diff --git a/LICENSE b/LICENSE new file mode 100644 --- /dev/null +++ b/LICENSE @@ -0,0 +1,30 @@ +Copyright (c) Don Stewart 2008 + +All rights reserved. + +Redistribution and use in source and binary forms, with or without +modification, are permitted provided that the following conditions +are met: + +1. Redistributions of source code must retain the above copyright + notice, this list of conditions and the following disclaimer. + +2. Redistributions in binary form must reproduce the above copyright + notice, this list of conditions and the following disclaimer in the + documentation and/or other materials provided with the distribution. + +3. Neither the name of the author nor the names of his contributors + may be used to endorse or promote products derived from this software + without specific prior written permission. + +THIS SOFTWARE IS PROVIDED BY THE AUTHORS ``AS IS'' AND +ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE +IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE +ARE DISCLAIMED. IN NO EVENT SHALL THE AUTHORS OR CONTRIBUTORS BE LIABLE +FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL +DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS +OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) +HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT +LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY +OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF +SUCH DAMAGE. diff --git a/LICENSE.mt19937-64 b/LICENSE.mt19937-64 new file mode 100644 --- /dev/null +++ b/LICENSE.mt19937-64 @@ -0,0 +1,54 @@ +/* + A C-program for MT19937-64 (2004/9/29 version). + Coded by Takuji Nishimura and Makoto Matsumoto. + + This is a 64-bit version of Mersenne Twister pseudorandom number + generator. + + Before using, initialize the state by using init_genrand64(seed) + or init_by_array64(init_key, key_length). + + Copyright (C) 2004, Makoto Matsumoto and Takuji Nishimura, + All rights reserved. + + Redistribution and use in source and binary forms, with or without + modification, are permitted provided that the following conditions + are met: + + 1. Redistributions of source code must retain the above copyright + notice, this list of conditions and the following disclaimer. + + 2. Redistributions in binary form must reproduce the above copyright + notice, this list of conditions and the following disclaimer in the + documentation and/or other materials provided with the distribution. + + 3. The names of its contributors may not be used to endorse or promote + products derived from this software without specific prior written + permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS + "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT + LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR + A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR + CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, + EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, + PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR + PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF + LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING + NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + References: + T. Nishimura, ``Tables of 64-bit Mersenne Twisters'' + ACM Transactions on Modeling and + Computer Simulation 10. (2000) 348--357. + M. Matsumoto and T. Nishimura, + ``Mersenne Twister: a 623-dimensionally equidistributed + uniform pseudorandom number generator'' + ACM Transactions on Modeling and + Computer Simulation 8. (Jan. 1998) 3--30. + + Any feedback is very welcome. + http://www.math.hiroshima-u.ac.jp/~m-mat/MT/emt.html + email: m-mat @ math.sci.hiroshima-u.ac.jp (remove spaces) +*/ diff --git a/Setup.lhs b/Setup.lhs new file mode 100644 --- /dev/null +++ b/Setup.lhs @@ -0,0 +1,3 @@ +#!/usr/bin/env runhaskell +> import Distribution.Simple +> main = defaultMain diff --git a/System/Random/Mersenne/Pure64.hsc b/System/Random/Mersenne/Pure64.hsc new file mode 100644 --- /dev/null +++ b/System/Random/Mersenne/Pure64.hsc @@ -0,0 +1,198 @@ +{-# LANGUAGE CPP, ForeignFunctionInterface #-} +-------------------------------------------------------------------- +-- | +-- Module : System.Random.Mersenne.Pure64 +-- Copyright : Copyright (c) 2008, Don Stewart +-- License : BSD3 +-- Maintainer : Don Stewart +-- Stability : experimental +-- Portability: CPP, FFI +-- Tested with: GHC 6.8.2 +-- +-- A purely functional binding 64 bit binding to the classic mersenne +-- twister random number generator. This is more flexible than the +-- impure 'mersenne-random' library, at the cost of being much slower. +-- This generator is however, many times faster than System.Random, +-- and yields high quality randoms with a long period. +-- +-- This generator may be used with System.Random, however, that is +-- likely to be slower than using it directly. +-- +module System.Random.Mersenne.Pure64 ( + + -- * The random number generator + PureMT -- abstract: RandomGen + + -- * Introduction + , pureMT -- :: Word -> PureMT + , newPureMT -- :: IO PureMT + + -- $instance + + -- * Low level access to the generator + + -- $notes + , randomInt -- :: PureMT -> (Int ,PureMT) + , randomWord -- :: PureMT -> (Word ,PureMT) + , randomInt64 -- :: PureMT -> (Int64 ,PureMT) + , randomWord64 -- :: PureMT -> (Word64,PureMT) + , randomDouble -- :: PureMT -> (Double,PureMT) + + ) where + +------------------------------------------------------------------------ + +#include "mt19937-64.h" + +------------------------------------------------------------------------ + +import System.Random.Mersenne.Pure64.Base + +#if defined(__GLASGOW_HASKELL__) && __GLASGOW_HASKELL__ >= 605 +import GHC.ForeignPtr (mallocPlainForeignPtrBytes) +#else +import Foreign.ForeignPtr (mallocForeignPtrBytes) +#endif + +import Foreign.C.Types +import Foreign + +import System.CPUTime ( getCPUTime ) +import System.Time +import System.IO.Unsafe +import Control.Monad + +import System.Random + +import Data.Word +import Data.Int + +------------------------------------------------------------------------ + +-- | Create a PureMT generator from a 'Word' seed. +pureMT :: Word -> PureMT +pureMT = init_genrand64 . fromIntegral + +-- | Create a new PureMT generator, using the clocktime as the base for the seed. +newPureMT :: IO PureMT +newPureMT = do + ct <- getCPUTime + (TOD sec psec) <- getClockTime + return $ pureMT (fromIntegral $ sec * 1013904242 + psec + ct) + +------------------------------------------------------------------------ +-- System.Random interface. + +-- $instance +-- +-- Being purely functional, the PureMT generator is an instance of +-- RandomGen. However, it doesn't support 'split' yet. + +instance RandomGen PureMT where + next = randomInt + split = error "System.Random.Mersenne.Pure: unable to split the mersenne twister" + +------------------------------------------------------------------------ +-- Direct access to Int, Word and Double types + +-- | Yield a new 'Int' value from the generator, returning a new +-- generator and that 'Int'. The full 64 bits will be used on a 64 bit machine. +randomInt :: PureMT -> (Int,PureMT) +randomInt g = (fromIntegral i, g') + where (i,g') = genrand64_int64 g + +-- | Yield a new 'Word' value from the generator, returning a new +-- generator and that 'Word'. +randomWord :: PureMT -> (Word,PureMT) +randomWord g = (fromIntegral i, g') + where (i,g') = genrand64_int64 g + +-- | Yield a new 'Int64' value from the generator, returning a new +-- generator and that 'Int64'. +randomInt64 :: PureMT -> (Int64,PureMT) +randomInt64 g = (fromIntegral i, g') + where (i,g') = genrand64_int64 g + +-- | Yield a new 'Word64' value from the generator, returning a new +-- generator and that 'Word64'. +randomWord64 :: PureMT -> (Word64,PureMT) +randomWord64 g = (fromIntegral i, g') + where (i,g') = genrand64_int64 g + +-- | Efficiently yield a new 53-bit precise 'Double' value, and a new generator. +randomDouble :: PureMT -> (Double,PureMT) +randomDouble g = (realToFrac i, g') + where (i,g') = genrand64_real2 g + +------------------------------------------------------------------------ +-- We can have only one mersenne supply in a program. + +-- You have to commit at initialisation time to call either +-- rand_gen32 or rand_gen64, and correspondingly, real2 or res53 +-- for doubles. +-- + +-- | 'PureMT', a pure mersenne twister pseudo-random number generator +-- +newtype PureMT = PureMT (ForeignPtr MTState) + +instance Show PureMT where + show _ = show "" + +sizeof_MTState :: Int +sizeof_MTState = (#const (sizeof (struct mt_state_t))) -- 2504 bytes + +------------------------------------------------------------------------ +-- Low level interface + +init_genrand64 :: UInt64 -> PureMT +init_genrand64 seed = unsafePerformIO $ do + fp <- mallocFastBytes sizeof_MTState + withForeignPtr fp $ \p -> c_init_genrand64 p seed -- fill it + return $ PureMT fp + +genrand64_int64 :: PureMT -> (UInt64, PureMT) +genrand64_int64 o = unsafePerformIO $ do + PureMT n <- copyPureMT o + v <- withForeignPtr n $ c_genrand64_int64 + n `seq` v `seq` + return (v,PureMT n) +{-# INLINE genrand64_int64 #-} + +genrand64_real2 :: PureMT -> (CDouble, PureMT) +genrand64_real2 o = unsafePerformIO $ do + PureMT n <- copyPureMT o + v <- withForeignPtr n $ c_genrand64_real2 + n `seq` v `seq` + return (v,PureMT n) +{-# INLINE genrand64_real2 #-} + +-- --------------------------------------------------------------------- +-- Memory management + +-- +-- | Wrapper of mallocForeignPtrBytes with faster implementation +-- Allocate pinned heap memory for the state. +-- +mallocFastBytes :: Int -> IO (ForeignPtr a) +mallocFastBytes s = do +#if __GLASGOW_HASKELL__ >= 605 && !defined(SLOW_FOREIGN_PTR) + mallocPlainForeignPtrBytes s +#else + mallocForeignPtrBytes s +#endif +{-# INLINE mallocFastBytes #-} + +-- +-- Duplicate a random state, prior to permuting it. +-- +copyPureMT :: PureMT -> IO PureMT +copyPureMT (PureMT oldfp) = do + newfp <- mallocFastBytes sizeof_MTState + withForeignPtr newfp $ \p -> + withForeignPtr oldfp $ \q -> + c_memcpy (castPtr p) (castPtr q) (fromIntegral sizeof_MTState) + return $! PureMT newfp +{-# INLINE copyPureMT #-} + + diff --git a/System/Random/Mersenne/Pure64/Base.hsc b/System/Random/Mersenne/Pure64/Base.hsc new file mode 100644 --- /dev/null +++ b/System/Random/Mersenne/Pure64/Base.hsc @@ -0,0 +1,55 @@ +{-# LANGUAGE EmptyDataDecls, CPP, ForeignFunctionInterface #-} +-------------------------------------------------------------------- +-- | +-- Module : System.Random.Mersenne.Pure64 +-- Copyright : Copyright (c) 2008, Don Stewart +-- License : BSD3 +-- Maintainer : Don Stewart +-- Stability : experimental +-- Portability: CPP, FFI, EmptyDataDecls +-- Tested with: GHC 6.8.2 +-- +-- A purely functional binding 64 bit binding to the classic mersenne +-- twister random number generator. This is more flexible than the +-- impure 'mersenne-random' library, at the cost of being much slower. +-- This generator is however, many times faster than System.Random, +-- and yields high quality randoms with a long period. +-- +module System.Random.Mersenne.Pure64.Base where + +#include "mt19937-64.h" +#include "mt19937-64-unsafe.h" + +import Foreign.C.Types +import Foreign + +data MTState + +type UInt64 = CULLong + +------------------------------------------------------------------------ +-- pure version: + +foreign import ccall unsafe "init_genrand64" + c_init_genrand64 :: Ptr MTState -> UInt64 -> IO () + +foreign import ccall unsafe "genrand64_int64" + c_genrand64_int64 :: Ptr MTState -> IO UInt64 + +foreign import ccall unsafe "genrand64_real2" + c_genrand64_real2 :: Ptr MTState -> IO CDouble + +------------------------------------------------------------------------ +-- model: (for testing purposes) + +foreign import ccall unsafe "init_genrand64_unsafe" + c_init_genrand64_unsafe :: UInt64 -> IO () + +foreign import ccall unsafe "genrand64_int64_unsafe" + c_genrand64_int64_unsafe :: IO UInt64 + +foreign import ccall unsafe "genrand64_real2_unsafe" + c_genrand64_real2_unsafe :: IO CDouble + +foreign import ccall unsafe "string.h memcpy" + c_memcpy :: Ptr Word8 -> Ptr Word8 -> CSize -> IO (Ptr Word8) diff --git a/TODO b/TODO new file mode 100644 --- /dev/null +++ b/TODO @@ -0,0 +1,5 @@ +-fvia-C seems to break things! +Check sequences are repeatable +check behaviour on 32 bits +profile/benchmark +tests driver diff --git a/cbits/mt19937-64-unsafe.c b/cbits/mt19937-64-unsafe.c new file mode 100644 --- /dev/null +++ b/cbits/mt19937-64-unsafe.c @@ -0,0 +1,122 @@ +/* + A C-program for MT19937-64 (2004/9/29 version). + Coded by Takuji Nishimura and Makoto Matsumoto. + + This is a 64-bit version of Mersenne Twister pseudorandom number + generator. + + Before using, initialize the state by using init_genrand64(seed) + or init_by_array64(init_key, key_length). + + Copyright (C) 2004, Makoto Matsumoto and Takuji Nishimura, + All rights reserved. + + Redistribution and use in source and binary forms, with or without + modification, are permitted provided that the following conditions + are met: + + 1. Redistributions of source code must retain the above copyright + notice, this list of conditions and the following disclaimer. + + 2. Redistributions in binary form must reproduce the above copyright + notice, this list of conditions and the following disclaimer in the + documentation and/or other materials provided with the distribution. + + 3. The names of its contributors may not be used to endorse or promote + products derived from this software without specific prior written + permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS + "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT + LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR + A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR + CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, + EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, + PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR + PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF + LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING + NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + References: + T. Nishimura, ``Tables of 64-bit Mersenne Twisters'' + ACM Transactions on Modeling and + Computer Simulation 10. (2000) 348--357. + M. Matsumoto and T. Nishimura, + ``Mersenne Twister: a 623-dimensionally equidistributed + uniform pseudorandom number generator'' + ACM Transactions on Modeling and + Computer Simulation 8. (Jan. 1998) 3--30. + + Any feedback is very welcome. + http://www.math.hiroshima-u.ac.jp/~m-mat/MT/emt.html + email: m-mat @ math.sci.hiroshima-u.ac.jp (remove spaces) +*/ + + +#include +#include "mt19937-64-unsafe.h" + +#define NN 312 +#define MM 156 +#define MATRIX_A 0xB5026F5AA96619E9ULL +#define UM 0xFFFFFFFF80000000ULL /* Most significant 33 bits */ +#define LM 0x7FFFFFFFULL /* Least significant 31 bits */ + + +/* The array for the state vector */ +static unsigned long long mt[NN]; +/* mti==NN+1 means mt[NN] is not initialized */ +static int mti=NN+1; + +/* initializes mt[NN] with a seed */ +void init_genrand64_unsafe(unsigned long long seed) +{ + mt[0] = seed; + for (mti=1; mti> 62)) + mti); +} + +/* generates a random number on [0, 2^64-1]-interval */ +unsigned long long genrand64_int64_unsafe(void) +{ + int i; + unsigned long long x; + static unsigned long long mag01[2]={0ULL, MATRIX_A}; + + if (mti >= NN) { /* generate NN words at one time */ + + /* if init_genrand64() has not been called, */ + /* a default initial seed is used */ + if (mti == NN+1) + init_genrand64_unsafe(5489ULL); + + for (i=0;i>1) ^ mag01[(int)(x&1ULL)]; + } + for (;i>1) ^ mag01[(int)(x&1ULL)]; + } + x = (mt[NN-1]&UM)|(mt[0]&LM); + mt[NN-1] = mt[MM-1] ^ (x>>1) ^ mag01[(int)(x&1ULL)]; + + mti = 0; + } + + x = mt[mti++]; + + x ^= (x >> 29) & 0x5555555555555555ULL; + x ^= (x << 17) & 0x71D67FFFEDA60000ULL; + x ^= (x << 37) & 0xFFF7EEE000000000ULL; + x ^= (x >> 43); + + return x; +} + +/* generates a random number on [0,1)-real-interval */ +double genrand64_real2_unsafe(void) +{ + return (genrand64_int64_unsafe() >> 11) * (1.0/9007199254740992.0); +} diff --git a/cbits/mt19937-64.c b/cbits/mt19937-64.c new file mode 100644 --- /dev/null +++ b/cbits/mt19937-64.c @@ -0,0 +1,116 @@ +/* + A C-program for MT19937-64 (2004/9/29 version). + Coded by Takuji Nishimura and Makoto Matsumoto. + + This is a 64-bit version of Mersenne Twister pseudorandom number + generator. + + Before using, initialize the state by using init_genrand64(seed) + or init_by_array64(init_key, key_length). + + Copyright (C) 2004, Makoto Matsumoto and Takuji Nishimura, + All rights reserved. + + Redistribution and use in source and binary forms, with or without + modification, are permitted provided that the following conditions + are met: + + 1. Redistributions of source code must retain the above copyright + notice, this list of conditions and the following disclaimer. + + 2. Redistributions in binary form must reproduce the above copyright + notice, this list of conditions and the following disclaimer in the + documentation and/or other materials provided with the distribution. + + 3. The names of its contributors may not be used to endorse or promote + products derived from this software without specific prior written + permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS + "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT + LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR + A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR + CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, + EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, + PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR + PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF + LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING + NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + References: + T. Nishimura, ``Tables of 64-bit Mersenne Twisters'' + ACM Transactions on Modeling and + Computer Simulation 10. (2000) 348--357. + M. Matsumoto and T. Nishimura, + ``Mersenne Twister: a 623-dimensionally equidistributed + uniform pseudorandom number generator'' + ACM Transactions on Modeling and + Computer Simulation 8. (Jan. 1998) 3--30. + + Any feedback is very welcome. + http://www.math.hiroshima-u.ac.jp/~m-mat/MT/emt.html + email: m-mat @ math.sci.hiroshima-u.ac.jp (remove spaces) +*/ + + +#include +#include +#include "mt19937-64.h" + +/* + * When passed an empty state, initialize the states' mt[NN] with a seed + */ +void init_genrand64(mt_state st, unsigned long long seed) +{ + st->mti=NN+1; + + st->mt[0] = seed; + for (st->mti=1; st->mtimti++) + st->mt[st->mti] = (6364136223846793005ULL * + (st->mt[st->mti-1] ^ (st->mt[st->mti-1] >> 62)) + st->mti); +} + +/* generates a random number on [0, 2^64-1]-interval */ +unsigned long long genrand64_int64(mt_state st) +{ + int i; + unsigned long long x; + static unsigned long long mag01[2]={0ULL, MATRIX_A}; + + if (st->mti >= NN) { /* generate NN words at one time */ + + /* if init_genrand64() has not been called, */ + /* a default initial seed is used */ + if (st->mti == NN+1) + init_genrand64(st, 5489ULL); + + for (i=0;imt[i]&UM)|(st->mt[i+1]&LM); + st->mt[i] = st->mt[i+MM] ^ (x>>1) ^ mag01[(int)(x&1ULL)]; + } + for (;imt[i]&UM)|(st->mt[i+1]&LM); + st->mt[i] = st->mt[i+(MM-NN)] ^ (x>>1) ^ mag01[(int)(x&1ULL)]; + } + x = (st->mt[NN-1]&UM)|(st->mt[0]&LM); + st->mt[NN-1] = st->mt[MM-1] ^ (x>>1) ^ mag01[(int)(x&1ULL)]; + + st->mti = 0; + } + + x = st->mt[st->mti++]; + + x ^= (x >> 29) & 0x5555555555555555ULL; + x ^= (x << 17) & 0x71D67FFFEDA60000ULL; + x ^= (x << 37) & 0xFFF7EEE000000000ULL; + x ^= (x >> 43); + + return x; +} + +/* generates a random number on [0,1)-real-interval */ +double genrand64_real2(mt_state st) +{ + return (genrand64_int64(st) >> 11) * (1.0/9007199254740992.0); +} diff --git a/include/mt19937-64-unsafe.h b/include/mt19937-64-unsafe.h new file mode 100644 --- /dev/null +++ b/include/mt19937-64-unsafe.h @@ -0,0 +1,64 @@ +/* + A C-program for MT19937-64 (2004/9/29 version). + Coded by Takuji Nishimura and Makoto Matsumoto. + + This is a 64-bit version of Mersenne Twister pseudorandom number + generator. + + Before using, initialize the state by using init_genrand64(seed) + or init_by_array64(init_key, key_length). + + Copyright (C) 2004, Makoto Matsumoto and Takuji Nishimura, + All rights reserved. + + Redistribution and use in source and binary forms, with or without + modification, are permitted provided that the following conditions + are met: + + 1. Redistributions of source code must retain the above copyright + notice, this list of conditions and the following disclaimer. + + 2. Redistributions in binary form must reproduce the above copyright + notice, this list of conditions and the following disclaimer in the + documentation and/or other materials provided with the distribution. + + 3. The names of its contributors may not be used to endorse or promote + products derived from this software without specific prior written + permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS + "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT + LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR + A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR + CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, + EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, + PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR + PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF + LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING + NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + References: + T. Nishimura, ``Tables of 64-bit Mersenne Twisters'' + ACM Transactions on Modeling and + Computer Simulation 10. (2000) 348--357. + M. Matsumoto and T. Nishimura, + ``Mersenne Twister: a 623-dimensionally equidistributed + uniform pseudorandom number generator'' + ACM Transactions on Modeling and + Computer Simulation 8. (Jan. 1998) 3--30. + + Any feedback is very welcome. + http://www.math.hiroshima-u.ac.jp/~m-mat/MT/emt.html + email: m-mat @ math.sci.hiroshima-u.ac.jp (remove spaces) +*/ + + +/* initializes mt[NN] with a seed */ +void init_genrand64_unsafe(unsigned long long seed); + +/* generates a random number on [0, 2^64-1]-interval */ +unsigned long long genrand64_int64_unsafe(void); + +/* generates a random number on [0,1)-real-interval */ +double genrand64_real2_unsafe(void); diff --git a/include/mt19937-64.h b/include/mt19937-64.h new file mode 100644 --- /dev/null +++ b/include/mt19937-64.h @@ -0,0 +1,76 @@ +/* + A C-program for MT19937-64 (2004/9/29 version). + Coded by Takuji Nishimura and Makoto Matsumoto. + + This is a 64-bit version of Mersenne Twister pseudorandom number + generator. + + Before using, initialize the state by using init_genrand64(seed) + or init_by_array64(init_key, key_length). + + Copyright (C) 2004, Makoto Matsumoto and Takuji Nishimura, + All rights reserved. + + Redistribution and use in source and binary forms, with or without + modification, are permitted provided that the following conditions + are met: + + 1. Redistributions of source code must retain the above copyright + notice, this list of conditions and the following disclaimer. + + 2. Redistributions in binary form must reproduce the above copyright + notice, this list of conditions and the following disclaimer in the + documentation and/or other materials provided with the distribution. + + 3. The names of its contributors may not be used to endorse or promote + products derived from this software without specific prior written + permission. + + THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS + "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT + LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR + A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR + CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, + EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, + PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR + PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF + LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING + NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS + SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. + + References: + T. Nishimura, ``Tables of 64-bit Mersenne Twisters'' + ACM Transactions on Modeling and + Computer Simulation 10. (2000) 348--357. + M. Matsumoto and T. Nishimura, + ``Mersenne Twister: a 623-dimensionally equidistributed + uniform pseudorandom number generator'' + ACM Transactions on Modeling and + Computer Simulation 8. (Jan. 1998) 3--30. + + Any feedback is very welcome. + http://www.math.hiroshima-u.ac.jp/~m-mat/MT/emt.html + email: m-mat @ math.sci.hiroshima-u.ac.jp (remove spaces) +*/ + + +#define NN 312 +#define MM 156 +#define MATRIX_A 0xB5026F5AA96619E9ULL +#define UM 0xFFFFFFFF80000000ULL /* Most significant 33 bits */ +#define LM 0x7FFFFFFFULL /* Least significant 31 bits */ + +/* The array for the state vector */ +typedef struct mt_state_t { + unsigned long long mt[NN]; + int mti; +} mt_state_struct; + +typedef struct mt_state_t *mt_state; + +/* initializes mt[NN] with a seed */ +void init_genrand64(mt_state st, unsigned long long seed); + +/* generates a random number on [0, 2^64-1]-interval */ +unsigned long long genrand64_int64(mt_state st); +double genrand64_real2(mt_state st); diff --git a/mersenne-random-pure64.cabal b/mersenne-random-pure64.cabal new file mode 100644 --- /dev/null +++ b/mersenne-random-pure64.cabal @@ -0,0 +1,57 @@ +name: mersenne-random-pure64 +version: 0.1 +homepage: http://code.haskell.org/~dons/code/mt19937-random +synopsis: Generate high quality pseudorandom numbers purely using a Mersenne Twister +description: + The Mersenne twister is a pseudorandom number generator developed by + Makoto Matsumoto and Takuji Nishimura that is based on a matrix linear + recurrence over a finite binary field. It provides for fast generation + of very high quality pseudorandom numbers. The source for the C code + can be found here: + . + + . + This library provides a purely functional binding to the 64 bit + classic mersenne twister, along with instances of RandomGen, so the + generator can be used with System.Random. The generator should + typically be a few times faster than the default StdGen (but much + slower than the impure 'mersenne-random' library based on SIMD + instructions and destructive state updates. + . +category: Math, System +license: BSD3 +license-file: LICENSE +copyright: (c) 2008. Don Stewart +author: Don Stewart +maintainer: Don Stewart +cabal-version: >= 1.2.0 +build-type: Configure +tested-with: GHC ==6.8.2 +build-type: Configure + +flag small_base + description: Build with new smaller base library + default: False + +library + exposed-modules: System.Random.Mersenne.Pure64 + System.Random.Mersenne.Pure64.Base + extensions: CPP, ForeignFunctionInterface + + if flag(small_base) + build-depends: base < 3 + else + build-depends: base >= 3, old-time, random + + cc-options: + -O3 -finline-functions -fomit-frame-pointer + -fno-strict-aliasing --param max-inline-insns-single=1800 + + ghc-options: -Wall -O2 -fvia-C -fexcess-precision + + c-sources: cbits/mt19937-64.c + cbits/mt19937-64-unsafe.c + include-dirs: include + includes: + install-includes: mt19937-64.h + mt19937-64-unsafe.h diff --git a/tests/Unit.hs b/tests/Unit.hs new file mode 100644 --- /dev/null +++ b/tests/Unit.hs @@ -0,0 +1,151 @@ +{-# OPTIONS -fbang-patterns -fglasgow-exts #-} + +import Control.Exception +import Control.Monad +import Data.Int +import Data.Typeable +import Data.Word +import System.CPUTime +import System.Environment +import System.IO +import Text.Printf +import qualified System.Random as Old +import qualified System.Random.Mersenne as Unsafe + +import System.Random.Mersenne.Pure64 +import System.Random.Mersenne.Pure64.Base +import Control.Concurrent +import Control.Concurrent.MVar + +time :: IO t -> IO t +time a = do + start <- getCPUTime + v <- a + end <- getCPUTime + let diff = (fromIntegral (end - start)) / (10^12) + printf "Computation time: %0.3f sec\n" (diff :: Double) + return v + +seed = 7 + +main = do + + c_init_genrand64_unsafe seed + let g = pureMT (fromIntegral seed) + + ------------------------------------------------------------------------ + -- calibrate + s <- newMVar 0 :: IO (MVar Int) + putStr "Callibrating ... " >> hFlush stdout + + tid <- forkIO $ do + let go !i !g = do + let (!_,!g') = randomWord64 g + x <- swapMVar s i + x `seq` go (i+1) g' + go 0 g + + threadDelay (1000 * 1000) + killThread tid + lim <- readMVar s -- 1 sec worth of generation + putStrLn $ "done. Using N="++ show lim + + time $ do + let m = 2*lim + putStr $ "Checking against released mt19937-64.c to depth " ++ show m ++ " " + hFlush stdout + equivalent g m + + speed lim + + return () + +------------------------------------------------------------------------ + +equivalent !g !n | n > 0 = do + + i' <- c_genrand64_int64_unsafe + d' <- c_genrand64_real2_unsafe + + let (i,g') = randomWord64 g + (d,g'') = randomDouble g' + + if i == fromIntegral i' && d == realToFrac d' + then do when (n `rem` 500000 == 0) $ putChar '.' >> hFlush stdout + equivalent g'' (n-1) + + else do print $ "Failed! " ++ show ((i,i') , (d,d')) + return g'' + +equivalent g _ = do putStrLn "Matches model!" + return g + +------------------------------------------------------------------------ +-- compare with System.Random + +-- overhead cause by random's badness +speed lim = do + + time $ do + putStrLn $ "System.Random" + let g = Old.mkStdGen 5 + let go :: Old.StdGen -> Int -> Int -> Int + go !g !n !acc + | n >= lim = acc + | otherwise = + let (a,g') = Old.random g + in go g' (n+1) (if a > acc then a else acc) + print (go g 0 0) + + time $ do + putStrLn $ "System.Random with our generator" + let g = pureMT 5 + let go :: PureMT -> Int -> Int -> Int + go !g !n !acc + | n >= lim = acc + | otherwise = + let (a,g') = Old.random g + in go g' (n+1) (if a > acc then a else acc) + print (go g 0 0) + + time $ do + putStrLn $ "System.Random.Mersenne.Pure" + let g = pureMT 5 + let go :: PureMT -> Int -> Int -> Int + go !g !n !acc + | n >= lim = acc + | otherwise = + let (a',g') = randomWord64 g + a = fromIntegral a' + in go g' (n+1) (if a > acc then a else acc) + print (go g 0 0) + + time $ do + putStrLn $ "System.Random.Mersenne.Pure (unique state)" + c_init_genrand64_unsafe 5 + let go :: Int -> Int -> IO Int + go !n !acc + | n >= lim = return acc + | otherwise = do + a' <- c_genrand64_int64_unsafe + let a = fromIntegral a' + go (n+1::Int) (if a > acc then a else acc) + print =<< go 0 0 + + time $ do + putStrLn $ "System.Random.Mersenne.Unsafe" + g <- Unsafe.newMTGen (Just 5) + + let go :: Int -> Int -> IO Int + go !n !acc + | n >= lim = return acc + | otherwise = do + a <- Unsafe.random g + go (n+1::Int) (if a > acc then a else acc) + + print =<< go 0 0 + + +-- printf "MT is %s times faster generating %s\n" (show $x`div`y) (show (typeOf ty)) +-- return () + diff --git a/tests/copy.hs b/tests/copy.hs new file mode 100644 --- /dev/null +++ b/tests/copy.hs @@ -0,0 +1,15 @@ +{-# LANGUAGE BangPatterns #-} + +import System.Random.Mersenne.Pure64 + +main = do + + let g = pureMT 7 + + let go :: Int -> PureMT -> IO () + go 0 !p = return () + go n !p = do + let (_,q) = randomWord p + go (n-1) q + + go 10000000 g -- 10s constant space