src/java.base/share/classes/java/util/random/L128X256MixRandom.java
author jlaskey
Thu, 14 Nov 2019 12:50:08 -0400
branchJDK-8193209-branch
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/*
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 * DO NOT ALTER OR REMOVE COPYRIGHT NOTICES OR THIS FILE HEADER.
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 * under the terms of the GNU General Public License version 2 only, as
 * published by the Free Software Foundation.  Oracle designates this
 * particular file as subject to the "Classpath" exception as provided
 * by Oracle in the LICENSE file that accompanied this code.
 *
 * This code is distributed in the hope that it will be useful, but WITHOUT
 * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
 * FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
 * version 2 for more details (a copy is included in the LICENSE file that
 * accompanied this code).
 *
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 * 2 along with this work; if not, write to the Free Software Foundation,
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package java.util.random;

import java.math.BigInteger;
import java.util.concurrent.atomic.AtomicLong;
import java.util.random.RandomGenerator.SplittableGenerator;
import java.util.random.RandomSupport.AbstractSplittableWithBrineGenerator;


/**
 * A generator of uniform pseudorandom values applicable for use in
 * (among other contexts) isolated parallel computations that may
 * generate subtasks.  Class {@link L128X256MixRandom} implements
 * interfaces {@link RandomGenerator} and {@link SplittableGenerator},
 * and therefore supports methods for producing pseudorandomly chosen
 * numbers of type {@code int}, {@code long}, {@code float}, and {@code double}
 * as well as creating new split-off {@link L128X256MixRandom} objects,
 * with similar usages as for class {@link java.util.SplittableRandom}.
 * <p>
 * Series of generated values pass the TestU01 BigCrush and PractRand test suites
 * that measure independence and uniformity properties of random number generators.
 * (Most recently validated with
 * <a href="http://simul.iro.umontreal.ca/testu01/tu01.html">version 1.2.3 of TestU01</a>
 * and <a href="http://pracrand.sourceforge.net">version 0.90 of PractRand</a>.
 * Note that TestU01 BigCrush was used to test not only values produced by the {@code nextLong()}
 * method but also the result of bit-reversing each value produced by {@code nextLong()}.)
 * These tests validate only the methods for certain
 * types and ranges, but similar properties are expected to hold, at
 * least approximately, for others as well.
 * <p>
 * {@link L128X256MixRandom} is a specific member of the LXM family of algorithms
 * for pseudorandom number generators.  Every LXM generator consists of two
 * subgenerators; one is an LCG (Linear Congruential Generator) and the other is
 * an Xorshift generator.  Each output of an LXM generator is the result of
 * combining state from the LCG with state from the Xorshift generator by
 * using a Mixing function (and then the state of the LCG and the state of the
 * Xorshift generator are advanced).
 * <p>
 * The LCG subgenerator for {@link L128X256MixRandom} has an update step of the
 * form {@code s = m * s + a}, where {@code s}, {@code m}, and {@code a} are all
 * 128-bit integers; {@code s} is the mutable state, the multiplier {@code m}
 * is fixed (the same for all instances of {@link L128X256MixRandom}) and the addend
 * {@code a} is a parameter (a final field of the instance).  The parameter
 * {@code a} is required to be odd (this allows the LCG to have the maximal
 * period, namely 2<sup>128</sup>); therefore there are 2<sup>127</sup> distinct choices
 * of parameter.
 * <p>
 * The Xorshift subgenerator for {@link L128X256MixRandom} is the {@code xoshiro256} algorithm,
 * version 1.0 (parameters 17, 45), without any final scrambler such as "+" or "**".
 * Its state consists of four {@code long} fields {@code x0}, {@code x1}, {@code x2},
 * and {@code x3}, which can take on any values provided that they are not all zero.
 * The period of this subgenerator is 2<sup>256</sup>-1.
 * <p>
 * The mixing function for {@link L128X256MixRandom} is {@link RandomSupport.mixLea64}
 * applied to the argument {@code (sh + x0)}, where {@code sh} is the high half of {@code s}.
 * <p>
 * Because the periods 2<sup>128</sup> and 2<sup>256</sup>-1 of the two subgenerators
 * are relatively prime, the <em>period</em> of any single {@link L128X256MixRandom} object
 * (the length of the series of generated 64-bit values before it repeats) is the product
 * of the periods of the subgenerators, that is, 2<sup>128</sup>(2<sup>256</sup>-1),
 * which is just slightly smaller than 2<sup>384</sup>.  Moreover, if two distinct
 * {@link L128X256MixRandom} objects have different {@code a} parameters, then their
 * cycles of produced values will be different.
 * <p>
 * The 64-bit values produced by the {@code nextLong()} method are exactly equidistributed.
 * For any specific instance of {@link L128X256MixRandom}, over the course of its cycle each
 * of the 2<sup>64</sup> possible {@code long} values will be produced
 * 2<sup>64</sup>(2<sup>256</sup>-1) times.  The values produced by the {@code nextInt()},
 * {@code nextFloat()}, and {@code nextDouble()} methods are likewise exactly equidistributed.
 * <p>
 * Moreover, 64-bit values produced by the {@code nextLong()} method are conjectured to be
 * "very nearly" 4-equidistributed: all possible quadruples of 64-bit values are generated,
 * and some pairs occur more often than others, but only very slightly more often.
 * However, this conjecture has not yet been proven mathematically.
 * If this conjecture is true, then the values produced by the {@code nextInt()}, {@code nextFloat()},
 * and {@code nextDouble()} methods are likewise approximately 4-equidistributed.
 * <p>
 * Method {@link #split} constructs and returns a new {@link L128X256MixRandom}
 * instance that shares no mutable state with the current instance. However, with
 * very high probability, the values collectively generated by the two objects
 * have the same statistical properties as if the same quantity of values were
 * generated by a single thread using a single {@link L128X256MixRandom} object.
 * This is because, with high probability, distinct {@link L128X256MixRandom} objects
 * have distinct {@code a} parameters and therefore use distinct members of the
 * algorithmic family; and even if their {@code a} parameters are the same, with
 * very high probability they will traverse different parts of their common state
 * cycle.
 * <p>
 * As with {@link java.util.SplittableRandom}, instances of
 * {@link L128X256MixRandom} are <em>not</em> thread-safe.
 * They are designed to be split, not shared, across threads. For
 * example, a {@link java.util.concurrent.ForkJoinTask} fork/join-style
 * computation using random numbers might include a construction
 * of the form {@code new Subtask(someL128X256MixRandom.split()).fork()}.
 * <p>
 * This class provides additional methods for generating random
 * streams, that employ the above techniques when used in
 * {@code stream.parallel()} mode.
 * <p>
 * Instances of {@link L128X256MixRandom} are not cryptographically
 * secure.  Consider instead using {@link java.security.SecureRandom}
 * in security-sensitive applications. Additionally,
 * default-constructed instances do not use a cryptographically random
 * seed unless the {@linkplain System#getProperty system property}
 * {@code java.util.secureRandomSeed} is set to {@code true}.
 *
 * @since 14
 */
public final class L128X256MixRandom extends AbstractSplittableWithBrineGenerator {

    /*
     * Implementation Overview.
     *
     * The 128-bit parameter `a` is represented as two long fields `ah` and `al`.
     * The 128-bit state variable `s` is represented as two long fields `sh` and `sl`.
     *
     * The split operation uses the current generator to choose eight
     * new 64-bit long values that are then used to initialize the
     * parameters `ah` and `al` and the state variables `sh`, `sl`,
     * `x0`, `x1`, `x2`, and `x3` for a newly constructed generator.
     *
     * With extremely high probability, no two generators so chosen
     * will have the same `a` parameter, and testing has indicated
     * that the values generated by two instances of {@link L128X256MixRandom}
     * will be (approximately) independent if have different values for `a`.
     *
     * The default (no-argument) constructor, in essence, uses
     * "defaultGen" to generate eight new 64-bit values for the same
     * purpose.  Multiple generators created in this way will certainly
     * differ in their `a` parameters.  The defaultGen state must be accessed
     * in a thread-safe manner, so we use an AtomicLong to represent
     * this state.  To bootstrap the defaultGen, we start off using a
     * seed based on current time unless the
     * java.util.secureRandomSeed property is set. This serves as a
     * slimmed-down (and insecure) variant of SecureRandom that also
     * avoids stalls that may occur when using /dev/random.
     *
     * File organization: First static fields, then instance
     * fields, then constructors, then instance methods.
     */

    /* ---------------- static fields ---------------- */

    /**
     * The seed generator for default constructors.
     */
    private static final AtomicLong defaultGen = new AtomicLong(RandomSupport.initialSeed());

    /*
     * The period of this generator, which is (2**256 - 1) * 2**128.
     */
    private static final BigInteger PERIOD =
        BigInteger.ONE.shiftLeft(256).subtract(BigInteger.ONE).shiftLeft(128);

    /*
     * Low half of multiplier used in the LCG portion of the algorithm;
     * the overall multiplier is (2**64 + ML).
     * Chosen based on research by Sebastiano Vigna and Guy Steele (2019).
     * The spectral scores for dimensions 2 through 8 for the multiplier 0x1d605bbb58c8abbfdLL
     * are [0.991889, 0.907938, 0.830964, 0.837980, 0.780378, 0.797464, 0.761493].
     */

    private static final long ML = 0xd605bbb58c8abbfdL;

    /* ---------------- instance fields ---------------- */

    /**
     * The parameter that is used as an additive constant for the LCG.
     * Must be odd (therefore al must be odd).
     */
    private final long ah, al;

    /**
     * The per-instance state: sh and sl for the LCG; x0, x1, x2, and x3 for the xorshift.
     * At least one of the four fields x0, x1, x2, and x3 must be nonzero.
     */
    private long sh, sl, x0, x1, x2, x3;

    /* ---------------- constructors ---------------- */

    /**
     * Basic constructor that initializes all fields from parameters.
     * It then adjusts the field values if necessary to ensure that
     * all constraints on the values of fields are met.
     *
     * @param ah high half of the additive parameter for the LCG
     * @param al low half of the additive parameter for the LCG
     * @param sh high half of the initial state for the LCG
     * @param sl low half of the initial state for the LCG
     * @param x0 first word of the initial state for the xorshift generator
     * @param x1 second word of the initial state for the xorshift generator
     * @param x2 third word of the initial state for the xorshift generator
     * @param x3 fourth word of the initial state for the xorshift generator
     */
    public L128X256MixRandom(long ah, long al, long sh, long sl, long x0, long x1, long x2, long x3) {
        // Force a to be odd.
        this.ah = ah;
        this.al = al | 1;
        this.sh = sh;
        this.sl = sl;
        this.x0 = x0;
        this.x1 = x1;
        this.x2 = x2;
        this.x3 = x3;
        // If x0, x1, x2, and x3 are all zero, we must choose nonzero values.
        if ((x0 | x1 | x2 | x3) == 0) {
	    long v = sh;
            // At least three of the four values generated here will be nonzero.
            this.x0 = RandomSupport.mixStafford13(v += RandomSupport.GOLDEN_RATIO_64);
            this.x1 = RandomSupport.mixStafford13(v += RandomSupport.GOLDEN_RATIO_64);
            this.x2 = RandomSupport.mixStafford13(v += RandomSupport.GOLDEN_RATIO_64);
            this.x3 = RandomSupport.mixStafford13(v + RandomSupport.GOLDEN_RATIO_64);
        }
    }

    /**
     * Creates a new instance of {@link L128X256MixRandom} using the
     * specified {@code long} value as the initial seed. Instances of
     * {@link L128X256MixRandom} created with the same seed in the same
     * program generate identical sequences of values.
     *
     * @param seed the initial seed
     */
    public L128X256MixRandom(long seed) {
        // Using a value with irregularly spaced 1-bits to xor the seed
        // argument tends to improve "pedestrian" seeds such as 0 or
        // other small integers.  We may as well use SILVER_RATIO_64.
        //
        // The seed is hashed by mixMurmur64 to produce the `a` parameter.
        // The seed is hashed by mixStafford13 to produce the initial `x0`,
        // which will then be used to produce the first generated value.
        // The other x values are filled in as if by a SplitMix PRNG with
        // GOLDEN_RATIO_64 as the gamma value and mixStafford13 as the mixer.
        this(RandomSupport.mixMurmur64(seed ^= RandomSupport.SILVER_RATIO_64),
             RandomSupport.mixMurmur64(seed += RandomSupport.GOLDEN_RATIO_64),
             0,
             1,
             RandomSupport.mixStafford13(seed),
             RandomSupport.mixStafford13(seed += RandomSupport.GOLDEN_RATIO_64),
             RandomSupport.mixStafford13(seed += RandomSupport.GOLDEN_RATIO_64),
             RandomSupport.mixStafford13(seed + RandomSupport.GOLDEN_RATIO_64));
    }

    /**
     * Creates a new instance of {@link L128X256MixRandom} that is likely to
     * generate sequences of values that are statistically independent
     * of those of any other instances in the current program execution,
     * but may, and typically does, vary across program invocations.
     */
    public L128X256MixRandom() {
        // Using GOLDEN_RATIO_64 here gives us a good Weyl sequence of values.
        this(defaultGen.getAndAdd(RandomSupport.GOLDEN_RATIO_64));
    }

    /**
     * Creates a new instance of {@link L128X256MixRandom} using the specified array of
     * initial seed bytes. Instances of {@link L128X256MixRandom} created with the same
     * seed array in the same program execution generate identical sequences of values.
     *
     * @param seed the initial seed
     */
    public L128X256MixRandom(byte[] seed) {
        // Convert the seed to 6 long values, of which the last 4 are not all zero.
        long[] data = RandomSupport.convertSeedBytesToLongs(seed, 6, 4);
        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];
        // Force a to be odd.
        this.ah = ah;
        this.al = al | 1;
        this.sh = sh;
        this.sl = sl;
        this.x0 = x0;
        this.x1 = x1;
        this.x2 = x2;
        this.x3 = x3;
    }

    /* ---------------- public methods ---------------- */
    
    /**
     * Given 63 bits of "brine", constructs and returns a new instance of
     * {@code L128X256MixRandom} that shares no mutable state with this instance.
     * However, with very high probability, the set of values collectively
     * generated by the two objects has the same statistical properties as if
     * same the quantity of values were generated by a single thread using
     * a single {@code L128X256MixRandom} object.  Either or both of the two
     * objects may be further split using the {@code split} method,
     * and the same expected statistical properties apply to the
     * entire set of generators constructed by such recursive splitting.
     *
     * @param source a {@code SplittableGenerator} instance to be used instead
     *               of this one as a source of pseudorandom bits used to
     *               initialize the state of the new ones.
     * @param brine a long value, of which the low 63 bits are used to choose
     *              the {@code a} parameter for the new instance.
     * @return a new instance of {@code L128X256MixRandom}
     */
    public SplittableGenerator split(SplittableGenerator source, long brine) {
	// Pick a new instance "at random", but use the brine for (the low half of) `a`.
        return new L128X256MixRandom(source.nextLong(), brine << 1,
				     source.nextLong(), source.nextLong(),
				     source.nextLong(), source.nextLong(),
				     source.nextLong(), source.nextLong());
    }

    /**
     * Returns a pseudorandom {@code long} value.
     *
     * @return a pseudorandom {@code long} value
     */
    public long nextLong() {
	// Compute the result based on current state information
	// (this allows the computation to be overlapped with state update).
        final long result = RandomSupport.mixLea64(sh + x0);

	// Update the LCG subgenerator
        // The LCG is, in effect, s = ((1LL << 64) + ML) * s + a, if only we had 128-bit arithmetic.
        final long u = ML * sl;
	// Note that Math.multiplyHigh computes the high half of the product of signed values,
	// but what we need is the high half of the product of unsigned values; for this we use the
	// formula "unsignedMultiplyHigh(a, b) = multiplyHigh(a, b) + ((a >> 63) & b) + ((b >> 63) & a)";
	// in effect, each operand is added to the result iff the sign bit of the other operand is 1.
	// (See Henry S. Warren, Jr., _Hacker's Delight_ (Second Edition), Addison-Wesley (2013),
	// Section 8-3, p. 175; or see the First Edition, Addison-Wesley (2003), Section 8-3, p. 133.)
	// If Math.unsignedMultiplyHigh(long, long) is ever implemented, the following line can become:
	//         sh = (ML * sh) + Math.unsignedMultiplyHigh(ML, sl) + sl + ah;
	// and this entire comment can be deleted.
        sh = (ML * sh) + (Math.multiplyHigh(ML, sl) + ((ML >> 63) & sl) + ((sl >> 63) & ML)) + sl + ah;
        sl = u + al;
        if (Long.compareUnsigned(sl, u) < 0) ++sh;  // Handle the carry propagation from low half to high half.

	// Update the Xorshift subgenerator
        long q0 = x0, q1 = x1, q2 = x2, q3 = x3;
        {   // xoshiro256 1.0
            long t = q1 << 17;
            q2 ^= q0;
            q3 ^= q1;
            q1 ^= q2;
            q0 ^= q3;
            q2 ^= t;
            q3 = Long.rotateLeft(q3, 45);
        }
        x0 = q0; x1 = q1; x2 = q2; x3 = q3;
        return result;
    }

    /**
     * Returns the period of this random generator.
     *
     * @return a {@link BigInteger} whose value is the number of distinct possible states of this
     *         {@link RandomGenerator} object (2<sup>128</sup>(2<sup>256</sup>-1)).
     */
    public BigInteger period() {
        return PERIOD;
    }
}