newrandom/L128X256MixRandom.java
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     1 /*
       
     2  * Copyright (c) 2016, 2019, Oracle and/or its affiliates. All rights reserved.
       
     3  * ORACLE PROPRIETARY/CONFIDENTIAL. Use is subject to license terms.
       
     4  *
       
     5  *
       
     6  *
       
     7  *
       
     8  *
       
     9  *
       
    10  *
       
    11  *
       
    12  *
       
    13  *
       
    14  *
       
    15  *
       
    16  *
       
    17  *
       
    18  *
       
    19  *
       
    20  *
       
    21  *
       
    22  *
       
    23  *
       
    24  */
       
    25 
       
    26 // package java.util;
       
    27 
       
    28 import java.math.BigInteger;
       
    29 import java.util.concurrent.atomic.AtomicLong;
       
    30 
       
    31 /**
       
    32  * A generator of uniform pseudorandom values applicable for use in
       
    33  * (among other contexts) isolated parallel computations that may
       
    34  * generate subtasks.  Class {@code L128X256MixRandom} implements
       
    35  * interfaces {@link java.util.Rng} and {@link java.util.SplittableRng},
       
    36  * and therefore supports methods for producing pseudorandomly chosen
       
    37  * numbers of type {@code int}, {@code long}, {@code float}, and {@code double}
       
    38  * as well as creating new split-off {@code L128X256MixRandom} objects,
       
    39  * with similar usages as for class {@link java.util.SplittableRandom}.
       
    40  *
       
    41  * <p>Series of generated values pass the TestU01 BigCrush and PractRand test suites
       
    42  * that measure independence and uniformity properties of random number generators.
       
    43  * (Most recently validated with
       
    44  * <a href="http://simul.iro.umontreal.ca/testu01/tu01.html">version 1.2.3 of TestU01</a>
       
    45  * and <a href="http://pracrand.sourceforge.net">version 0.90 of PractRand</a>.
       
    46  * Note that TestU01 BigCrush was used to test not only values produced by the {@code nextLong()}
       
    47  * method but also the result of bit-reversing each value produced by {@code nextLong()}.)
       
    48  * These tests validate only the methods for certain
       
    49  * types and ranges, but similar properties are expected to hold, at
       
    50  * least approximately, for others as well.
       
    51  *
       
    52  * <p>{@code L128X256MixRandom} is a specific member of the LXM family of algorithms
       
    53  * for pseudorandom number generators.  Every LXM generator consists of two
       
    54  * subgenerators; one is an LCG (Linear Congruential Generator) and the other is
       
    55  * an Xorshift generator.  Each output of an LXM generator is the sum of one
       
    56  * output from each subgenerator, possibly processed by a final mixing function
       
    57  * (and {@code L128X256MixRandom} does use a mixing function).
       
    58  *
       
    59  * <p>The LCG subgenerator for {@code L128X256MixRandom} has an update step of the
       
    60  * form {@code s = m * s + a}, where {@code s}, {@code m}, and {@code a} are all
       
    61  * 128-bit integers; {@code s} is the mutable state, the multiplier {@code m}
       
    62  * is fixed (the same for all instances of {@code L128X256MixRandom}}) and the addend
       
    63  * {@code a} is a parameter (a final field of the instance).  The parameter
       
    64  * {@code a} is required to be odd (this allows the LCG to have the maximal
       
    65  * period, namely 2<sup>128</sup>); therefore there are 2<sup>127</sup> distinct choices
       
    66  * of parameter.
       
    67  *
       
    68  * <p>The Xorshift subgenerator for {@code L128X256MixRandom} is the {@code xoshiro256} algorithm,
       
    69  * version 1.0 (parameters 17, 45), without any final scrambler such as "+" or "**".
       
    70  * Its state consists of four {@code long} fields {@code x0}, {@code x1}, {@code x2},
       
    71  * and {@code x3}, which can take on any values provided that they are not all zero.
       
    72  * The period of this subgenerator is 2<sup>256</sup>-1.
       
    73  * 
       
    74  * <p> The mixing function for {@code L128X256MixRandom} is the 64-bit MurmurHash3 finalizer.
       
    75  *
       
    76  * <p> Because the periods 2<sup>128</sup> and 2<sup>256</sup>-1 of the two subgenerators
       
    77  * are relatively prime, the <em>period</em> of any single {@code L128X256MixRandom} object 
       
    78  * (the length of the series of generated 64-bit values before it repeats) is the product
       
    79  * of the periods of the subgenerators, that is, 2<sup>128</sup>(2<sup>256</sup>-1),
       
    80  * which is just slightly smaller than 2<sup>384</sup>.  Moreover, if two distinct
       
    81  * {@code L128X256MixRandom} objects have different {@code a} parameters, then their
       
    82  * cycles of produced values will be different.
       
    83  *
       
    84  * <p>The 64-bit values produced by the {@code nextLong()} method are exactly equidistributed.
       
    85  * For any specific instance of {@code L128X256MixRandom}, over the course of its cycle each
       
    86  * of the 2<sup>64</sup> possible {@code long} values will be produced 2<sup>256</sup>-1 times.
       
    87  * The values produced by the {@code nextInt()}, {@code nextFloat()}, and {@code nextDouble()}
       
    88  * methods are likewise exactly equidistributed.
       
    89  *
       
    90  * <p>In fact, the 64-bit values produced by the {@code nextLong()} method are exactly
       
    91  * 2-equidistributed.  For any specific instance of {@code L128X256MixRandom}, consider
       
    92  * the (overlapping) length-2 subsequences of the cycle of 64-bit values produced by
       
    93  * {@code nextLong()} (assuming no other methods are called that would affect the state).
       
    94  * There are 2<sup>128</sup>(2<sup>256</sup>-1) such subsequences, and each subsequence,
       
    95  * which consists of 2 64-bit values, can have one of 2<sup>128</sup> values, and each
       
    96  * such value occurs  2<sup>256</sup>-1 times.  The values produced by the {@code nextInt()},
       
    97  * {@code nextFloat()}, and {@code nextDouble()} methods are likewise exactly 2-equidistributed.
       
    98  *
       
    99  * <p>Moreover, the 64-bit values produced by the {@code nextLong()} method are 4-equidistributed.
       
   100  * To be precise: for any specific instance of {@code L128X256MixRandom}, consider
       
   101  * the (overlapping) length-4 subsequences of the cycle of 64-bit values produced by
       
   102  * {@code nextLong()} (assuming no other methods are called that would affect the state).
       
   103  * There are <sup>128</sup>(2<sup>256</sup>-1) such subsequences, and each subsequence,
       
   104  * which consists of 4 64-bit values, can have one of 2<sup>256</sup> values. Of those
       
   105  * 2<sup>256</sup> subsequence values, nearly all of them (2<sup>256</sup>-2<sup>128</sup>)
       
   106  * occur 2<sup>128</sup> times over the course of the entire cycle, and the other
       
   107  * 2<sup>128</sup> subsequence values occur only 2<sup>128</sup>-1 times.  So the ratio
       
   108  * of the probability of getting one of the less common subsequence values and the
       
   109  * probability of getting one of the more common subsequence values is 1-2<sup>-128</sup>.
       
   110  * (Note that the set of 2<sup>128</sup> less-common subsequence values will differ from
       
   111  * one instance of {@code L128X256MixRandom} to another, as a function of the additive
       
   112  * parameter of the LCG.)  The values produced by the {@code nextInt()}, {@code nextFloat()},
       
   113  * and {@code nextDouble()} methods are likewise 4-equidistributed.
       
   114  *
       
   115  * <p>Method {@link #split} constructs and returns a new {@code L128X256MixRandom}
       
   116  * instance that shares no mutable state with the current instance. However, with
       
   117  * very high probability, the values collectively generated by the two objects
       
   118  * have the same statistical properties as if the same quantity of values were
       
   119  * generated by a single thread using a single {@code L128X256MixRandom} object.
       
   120  * This is because, with high probability, distinct {@code L128X256MixRandom} objects
       
   121  * have distinct {@code a} parameters and therefore use distinct members of the
       
   122  * algorithmic family; and even if their {@code a} parameters are the same, with
       
   123  * very high probability they will traverse different parts of their common state
       
   124  * cycle.
       
   125  *
       
   126  * <p>As with {@link java.util.SplittableRandom}, instances of
       
   127  * {@code L128X256MixRandom} are <em>not</em> thread-safe.
       
   128  * They are designed to be split, not shared, across threads. For
       
   129  * example, a {@link java.util.concurrent.ForkJoinTask} fork/join-style
       
   130  * computation using random numbers might include a construction
       
   131  * of the form {@code new Subtask(someL128X256MixRandom.split()).fork()}.
       
   132  *
       
   133  * <p>This class provides additional methods for generating random
       
   134  * streams, that employ the above techniques when used in
       
   135  * {@code stream.parallel()} mode.
       
   136  *
       
   137  * <p>Instances of {@code L128X256MixRandom} are not cryptographically
       
   138  * secure.  Consider instead using {@link java.security.SecureRandom}
       
   139  * in security-sensitive applications. Additionally,
       
   140  * default-constructed instances do not use a cryptographically random
       
   141  * seed unless the {@linkplain System#getProperty system property}
       
   142  * {@code java.util.secureRandomSeed} is set to {@code true}.
       
   143  *
       
   144  * @author  Guy Steele
       
   145  * @since   1.9
       
   146  */
       
   147 public final class L128X256MixRandom extends AbstractSplittableRng {
       
   148 
       
   149     /*
       
   150      * Implementation Overview.
       
   151      *
       
   152      * The 128-bit parameter `a` is represented as two long fields `ah` and `al`.
       
   153      * The 128-bit state variable `s` is represented as two long fields `sh` and `sl`.
       
   154      *
       
   155      * The split operation uses the current generator to choose eight
       
   156      * new 64-bit long values that are then used to initialize the
       
   157      * parameters `ah` and `al` and the state variables `sh`, `sl`,
       
   158      * `x0`, `x1`, `x2`, and `x3` for a newly constructed generator.
       
   159      *
       
   160      * With extremely high probability, no two generators so chosen
       
   161      * will have the same `a` parameter, and testing has indicated
       
   162      * that the values generated by two instances of {@code L128X256MixRandom}
       
   163      * will be (approximately) independent if have different values for `a`.
       
   164      *
       
   165      * The default (no-argument) constructor, in essence, uses
       
   166      * "defaultGen" to generate eight new 64-bit values for the same
       
   167      * purpose.  Multiple generators created in this way will certainly
       
   168      * differ in their `a` parameters.  The defaultGen state must be accessed
       
   169      * in a thread-safe manner, so we use an AtomicLong to represent
       
   170      * this state.  To bootstrap the defaultGen, we start off using a
       
   171      * seed based on current time unless the
       
   172      * java.util.secureRandomSeed property is set. This serves as a
       
   173      * slimmed-down (and insecure) variant of SecureRandom that also
       
   174      * avoids stalls that may occur when using /dev/random.
       
   175      *
       
   176      * File organization: First static fields, then instance
       
   177      * fields, then constructors, then instance methods.
       
   178      */
       
   179 
       
   180     /* ---------------- static fields ---------------- */
       
   181 
       
   182     /**
       
   183      * The seed generator for default constructors.
       
   184      */
       
   185     private static final AtomicLong defaultGen = new AtomicLong(RngSupport.initialSeed());
       
   186 
       
   187     /*
       
   188      * The period of this generator, which is (2**256 - 1) * 2**128.
       
   189      */
       
   190     private static final BigInteger thePeriod =
       
   191 	BigInteger.ONE.shiftLeft(256).subtract(BigInteger.ONE).shiftLeft(128);
       
   192 
       
   193     /*
       
   194      * The multiplier used in the LCG portion of the algorithm is 2**64 + m;
       
   195      * where m is taken from
       
   196      * Pierre L'Ecuyer, Tables of linear congruential generators of
       
   197      * different sizes and good lattice structure, <em>Mathematics of
       
   198      * Computation</em> 68, 225 (January 1999), pages 249–260,
       
   199      * Table 4 (first multiplier for size 2<sup>64</sup>).
       
   200      *
       
   201      * This is almost certainly not the best possible 128-bit multiplier
       
   202      * for an LCG, but it is sufficient for our purposes here; because
       
   203      * is is larger than 2**64, the 64-bit values produced by nextLong()
       
   204      * are exactly 2-equidistributed, and the fact that it is of the
       
   205      * form (2**64 + m) simplifies the code, given that we have only
       
   206      * 64-bit arithmetic to work with.
       
   207      */
       
   208 
       
   209     private static final long m = 2862933555777941757L;
       
   210 
       
   211     /* ---------------- instance fields ---------------- */
       
   212 
       
   213     /**
       
   214      * The parameter that is used as an additive constant for the LCG.
       
   215      * Must be odd.
       
   216      */
       
   217     private final long ah, al;
       
   218 
       
   219     /**
       
   220      * The per-instance state: sh and sl for the LCG; x0, x1, x2, and x3 for the xorshift.
       
   221      * At least one of the four fields x0, x1, x2, and x3 must be nonzero.
       
   222      */
       
   223     private long sh, sl, x0, x1, x2, x3;
       
   224 
       
   225     /* ---------------- constructors ---------------- */
       
   226 
       
   227     /**
       
   228      * Basic constructor that initializes all fields from parameters.
       
   229      * It then adjusts the field values if necessary to ensure that
       
   230      * all constraints on the values of fields are met.
       
   231      */
       
   232     public L128X256MixRandom(long ah, long al, long sh, long sl, long x0, long x1, long x2, long x3) {
       
   233 	// Force a to be odd.
       
   234         this.ah = ah;
       
   235         this.al = al | 1;
       
   236         this.sh = sh;
       
   237         this.sl = sl;
       
   238         this.x0 = x0;
       
   239         this.x1 = x1;
       
   240         this.x2 = x2;
       
   241         this.x3 = x3;
       
   242 	// If x0, x1, x2, and x3 are all zero, we must choose nonzero values.
       
   243         if ((x0 | x1 | x2 | x3) == 0) {
       
   244 	    // At least three of the four values generated here will be nonzero.
       
   245 	    this.x0 = RngSupport.mixStafford13(sh += RngSupport.GOLDEN_RATIO_64);
       
   246 	    this.x1 = RngSupport.mixStafford13(sh += RngSupport.GOLDEN_RATIO_64);
       
   247 	    this.x2 = RngSupport.mixStafford13(sh += RngSupport.GOLDEN_RATIO_64);
       
   248 	    this.x3 = RngSupport.mixStafford13(sh + RngSupport.GOLDEN_RATIO_64);
       
   249 	}
       
   250     }
       
   251 
       
   252     /**
       
   253      * Creates a new instance of {@code L128X256MixRandom} using the
       
   254      * specified {@code long} value as the initial seed. Instances of
       
   255      * {@code L128X256MixRandom} created with the same seed in the same
       
   256      * program generate identical sequences of values.
       
   257      *
       
   258      * @param seed the initial seed
       
   259      */
       
   260     public L128X256MixRandom(long seed) {
       
   261 	// Using a value with irregularly spaced 1-bits to xor the seed
       
   262 	// argument tends to improve "pedestrian" seeds such as 0 or
       
   263 	// other small integers.  We may as well use SILVER_RATIO_64.
       
   264 	//
       
   265 	// The seed is hashed by mixMurmur64 to produce the `a` parameter.
       
   266 	// The seed is hashed by mixStafford13 to produce the initial `x0`,
       
   267 	// which will then be used to produce the first generated value.
       
   268 	// The other x values are filled in as if by a SplitMix PRNG with
       
   269 	// GOLDEN_RATIO_64 as the gamma value and Stafford13 as the mixer.
       
   270         this(RngSupport.mixMurmur64(seed ^= RngSupport.SILVER_RATIO_64),
       
   271 	     RngSupport.mixMurmur64(seed += RngSupport.GOLDEN_RATIO_64),
       
   272 	     0,
       
   273 	     1,
       
   274 	     RngSupport.mixStafford13(seed),
       
   275 	     RngSupport.mixStafford13(seed += RngSupport.GOLDEN_RATIO_64),
       
   276 	     RngSupport.mixStafford13(seed += RngSupport.GOLDEN_RATIO_64),
       
   277 	     RngSupport.mixStafford13(seed + RngSupport.GOLDEN_RATIO_64));
       
   278     }
       
   279 
       
   280     /**
       
   281      * Creates a new instance of {@code L128X256MixRandom} that is likely to
       
   282      * generate sequences of values that are statistically independent
       
   283      * of those of any other instances in the current program execution,
       
   284      * but may, and typically does, vary across program invocations.
       
   285      */
       
   286     public L128X256MixRandom() {
       
   287 	// Using GOLDEN_RATIO_64 here gives us a good Weyl sequence of values.
       
   288         this(defaultGen.getAndAdd(RngSupport.GOLDEN_RATIO_64));
       
   289     }
       
   290 
       
   291     /**
       
   292      * Creates a new instance of {@code L128X256MixRandom} using the specified array of
       
   293      * initial seed bytes. Instances of {@code L128X256MixRandom} created with the same
       
   294      * seed array in the same program execution generate identical sequences of values.
       
   295      *
       
   296      * @param seed the initial seed
       
   297      */
       
   298     public L128X256MixRandom(byte[] seed) {
       
   299 	// Convert the seed to 6 long values, of which the last 4 are not all zero.
       
   300 	long[] data = RngSupport.convertSeedBytesToLongs(seed, 6, 4);
       
   301 	long ah = data[0], al = data[1], sh = data[2], sl = data[3], x0 = data[4], x1 = data[5], x2 = data[6], x3 = data[7];
       
   302 	// Force a to be odd.
       
   303         this.ah = ah;
       
   304         this.al = al | 1;
       
   305         this.sh = sh;
       
   306         this.sl = sl;
       
   307         this.x0 = x0;
       
   308         this.x1 = x1;
       
   309         this.x2 = x2;
       
   310         this.x3 = x3;
       
   311     }
       
   312 
       
   313     /* ---------------- public methods ---------------- */
       
   314     
       
   315     /**
       
   316      * Constructs and returns a new instance of {@code L128X256MixRandom}
       
   317      * that shares no mutable state with this instance.
       
   318      * However, with very high probability, the set of values collectively
       
   319      * generated by the two objects has the same statistical properties as if
       
   320      * same the quantity of values were generated by a single thread using
       
   321      * a single {@code L128X256MixRandom} object.  Either or both of the two
       
   322      * objects may be further split using the {@code split} method,
       
   323      * and the same expected statistical properties apply to the
       
   324      * entire set of generators constructed by such recursive splitting.
       
   325      *
       
   326      * @param source a {@code SplittableRng} instance to be used instead
       
   327      *               of this one as a source of pseudorandom bits used to
       
   328      *               initialize the state of the new ones.
       
   329      * @return a new instance of {@code L128X256MixRandom}
       
   330      */
       
   331     public L128X256MixRandom split(SplittableRng source) {
       
   332 	// Literally pick a new instance "at random".
       
   333         return new L128X256MixRandom(source.nextLong(), source.nextLong(), 
       
   334 				     source.nextLong(), source.nextLong(),
       
   335 				     source.nextLong(), source.nextLong(),
       
   336 				     source.nextLong(), source.nextLong());
       
   337     }
       
   338 
       
   339     /**
       
   340      * Returns a pseudorandom {@code long} value.
       
   341      *
       
   342      * @return a pseudorandom {@code long} value
       
   343      */
       
   344 
       
   345     public long nextLong() {
       
   346 	final long z = sh + x0;
       
   347 	// The LCG: in effect, s = ((1LL << 64) + m) * s + a, if only we had 128-bit arithmetic.
       
   348 	final long u = m * sl;
       
   349 	sh = (m * sh) + Math.multiplyHigh(m, sl) + sl + ah;
       
   350 	sl = u + al;
       
   351 	if (Long.compareUnsigned(sl, u) < 0) ++sh;  // Handle the carry propagation from low half to high half.
       
   352 	long q0 = x0, q1 = x1, q2 = x2, q3 = x3;	
       
   353 	{ long t = q1 << 17; q2 ^= q0; q3 ^= q1; q1 ^= q2; q0 ^= q3; q2 ^= t; q3 = Long.rotateLeft(q3, 45); }  // xoshiro256 1.0
       
   354 	x0 = q0; x1 = q1; x2 = q2; x3 = q3;
       
   355 	return RngSupport.mixLea64(z);  // mixing function
       
   356     }
       
   357 
       
   358     public BigInteger period() { return thePeriod; }
       
   359 }