26 package java.util.random; |
26 package java.util.random; |
27 |
27 |
28 import java.math.BigInteger; |
28 import java.math.BigInteger; |
29 import java.util.concurrent.atomic.AtomicLong; |
29 import java.util.concurrent.atomic.AtomicLong; |
30 import java.util.random.RandomGenerator.SplittableGenerator; |
30 import java.util.random.RandomGenerator.SplittableGenerator; |
31 import java.util.random.RandomSupport.AbstractSplittableGenerator; |
31 import java.util.random.RandomSupport.AbstractSplittableWithBrineGenerator; |
32 |
32 |
33 /** |
33 /** |
34 * A generator of uniform pseudorandom values applicable for use in |
34 * A generator of uniform pseudorandom values applicable for use in |
35 * (among other contexts) isolated parallel computations that may |
35 * (among other contexts) isolated parallel computations that may |
36 * generate subtasks. Class {@link L64X1024MixRandom} implements |
36 * generate subtasks. Class {@link L64X1024MixRandom} implements |
52 * least approximately, for others as well. |
52 * least approximately, for others as well. |
53 * <p> |
53 * <p> |
54 * {@link L64X1024MixRandom} is a specific member of the LXM family of algorithms |
54 * {@link L64X1024MixRandom} is a specific member of the LXM family of algorithms |
55 * for pseudorandom number generators. Every LXM generator consists of two |
55 * for pseudorandom number generators. Every LXM generator consists of two |
56 * subgenerators; one is an LCG (Linear Congruential Generator) and the other is |
56 * subgenerators; one is an LCG (Linear Congruential Generator) and the other is |
57 * an Xorshift generator. Each output of an LXM generator is the sum of one |
57 * an Xorshift generator. Each output of an LXM generator is the result of |
58 * output from each subgenerator, possibly processed by a final mixing function |
58 * combining state from the LCG with state from the Xorshift generator by |
59 * (and {@link L64X1024MixRandom} does use a mixing function). |
59 * using a Mixing function (and then the state of the LCG and the state of the |
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60 * Xorshift generator are advanced). |
60 * <p> |
61 * <p> |
61 * The LCG subgenerator for {@link L64X1024MixRandom} has an update step of the |
62 * The LCG subgenerator for {@link L64X1024MixRandom} has an update step of the |
62 * form {@code s = m * s + a}, where {@code s}, {@code m}, and {@code a} are all |
63 * form {@code s = m * s + a}, where {@code s}, {@code m}, and {@code a} are all |
63 * of type {@code long}; {@code s} is the mutable state, the multiplier {@code m} |
64 * of type {@code long}; {@code s} is the mutable state, the multiplier {@code m} |
64 * is fixed (the same for all instances of {@link L64X1024MixRandom}) and the addend |
65 * is fixed (the same for all instances of {@link L64X1024MixRandom}) and the addend |
71 * algorithm (parameters 25, 27, and 36), without any final scrambler such as "+" or "**". |
72 * algorithm (parameters 25, 27, and 36), without any final scrambler such as "+" or "**". |
72 * Its state consists of an array {@code x} of sixteen {@code long} values, |
73 * Its state consists of an array {@code x} of sixteen {@code long} values, |
73 * which can take on any values provided that they are not all zero. |
74 * which can take on any values provided that they are not all zero. |
74 * The period of this subgenerator is 2<sup>1024</sup>-1. |
75 * The period of this subgenerator is 2<sup>1024</sup>-1. |
75 * <p> |
76 * <p> |
76 * The mixing function for {@link L64X256MixRandom} is the 64-bit MurmurHash3 finalizer. |
77 * The mixing function for {@link L64X1024MixRandom} is {@link RandomSupport.mixLea64} |
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78 * applied to the argument {@code (s + s0)}, where {@code s0} is the most recently computed |
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79 * element of {@code x}. |
77 * <p> |
80 * <p> |
78 * Because the periods 2<sup>64</sup> and 2<sup>1024</sup>-1 of the two subgenerators |
81 * Because the periods 2<sup>64</sup> and 2<sup>1024</sup>-1 of the two subgenerators |
79 * are relatively prime, the <em>period</em> of any single {@link L64X1024MixRandom} object |
82 * are relatively prime, the <em>period</em> of any single {@link L64X1024MixRandom} object |
80 * (the length of the series of generated 64-bit values before it repeats) is the product |
83 * (the length of the series of generated 64-bit values before it repeats) is the product |
81 * of the periods of the subgenerators, that is, 2<sup>64</sup>(2<sup>1024</sup>-1), |
84 * of the periods of the subgenerators, that is, 2<sup>64</sup>(2<sup>1024</sup>-1), |
96 * There are 2<sup>64</sup>(2<sup>1024</sup>-1) such subsequences, and each subsequence, |
99 * There are 2<sup>64</sup>(2<sup>1024</sup>-1) such subsequences, and each subsequence, |
97 * which consists of 16 64-bit values, can have one of 2<sup>1024</sup> values. Of those |
100 * which consists of 16 64-bit values, can have one of 2<sup>1024</sup> values. Of those |
98 * 2<sup>1024</sup> subsequence values, nearly all of them (2<sup>1024</sup>-2<sup>64</sup>) |
101 * 2<sup>1024</sup> subsequence values, nearly all of them (2<sup>1024</sup>-2<sup>64</sup>) |
99 * occur 2<sup>64</sup> times over the course of the entire cycle, and the other |
102 * occur 2<sup>64</sup> times over the course of the entire cycle, and the other |
100 * 2<sup>64</sup> subsequence values occur only 2<sup>64</sup>-1 times. So the ratio |
103 * 2<sup>64</sup> subsequence values occur only 2<sup>64</sup>-1 times. So the ratio |
101 * of the probability of getting one of the less common subsequence values and the |
104 * of the probability of getting any specific one of the less common subsequence values and the |
102 * probability of getting one of the more common subsequence values is 1-2<sup>-64</sup>. |
105 * probability of getting any specific one of the more common subsequence values is 1-2<sup>-64</sup>. |
103 * (Note that the set of 2<sup>64</sup> less-common subsequence values will differ from |
106 * (Note that the set of 2<sup>64</sup> less-common subsequence values will differ from |
104 * one instance of {@link L64X1024MixRandom} to another, as a function of the additive |
107 * one instance of {@link L64X1024MixRandom} to another, as a function of the additive |
105 * parameter of the LCG.) The values produced by the {@code nextInt()}, {@code nextFloat()}, |
108 * parameter of the LCG.) The values produced by the {@code nextInt()}, {@code nextFloat()}, |
106 * and {@code nextDouble()} methods are likewise 16-equidistributed. |
109 * and {@code nextDouble()} methods are likewise 16-equidistributed. |
107 * <p> |
110 * <p> |
183 */ |
186 */ |
184 private static final BigInteger PERIOD = |
187 private static final BigInteger PERIOD = |
185 BigInteger.ONE.shiftLeft(N*64).subtract(BigInteger.ONE).shiftLeft(64); |
188 BigInteger.ONE.shiftLeft(N*64).subtract(BigInteger.ONE).shiftLeft(64); |
186 |
189 |
187 /* |
190 /* |
188 * Multiplier used in the LCG portion of the algorithm, taken from |
191 * Multiplier used in the LCG portion of the algorithm. |
189 * Pierre L'Ecuyer, Tables of linear congruential generators of |
192 * Chosen based on research by Sebastiano Vigna and Guy Steele (2019). |
190 * different sizes and good lattice structure, <em>Mathematics of |
193 * The spectral scores for dimensions 2 through 8 for the multiplier 0xd1342543de82ef95 |
191 * Computation</em> 68, 225 (January 1999), pages 249-260, |
194 * are [0.958602, 0.937479, 0.870757, 0.822326, 0.820405, 0.813065, 0.760215]. |
192 * Table 4 (first multiplier for size 2<sup>64</sup>). |
195 */ |
193 */ |
196 |
194 |
197 private static final long M = 0xd1342543de82ef95L; |
195 private static final long M = 2862933555777941757L; |
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196 |
198 |
197 /* ---------------- instance fields ---------------- */ |
199 /* ---------------- instance fields ---------------- */ |
198 |
200 |
199 /** |
201 /** |
200 * The parameter that is used as an additive constant for the LCG. |
202 * The parameter that is used as an additive constant for the LCG. |
262 this.x[13] = x13; |
264 this.x[13] = x13; |
263 this.x[14] = x14; |
265 this.x[14] = x14; |
264 this.x[15] = x15; |
266 this.x[15] = x15; |
265 // If x0, x1, ..., x15 are all zero (very unlikely), we must choose nonzero values. |
267 // If x0, x1, ..., x15 are all zero (very unlikely), we must choose nonzero values. |
266 if ((x0 | x1 | x2 | x3 | x4 | x5 | x6 | x7 | x8 | x9 | x10 | x11 | x12 | x13 | x14 | x15) == 0) { |
268 if ((x0 | x1 | x2 | x3 | x4 | x5 | x6 | x7 | x8 | x9 | x10 | x11 | x12 | x13 | x14 | x15) == 0) { |
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269 long v = s; |
267 // At least fifteen of the sixteen values generated here will be nonzero. |
270 // At least fifteen of the sixteen values generated here will be nonzero. |
268 for (int j = 0; j < N; j++) { |
271 for (int j = 0; j < N; j++) { |
269 this.x[j] = RandomSupport.mixStafford13(s += RandomSupport.GOLDEN_RATIO_64); |
272 this.x[j] = RandomSupport.mixStafford13(v += RandomSupport.GOLDEN_RATIO_64); |
270 } |
273 } |
271 } |
274 } |
272 } |
275 } |
273 |
276 |
274 /** |
277 /** |
286 // |
289 // |
287 // The seed is hashed by mixMurmur64 to produce the `a` parameter. |
290 // The seed is hashed by mixMurmur64 to produce the `a` parameter. |
288 // The seed is hashed by mixStafford13 to produce the initial `x[0]`, |
291 // The seed is hashed by mixStafford13 to produce the initial `x[0]`, |
289 // which will then be used to produce the first generated value. |
292 // which will then be used to produce the first generated value. |
290 // The other x values are filled in as if by a SplitMix PRNG with |
293 // The other x values are filled in as if by a SplitMix PRNG with |
291 // GOLDEN_RATIO_64 as the gamma value and Stafford13 as the mixer. |
294 // GOLDEN_RATIO_64 as the gamma value and mixStafford13 as the mixer. |
292 this(RandomSupport.mixMurmur64(seed ^= RandomSupport.SILVER_RATIO_64), |
295 this(RandomSupport.mixMurmur64(seed ^= RandomSupport.SILVER_RATIO_64), |
293 1, |
296 1, |
294 RandomSupport.mixStafford13(seed), |
297 RandomSupport.mixStafford13(seed), |
295 RandomSupport.mixStafford13(seed += RandomSupport.GOLDEN_RATIO_64), |
298 RandomSupport.mixStafford13(seed += RandomSupport.GOLDEN_RATIO_64), |
296 RandomSupport.mixStafford13(seed += RandomSupport.GOLDEN_RATIO_64), |
299 RandomSupport.mixStafford13(seed += RandomSupport.GOLDEN_RATIO_64), |
339 this.x[j] = data[2+j]; |
342 this.x[j] = data[2+j]; |
340 } |
343 } |
341 } |
344 } |
342 |
345 |
343 /* ---------------- public methods ---------------- */ |
346 /* ---------------- public methods ---------------- */ |
344 |
347 /** |
345 /** |
348 * Given 63 bits of "brine", constructs and returns a new instance of |
346 * Constructs and returns a new instance of {@link L64X1024MixRandom} |
349 * {@code L64X1024MixRandom} that shares no mutable state with this instance. |
347 * that shares no mutable state with this instance. |
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348 * However, with very high probability, the set of values collectively |
350 * However, with very high probability, the set of values collectively |
349 * generated by the two objects has the same statistical properties as if |
351 * generated by the two objects has the same statistical properties as if |
350 * same the quantity of values were generated by a single thread using |
352 * same the quantity of values were generated by a single thread using |
351 * a single {@link L64X1024MixRandom} object. Either or both of the two |
353 * a single {@code L64X1024MixRandom} object. Either or both of the two |
352 * objects may be further split using the {@code split} method, |
354 * objects may be further split using the {@code split} method, |
353 * and the same expected statistical properties apply to the |
355 * and the same expected statistical properties apply to the |
354 * entire set of generators constructed by such recursive splitting. |
356 * entire set of generators constructed by such recursive splitting. |
355 * |
357 * |
356 * @param source a {@link SplittableGenerator} instance to be used instead |
358 * @param source a {@code SplittableGenerator} instance to be used instead |
357 * of this one as a source of pseudorandom bits used to |
359 * of this one as a source of pseudorandom bits used to |
358 * initialize the state of the new ones. |
360 * initialize the state of the new ones. |
359 * @return a new instance of {@link L64X1024MixRandom} |
361 * @param brine a long value, of which the low 63 bits are used to choose |
360 */ |
362 * the {@code a} parameter for the new instance. |
361 public L64X1024MixRandom split(SplittableGenerator source) { |
363 * @return a new instance of {@code L64X1024MixRandom} |
362 // Literally pick a new instance "at random". |
364 */ |
363 return new L64X1024MixRandom(source.nextLong(), source.nextLong(), |
365 public SplittableGenerator split(SplittableGenerator source, long brine) { |
364 source.nextLong(), source.nextLong(), |
366 // Pick a new instance "at random", but use the brine for `a`. |
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367 return new L64X1024MixRandom(brine << 1, source.nextLong(), |
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368 source.nextLong(), source.nextLong(), |
365 source.nextLong(), source.nextLong(), |
369 source.nextLong(), source.nextLong(), |
366 source.nextLong(), source.nextLong(), |
370 source.nextLong(), source.nextLong(), |
367 source.nextLong(), source.nextLong(), |
371 source.nextLong(), source.nextLong(), |
368 source.nextLong(), source.nextLong(), |
372 source.nextLong(), source.nextLong(), |
369 source.nextLong(), source.nextLong(), |
373 source.nextLong(), source.nextLong(), |
380 // First part of xoroshiro1024: fetch array data |
384 // First part of xoroshiro1024: fetch array data |
381 final int q = p; |
385 final int q = p; |
382 final long s0 = x[p = (p + 1) & (N - 1)]; |
386 final long s0 = x[p = (p + 1) & (N - 1)]; |
383 long s15 = x[q]; |
387 long s15 = x[q]; |
384 |
388 |
385 final long z = s + s0; |
389 // Compute the result based on current state information |
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390 // (this allows the computation to be overlapped with state update). |
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391 |
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392 final long result = RandomSupport.mixLea64(s + s0); |
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393 |
|
394 // Update the LCG subgenerator |
386 s = M * s + a; // LCG |
395 s = M * s + a; // LCG |
387 |
396 |
388 // Second part of xoroshiro1024: update array data |
397 // Second part of xoroshiro1024: update array data |
389 s15 ^= s0; |
398 s15 ^= s0; |
390 x[q] = Long.rotateLeft(s0, 25) ^ s15 ^ (s15 << 27); |
399 x[q] = Long.rotateLeft(s0, 25) ^ s15 ^ (s15 << 27); |
391 x[p] = Long.rotateLeft(s15, 36); |
400 x[p] = Long.rotateLeft(s15, 36); |
392 |
401 |
393 return RandomSupport.mixLea64(z); // mixing function |
402 return result; |
394 } |
403 } |
395 |
404 |
|
405 /** |
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406 * Returns the period of this random generator. |
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407 * |
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408 * @return a {@link BigInteger} whose value is the number of distinct possible states of this |
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409 * {@link RandomGenerator} object (2<sup>64</sup>(2<sup>1024</sup>-1)). |
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410 */ |
396 public BigInteger period() { |
411 public BigInteger period() { |
397 return PERIOD; |
412 return PERIOD; |
398 } |
413 } |
399 } |
414 } |