Changeset 3705

Timestamp:

07/04/08 22:52:50 (5 months ago)

Author:

kris

Message:

deprecated Random, and renamed Rand to be Kiss instead. Folded floating point functions into Kiss

Files:

trunk/tango/math/Kiss.d (moved) (moved from trunk/tango/math/Rand.d) (7 diffs)
trunk/tango/math/Random.d (modified) (4 diffs)

Legend:

: Unmodified
: Added
: Removed
: Modified
: Copied
: Moved

trunk/tango/math/Kiss.d

r3535	r3705
9	9	author: Various
10	10
	11	With gratitude to Dr Jurgen A Doornik. See his paper entitled
	12	"Conversion of high-period random numbers to floating point"
	13
11	14	*******************************************************************************/
12	15
13		module tango.math.~~Rand~~;
	16	module tango.math.Kiss;
14	17
15	18
…	…
25	28	/******************************************************************************
26	29
27		KISS (~~via George Marsaglia & Paul Hsieh~~)
28
29		the idea is to use simple, fast, individually promising
	30	KISS (from George Marsaglia)
	31
	32	The idea is to use simple, fast, individually promising
30	33	generators to get a composite that will be fast, easy to code
31	34	have a very long period and pass all the tests put to it.
…	…
36	39	z(n)=2*z(n-1)+z(n-2) +carry mod 2^32
37	40	---
	41
38	42	The y's are a shift register sequence on 32bit binary vectors
39	43	period 2^32-1; The z's are a simple multiply-with-carry sequence
40		with period 2^63+2^32-1.
41
42		The period of KISS is thus 2^32(2^32-1)(2^63+2^32-1) > 2^127
43
	44	with period 2^63+2^32-1. The period of KISS is thus
	45	---
	46	2^32(2^32-1)(2^63+2^32-1) > 2^127
	47	---
	48
	49	Note that this should be passed by reference, unless you really
	50	intend to provide a local copy to a callee
	51
44	52	******************************************************************************/
45	53
46		struct ~~RandomInteger~~
	54	struct Kiss
47	55	{
48	56	private uint kiss_k;
…	…
54	62	private uint kiss_carry = 0;
55	63
	64	private const double M_RAN_INVM32 = 2.32830643653869628906e-010,
	65	M_RAN_INVM52 = 2.22044604925031308085e-016;
	66
56	67	/**********************************************************************
57	68
…	…
60	71	**********************************************************************/
61	72
62		static ~~RandomInteger~~ opCall()
63		{
64		~~RandomInteger~~ rand;
	73	static Kiss opCall()
	74	{
	75	Kiss rand;
65	76	rand.seed;
66	77	return rand;
…	…
152	163	return next(max-min) + min;
153	164	}
	165
	166	/**********************************************************************
	167
	168	Returns a value between 0 and 1, exclusive, using 32 bits
	169	of precision (with thanks to Dr Jurgen A Doornik)
	170
	171	**********************************************************************/
	172
	173	double next32 ()
	174	{
	175	return (next * M_RAN_INVM32 + (0.5 + M_RAN_INVM32 / 2));
	176	}
	177
	178	/**********************************************************************
	179
	180	Returns a value between 0 and 1, exclusive, using 52 bits
	181	of precision (with thanks to Dr Jurgen A Doornik)
	182
	183	**********************************************************************/
	184
	185	double next52 ()
	186	{
	187	return (next * M_RAN_INVM32 + (0.5 + M_RAN_INVM52 / 2) +
	188	(next & 0x000FFFFF) * M_RAN_INVM52);
	189	}
154	190	}
155	191
156	192
	193
157	194	/******************************************************************************
158	195
159		~~With much gratitude to Dr Jurgen A Doornik. See his paper entitled~~
160		~~"Conversion of high-period random numbers to floating point"~~
161	196
162	197	******************************************************************************/
163	198
164		struct RandomDouble
165		{
166		RandomInteger source;
167
168		private const double M_RAN_INVM32 = 2.32830643653869628906e-010,
169		M_RAN_INVM52 = 2.22044604925031308085e-016;
170
171		/**********************************************************************
172
173		Creates and seeds a new generator with the current time
174
175		**********************************************************************/
176
177		static RandomDouble opCall()
178		{
179		RandomDouble rand;
180		rand.source.seed;
181		return rand;
182		}
183
184		/**********************************************************************
185
186		Returns a value between 0 and 1, exclusive, using 32 bits
187		of precision
188
189		**********************************************************************/
190
191		double next32 ()
192		{
193		return next32 (source.next);
194		}
195
196		/**********************************************************************
197
198		Returns a value between 0 and 1, exclusive, using 52 bits
199		of precision
200
201		**********************************************************************/
202
203		double next52 ()
204		{
205		return next52 (source.next, source.next);
206		}
207
208		/**********************************************************************
209
210		Returns a value between 0 and 1, exclusive
211
212		**********************************************************************/
213
214		double next32 (int random)
215		{
216		return (random * M_RAN_INVM32 + (0.5 + M_RAN_INVM32 / 2));
217		}
218
219		/**********************************************************************
220
221		Returns a value between 0 and 1, exclusive
222
223		**********************************************************************/
224
225		double next52 (int random1, int random2)
226		{
227		return (random1 * M_RAN_INVM32 + (0.5 + M_RAN_INVM52 / 2) +
228		(random2 & 0x000FFFFF) * M_RAN_INVM52);
229		}
230		}
231
232
233		/******************************************************************************
234
235
236		******************************************************************************/
237
238		debug (Rand)
	199	debug (Kiss)
239	200	{
240	201	import tango.io.Stdout;
…	…
243	204	void main()
244	205	{
245		auto dbl = ~~RandomDouble~~();
	206	auto dbl = Kiss();
246	207	auto count = 100_000_000;
247	208	StopWatch w;

trunk/tango/math/Random.d

r2889	r3705
9	9	author: Various
10	10
	11	Deprecated: Please use Kiss instead. We'll add a fully featured
	12	Random in a future release
	13
11	14	*******************************************************************************/
12	15
…	…
25	28	/******************************************************************************
26	29
27		KISS (via George Marsaglia ~~& Paul Hsieh~~)
	30	KISS (via George Marsaglia)
28	31
29	32	the idea is to use simple, fast, individually promising
…	…
35	38	y(n)=y(n-1)(I+L^13)(I+R^17)(I+L^5),
36	39	z(n)=2*z(n-1)+z(n-2) +carry mod 2^32
37
	40
38	41	The y's are a shift register sequence on 32bit binary vectors
39	42	period 2^32-1; The z's are a simple multiply-with-carry sequence
…	…
84	87	**********************************************************************/
85	88
86		this ()
	89	deprecated this ()
87	90	{
88	91	this.seed;

Navigation

Changeset 3705

Legend:

trunk/tango/math/Kiss.d

trunk/tango/math/Random.d

Download in other formats: