MixRandom}
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     */
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    public L64X128MixRandom split(SplittableRng source) {
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	// Literally pick a new instance "at random".
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        return new L64X128MixRandom(source.nextLong(), source.nextLong(),
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				    source.nextLong(), source.nextLong());
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    }
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    /**
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     * Returns a pseudorandom {@code long} value.
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     *
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     * @return a pseudorandom {@code long} value
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     */
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    public long nextLong() {
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	final long z = s + x0;
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	s = m * s + a;  // LCG
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	long q0 = x0, q1 = x1;
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	{ q1 ^= q0; q0 = Long.rotateLeft(q0, 24); q0 = q0 ^ q1 ^ (q1 << 16); q1 = Long.rotateLeft(q1, 37); }  // xoroshiro128v1_0
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	x0 = q0; x1 = q1;
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	return Long.rotateLeft(z * 5, 7) * 9;  // "starstar" mixing function
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    }
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    public BigInteger period() { return thePeriod; }
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}