newrandom/L64X128Random.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 L64X128Random} 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 L64X128Random} 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 L64X128Random} 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  * (but {@code L64X128Random} does not use a mixing function).
       
    58  *
       
    59  * <p>The LCG subgenerator for {@code L64X128Random} has an update step of the
       
    60  * form {@code s = m * s + a}, where {@code s}, {@code m}, and {@code a} are all
       
    61  * of type {@code long}; {@code s} is the mutable state, the multiplier {@code m}
       
    62  * is fixed (the same for all instances of {@code L64X128Random}}) 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>64</sup>); therefore there are 2<sup>63</sup> distinct choices
       
    66  * of parameter.
       
    67  *
       
    68  * <p>The Xorshift subgenerator for {@code L64X128Random} is the {@code xoroshiro128} algorithm,
       
    69  * version 1.0 (parameters 24, 16, 37), without any final scrambler such as "+" or "**".
       
    70  * Its state consists of two {@code long} fields {@code x0} and {@code x1},
       
    71  * which can take on any values provided that they are not both zero.
       
    72  * The period of this subgenerator is 2<sup>128</sup>-1.
       
    73  * 
       
    74  * <p> Because the periods 2<sup>64</sup> and 2<sup>128</sup>-1 of the two subgenerators
       
    75  * are relatively prime, the <em>period</em> of any single {@code L64X128Random} object 
       
    76  * (the length of the series of generated 64-bit values before it repeats) is the product
       
    77  * of the periods of the subgenerators, that is, 2<sup>64</sup>(2<sup>128</sup>-1),
       
    78  * which is just slightly smaller than 2<sup>192</sup>.  Moreover, if two distinct
       
    79  * {@code L64X128Random} objects have different {@code a} parameters, then their
       
    80  * cycles of produced values will be different.
       
    81  *
       
    82  * <p>The 64-bit values produced by the {@code nextLong()} method are exactly equidistributed.
       
    83  * For any specific instance of {@code L64X128Random}, over the course of its cycle each
       
    84  * of the 2<sup>64</sup> possible {@code long} values will be produced 2<sup>128</sup>-1 times.
       
    85  * The values produced by the {@code nextInt()}, {@code nextFloat()}, and {@code nextDouble()}
       
    86  * methods are likewise exactly equidistributed.
       
    87  *
       
    88  * <p>In fact, the 64-bit values produced by the {@code nextLong()} method are 2-equidistributed.
       
    89  * To be precise: for any specific instance of {@code L64X128Random}, consider
       
    90  * the (overlapping) length-2 subsequences of the cycle of 64-bit values produced by
       
    91  * {@code nextLong()} (assuming no other methods are called that would affect the state).
       
    92  * There are 2<sup>64</sup>(2<sup>128</sup>-1) such subsequences, and each subsequence,
       
    93  * which consists of 2 64-bit values, can have one of 2<sup>128</sup> values. Of those
       
    94  * 2<sup>128</sup> subsequence values, nearly all of them (2<sup>128</sup>-2<sup>64</sup>)
       
    95  * occur 2<sup>64</sup> times over the course of the entire cycle, and the other
       
    96  * 2<sup>64</sup> subsequence values occur only 2<sup>64</sup>-1 times.  So the ratio
       
    97  * of the probability of getting one of the less common subsequence values and the
       
    98  * probability of getting one of the more common subsequence values is 1-2<sup>-64</sup>.
       
    99  * (Note that the set of 2<sup>64</sup> less-common subsequence values will differ from
       
   100  * one instance of {@code L64X128Random} to another, as a function of the additive
       
   101  * parameter of the LCG.)  The values produced by the {@code nextInt()}, {@code nextFloat()},
       
   102  * and {@code nextDouble()} methods are likewise 2-equidistributed.
       
   103  *
       
   104  * <p>Method {@link #split} constructs and returns a new {@code L64X128Random}
       
   105  * instance that shares no mutable state with the current instance. However, with
       
   106  * very high probability, the values collectively generated by the two objects
       
   107  * have the same statistical properties as if the same quantity of values were
       
   108  * generated by a single thread using a single {@code L64X128Random} object.
       
   109  * This is because, with high probability, distinct {@code L64X128Random} objects
       
   110  * have distinct {@code a} parameters and therefore use distinct members of the
       
   111  * algorithmic family; and even if their {@code a} parameters are the same, with
       
   112  * very high probability they will traverse different parts of their common state
       
   113  * cycle.
       
   114  *
       
   115  * <p>As with {@link java.util.SplittableRandom}, instances of
       
   116  * {@code L64X128Random} are <em>not</em> thread-safe.
       
   117  * They are designed to be split, not shared, across threads. For
       
   118  * example, a {@link java.util.concurrent.ForkJoinTask} fork/join-style
       
   119  * computation using random numbers might include a construction
       
   120  * of the form {@code new Subtask(someL64X128Random.split()).fork()}.
       
   121  *
       
   122  * <p>This class provides additional methods for generating random
       
   123  * streams, that employ the above techniques when used in
       
   124  * {@code stream.parallel()} mode.
       
   125  *
       
   126  * <p>Instances of {@code L64X128Random} are not cryptographically
       
   127  * secure.  Consider instead using {@link java.security.SecureRandom}
       
   128  * in security-sensitive applications. Additionally,
       
   129  * default-constructed instances do not use a cryptographically random
       
   130  * seed unless the {@linkplain System#getProperty system property}
       
   131  * {@code java.util.secureRandomSeed} is set to {@code true}.
       
   132  *
       
   133  * @author  Guy Steele
       
   134  * @since   1.9
       
   135  */
       
   136 public final class L64X128Random extends AbstractSplittableRng {
       
   137 
       
   138     /*
       
   139      * Implementation Overview.
       
   140      *
       
   141      * The split operation uses the current generator to choose four new 64-bit
       
   142      * long values that are then used to initialize the parameter `a` and the
       
   143      * state variables `s`, `x0`, and `x1` for a newly constructed generator.
       
   144      *
       
   145      * With extremely high probability, no two generators so chosen
       
   146      * will have the same `a` parameter, and testing has indicated
       
   147      * that the values generated by two instances of {@code L64X128Random}
       
   148      * will be (approximately) independent if have different values for `a`.
       
   149      *
       
   150      * The default (no-argument) constructor, in essence, uses
       
   151      * "defaultGen" to generate four new 64-bit values for the same
       
   152      * purpose.  Multiple generators created in this way will certainly
       
   153      * differ in their `a` parameters.  The defaultGen state must be accessed
       
   154      * in a thread-safe manner, so we use an AtomicLong to represent
       
   155      * this state.  To bootstrap the defaultGen, we start off using a
       
   156      * seed based on current time unless the
       
   157      * java.util.secureRandomSeed property is set. This serves as a
       
   158      * slimmed-down (and insecure) variant of SecureRandom that also
       
   159      * avoids stalls that may occur when using /dev/random.
       
   160      *
       
   161      * File organization: First static fields, then instance
       
   162      * fields, then constructors, then instance methods.
       
   163      */
       
   164 
       
   165     /* ---------------- static fields ---------------- */
       
   166 
       
   167     /**
       
   168      * The seed generator for default constructors.
       
   169      */
       
   170     private static final AtomicLong defaultGen = new AtomicLong(RngSupport.initialSeed());
       
   171     
       
   172     /*
       
   173      * The period of this generator, which is (2**128 - 1) * 2**64.
       
   174      */
       
   175     private static final BigInteger thePeriod =
       
   176 	BigInteger.ONE.shiftLeft(128).subtract(BigInteger.ONE).shiftLeft(64);
       
   177 
       
   178     /*
       
   179      * Multiplier used in the LCG portion of the algorithm, taken from
       
   180      * Pierre L'Ecuyer, Tables of linear congruential generators of
       
   181      * different sizes and good lattice structure, <em>Mathematics of
       
   182      * Computation</em> 68, 225 (January 1999), pages 249–260,
       
   183      * Table 4 (first multiplier for size 2<sup>64</sup>).
       
   184      */
       
   185 
       
   186     private static final long m = 2862933555777941757L;
       
   187 
       
   188     /* ---------------- instance fields ---------------- */
       
   189 
       
   190     /**
       
   191      * The parameter that is used as an additive constant for the LCG.
       
   192      * Must be odd.
       
   193      */
       
   194     private final long a;
       
   195 
       
   196     /**
       
   197      * The per-instance state: s for the LCG; x0 and x1 for the xorshift.
       
   198      * At least one of x0 and x1 must be nonzero.
       
   199      */
       
   200     private long s, x0, x1;
       
   201 
       
   202     /* ---------------- constructors ---------------- */
       
   203 
       
   204     /**
       
   205      * Basic constructor that initializes all fields from parameters.
       
   206      * It then adjusts the field values if necessary to ensure that
       
   207      * all constraints on the values of fields are met.
       
   208      */
       
   209     public L64X128Random(long a, long s, long x0, long x1) {
       
   210 	// Force a to be odd.
       
   211         this.a = a | 1;
       
   212         this.s = s;
       
   213 	// If x0 and x1 are both zero, we must choose nonzero values.
       
   214         if ((x0 | x1) == 0) {
       
   215 	    // At least one of the two values generated here will be nonzero.
       
   216 	    this.x0 = RngSupport.mixStafford13(s += RngSupport.GOLDEN_RATIO_64);
       
   217 	    this.x1 = RngSupport.mixStafford13(s + RngSupport.GOLDEN_RATIO_64);
       
   218 	}
       
   219     }
       
   220 
       
   221     /**
       
   222      * Creates a new instance of {@code L64X128Random} using the
       
   223      * specified {@code long} value as the initial seed. Instances of
       
   224      * {@code L64X128Random} created with the same seed in the same
       
   225      * program generate identical sequences of values.
       
   226      *
       
   227      * @param seed the initial seed
       
   228      */
       
   229     public L64X128Random(long seed) {
       
   230 	// Using a value with irregularly spaced 1-bits to xor the seed
       
   231 	// argument tends to improve "pedestrian" seeds such as 0 or
       
   232 	// other small integers.  We may as well use SILVER_RATIO_64.
       
   233 	//
       
   234 	// The seed is hashed by mixMurmur64 to produce the `a` parameter.
       
   235 	// The seed is hashed by mixStafford13 to produce the initial `x0`,
       
   236 	// which will then be used to produce the first generated value.
       
   237 	// Then x1 is filled in as if by a SplitMix PRNG with
       
   238 	// GOLDEN_RATIO_64 as the gamma value and Stafford13 as the mixer.
       
   239         this(RngSupport.mixMurmur64(seed ^= RngSupport.SILVER_RATIO_64),
       
   240 	     1,
       
   241 	     RngSupport.mixStafford13(seed),
       
   242 	     RngSupport.mixStafford13(seed + RngSupport.GOLDEN_RATIO_64));
       
   243     }
       
   244 
       
   245     /**
       
   246      * Creates a new instance of {@code L64X128Random} that is likely to
       
   247      * generate sequences of values that are statistically independent
       
   248      * of those of any other instances in the current program execution,
       
   249      * but may, and typically does, vary across program invocations.
       
   250      */
       
   251     public L64X128Random() {
       
   252 	// Using GOLDEN_RATIO_64 here gives us a good Weyl sequence of values.
       
   253 	this(defaultGen.getAndAdd(RngSupport.GOLDEN_RATIO_64));
       
   254     }
       
   255 
       
   256     /**
       
   257      * Creates a new instance of {@code L64X128MixRandom} using the specified array of
       
   258      * initial seed bytes. Instances of {@code L64X128MixRandom} created with the same
       
   259      * seed array in the same program execution generate identical sequences of values.
       
   260      *
       
   261      * @param seed the initial seed
       
   262      */
       
   263     public L64X128Random(byte[] seed) {
       
   264 	// Convert the seed to 4 long values, of which the last 2 are not all zero.
       
   265 	long[] data = RngSupport.convertSeedBytesToLongs(seed, 4, 2);
       
   266 	long a = data[0], s = data[1], x0 = data[2], x1 = data[3];
       
   267 	// Force a to be odd.
       
   268         this.a = a | 1;
       
   269         this.s = s;
       
   270         this.x0 = x0;
       
   271         this.x1 = x1;
       
   272     }
       
   273 
       
   274     /* ---------------- public methods ---------------- */
       
   275 
       
   276     /**
       
   277      * Constructs and returns a new instance of {@code L64X128Random}
       
   278      * that shares no mutable state with this instance.
       
   279      * However, with very high probability, the set of values collectively
       
   280      * generated by the two objects has the same statistical properties as if
       
   281      * same the quantity of values were generated by a single thread using
       
   282      * a single {@code L64X128Random} object.  Either or both of the two
       
   283      * objects may be further split using the {@code split} method,
       
   284      * and the same expected statistical properties apply to the
       
   285      * entire set of generators constructed by such recursive splitting.
       
   286      *
       
   287      * @param source a {@code SplittableRng} instance to be used instead
       
   288      *               of this one as a source of pseudorandom bits used to
       
   289      *               initialize the state of the new ones.
       
   290      * @return a new instance of {@code L64X128Random}
       
   291      */
       
   292     public L64X128Random split(SplittableRng source) {
       
   293 	// Literally pick a new instance "at random".
       
   294         return new L64X128Random(source.nextLong(), source.nextLong(),
       
   295 				 source.nextLong(), source.nextLong());
       
   296     }
       
   297 
       
   298     /**
       
   299      * Returns a pseudorandom {@code long} value.
       
   300      *
       
   301      * @return a pseudorandom {@code long} value
       
   302      */
       
   303 
       
   304     public long nextLong() {
       
   305 	final long z = s + x0;
       
   306 	s = m * s + a;  // LCG
       
   307 	long q0 = x0, q1 = x1;
       
   308 	{ q1 ^= q0; q0 = Long.rotateLeft(q0, 24); q0 = q0 ^ q1 ^ (q1 << 16); q1 = Long.rotateLeft(q1, 37); }  // xoroshiro128v1_0
       
   309 	x0 = q0; x1 = q1;
       
   310 	return z;
       
   311     }
       
   312 
       
   313     public BigInteger period() { return thePeriod; }
       
   314 }