(***********************************************************************) (* *) (* OCaml *) (* *) (* Damien Doligez, projet Para, INRIA Rocquencourt *) (* *) (* Copyright 1996 Institut National de Recherche en Informatique et *) (* en Automatique. All rights reserved. This file is distributed *) (* under the terms of the GNU Library General Public License, with *) (* the special exception on linking described in file ../LICENSE. *) (* *) (***********************************************************************) (* $Id$ *) (* Pseudo-random number generator This is a lagged-Fibonacci F(55, 24, +) with a modified addition function to enhance the mixing of bits. If we use normal addition, the low-order bit fails tests 1 and 7 of the Diehard test suite, and bits 1 and 2 also fail test 7. If we use multiplication as suggested by Marsaglia, it doesn't fare much better. By mixing the bits of one of the numbers before addition (XOR the 5 high-order bits into the low-order bits), we get a generator that passes all the Diehard tests. *) external random_seed: unit -> int array = "caml_sys_random_seed";; module State = struct type t = { st : int array; mutable idx : int };; let new_state () = { st = Array.make 55 0; idx = 0 };; let assign st1 st2 = Array.blit st2.st 0 st1.st 0 55; st1.idx <- st2.idx; ;; let full_init s seed = let combine accu x = Digest.string (accu ^ string_of_int x) in let extract d = Char.code d.[0] + (Char.code d.[1] lsl 8) + (Char.code d.[2] lsl 16) + (Char.code d.[3] lsl 24) in let seed = if Array.length seed = 0 then [| 0 |] else seed in let l = Array.length seed in for i = 0 to 54 do s.st.(i) <- i; done; let accu = ref "x" in for i = 0 to 54 + max 55 l do let j = i mod 55 in let k = i mod l in accu := combine !accu seed.(k); s.st.(j) <- (s.st.(j) lxor extract !accu) land 0x3FFFFFFF; (* PR#5575 *) done; s.idx <- 0; ;; let make seed = let result = new_state () in full_init result seed; result ;; let make_self_init () = make (random_seed ());; let copy s = let result = new_state () in assign result s; result ;; (* Returns 30 random bits as an integer 0 <= x < 1073741824 *) let bits s = s.idx <- (s.idx + 1) mod 55; let curval = s.st.(s.idx) in let newval = s.st.((s.idx + 24) mod 55) + (curval lxor ((curval lsr 25) land 0x1F)) in let newval30 = newval land 0x3FFFFFFF in (* PR#5575 *) s.st.(s.idx) <- newval30; newval30 ;; let rec intaux s n = let r = bits s in let v = r mod n in if r - v > 0x3FFFFFFF - n + 1 then intaux s n else v ;; let int s bound = if bound > 0x3FFFFFFF || bound <= 0 then invalid_arg "Random.int" else intaux s bound ;; let rec int32aux s n = let b1 = Int32.of_int (bits s) in let b2 = Int32.shift_left (Int32.of_int (bits s land 1)) 30 in let r = Int32.logor b1 b2 in let v = Int32.rem r n in if Int32.sub r v > Int32.add (Int32.sub Int32.max_int n) 1l then int32aux s n else v ;; let int32 s bound = if bound <= 0l then invalid_arg "Random.int32" else int32aux s bound ;; let rec int64aux s n = let b1 = Int64.of_int (bits s) in let b2 = Int64.shift_left (Int64.of_int (bits s)) 30 in let b3 = Int64.shift_left (Int64.of_int (bits s land 7)) 60 in let r = Int64.logor b1 (Int64.logor b2 b3) in let v = Int64.rem r n in if Int64.sub r v > Int64.add (Int64.sub Int64.max_int n) 1L then int64aux s n else v ;; let int64 s bound = if bound <= 0L then invalid_arg "Random.int64" else int64aux s bound ;; let nativeint = if Nativeint.size = 32 then fun s bound -> Nativeint.of_int32 (int32 s (Nativeint.to_int32 bound)) else fun s bound -> Int64.to_nativeint (int64 s (Int64.of_nativeint bound)) ;; (* Returns a float 0 <= x <= 1 with at most 60 bits of precision. *) let rawfloat s = let scale = 1073741824.0 (* 2^30 *) and r1 = Pervasives.float (bits s) and r2 = Pervasives.float (bits s) in (r1 /. scale +. r2) /. scale ;; let float s bound = rawfloat s *. bound;; let bool s = (bits s land 1 = 0);; end;; (* This is the state you get with [init 27182818]. *) let default = { State.st = [| 0x7ae2522b; 0x5d8d4634; 0x15b4fad0; 0x18b14ace; 0x12f8a3c4; 0x7b086c47; 0x16d467d6; 0x501d91c7; 0x321df177; 0x4176c193; 0x1ff72bf1; 0x5e889109; 0x0b464b18; 0x6b86b97c; 0x4891da48; 0x03137463; 0x485ac5a1; 0x15d61f2f; 0x7bced359; 0x69c1c132; 0x7a86766e; 0x366d8c86; 0x1f5b6222; 0x7ce1b59f; 0x2ebf78e1; 0x67cd1b86; 0x658f3dc3; 0x789a8194; 0x42e4c44c; 0x58c43f7d; 0x0f6e534f; 0x1e7df359; 0x455d0b7e; 0x10e84e7e; 0x126198e4; 0x4e7722cb; 0x5cbede28; 0x7391b964; 0x7d40e92a; 0x4c59933d; 0x0b8cd0b7; 0x64efff1c; 0x2803fdaa; 0x08ebc72e; 0x4f522e32; 0x45398edc; 0x2144a04c; 0x4aef3cbd; 0x41ad4719; 0x75b93cd6; 0x2a559d4f; 0x5e6fd768; 0x66e27f36; 0x186f18c3; 0x2fbf967a; |]; State.idx = 0; };; let bits () = State.bits default;; let int bound = State.int default bound;; let int32 bound = State.int32 default bound;; let nativeint bound = State.nativeint default bound;; let int64 bound = State.int64 default bound;; let float scale = State.float default scale;; let bool () = State.bool default;; let full_init seed = State.full_init default seed;; let init seed = State.full_init default [| seed |];; let self_init () = full_init (random_seed());; (* Manipulating the current state. *) let get_state () = State.copy default;; let set_state s = State.assign default s;; (******************** (* Test functions. Not included in the library. The [chisquare] function should be called with n > 10r. It returns a triple (low, actual, high). If low <= actual <= high, the [g] function passed the test, otherwise it failed. Some results: init 27182818; chisquare int 100000 1000;; init 27182818; chisquare int 100000 100;; init 27182818; chisquare int 100000 5000;; init 27182818; chisquare int 1000000 1000;; init 27182818; chisquare int 100000 1024;; init 299792643; chisquare int 100000 1024;; init 14142136; chisquare int 100000 1024;; init 27182818; init_diff 1024; chisquare diff 100000 1024;; init 27182818; init_diff 100; chisquare diff 100000 100;; init 27182818; init_diff2 1024; chisquare diff2 100000 1024;; init 27182818; init_diff2 100; chisquare diff2 100000 100;; init 14142136; init_diff2 100; chisquare diff2 100000 100;; init 299792643; init_diff2 100; chisquare diff2 100000 100;; - : float * float * float = (936.754446796632465, 997.5, 1063.24555320336754) # - : float * float * float = (80., 89.7400000000052387, 120.) # - : float * float * float = (4858.57864376269, 5045.5, 5141.42135623731) # - : float * float * float = (936.754446796632465, 944.805999999982305, 1063.24555320336754) # - : float * float * float = (960., 1019.19744000000355, 1088.) # - : float * float * float = (960., 1059.31776000000536, 1088.) # - : float * float * float = (960., 1039.98463999999512, 1088.) # - : float * float * float = (960., 1054.38207999999577, 1088.) # - : float * float * float = (80., 90.096000000005, 120.) # - : float * float * float = (960., 1076.78720000000612, 1088.) # - : float * float * float = (80., 85.1760000000067521, 120.) # - : float * float * float = (80., 85.2160000000003492, 120.) # - : float * float * float = (80., 80.6220000000030268, 120.) *) (* Return the sum of the squares of v[i0,i1[ *) let rec sumsq v i0 i1 = if i0 >= i1 then 0.0 else if i1 = i0 + 1 then Pervasives.float v.(i0) *. Pervasives.float v.(i0) else sumsq v i0 ((i0+i1)/2) +. sumsq v ((i0+i1)/2) i1 ;; let chisquare g n r = if n <= 10 * r then invalid_arg "chisquare"; let f = Array.make r 0 in for i = 1 to n do let t = g r in f.(t) <- f.(t) + 1 done; let t = sumsq f 0 r and r = Pervasives.float r and n = Pervasives.float n in let sr = 2.0 *. sqrt r in (r -. sr, (r *. t /. n) -. n, r +. sr) ;; (* This is to test for linear dependencies between successive random numbers. *) let st = ref 0;; let init_diff r = st := int r;; let diff r = let x1 = !st and x2 = int r in st := x2; if x1 >= x2 then x1 - x2 else r + x1 - x2 ;; let st1 = ref 0 and st2 = ref 0 ;; (* This is to test for quadratic dependencies between successive random numbers. *) let init_diff2 r = st1 := int r; st2 := int r;; let diff2 r = let x1 = !st1 and x2 = !st2 and x3 = int r in st1 := x2; st2 := x3; (x3 - x2 - x2 + x1 + 2*r) mod r ;; ********************)