/* Random kit 1.3 */ /* * Copyright (c) 2003-2005, Jean-Sebastien Roy (js@jeannot.org) * * The rk_random and rk_seed functions algorithms and the original design of * the Mersenne Twister RNG: * * Copyright (C) 1997 - 2002, 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. * * Original algorithm for the implementation of rk_interval function from * Richard J. Wagner's implementation of the Mersenne Twister RNG, optimised by * Magnus Jonsson. * * Constants used in the rk_double implementation by Isaku Wada. * * Permission is hereby granted, free of charge, to any person obtaining a * copy of this software and associated documentation files (the * "Software"), to deal in the Software without restriction, including * without limitation the rights to use, copy, modify, merge, publish, * distribute, sublicense, and/or sell copies of the Software, and to * permit persons to whom the Software is furnished to do so, subject to * the following conditions: * * The above copyright notice and this permission notice shall be included * in all copies or substantial portions of the Software. * * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS * OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF * MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. * IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY * CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, * TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE * SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. */ /* static char const rcsid[] = "@(#) $Jeannot: randomkit.c,v 1.28 2005/07/21 22:14:09 js Exp $"; */ #ifdef _WIN32 /* * Windows * XXX: we have to use this ugly defined(__GNUC__) because it is not easy to * detect the compiler used in distutils itself */ #if (defined(__GNUC__) && defined(NPY_NEEDS_MINGW_TIME_WORKAROUND)) /* * FIXME: ideally, we should set this to the real version of MSVCRT. We need * something higher than 0x601 to enable _ftime64 and co */ #define __MSVCRT_VERSION__ 0x0700 #include #include /* * mingw msvcr lib import wrongly export _ftime, which does not exist in the * actual msvc runtime for version >= 8; we make it an alias to _ftime64, which * is available in those versions of the runtime */ #define _FTIME(x) _ftime64((x)) #else #include #include #define _FTIME(x) _ftime((x)) #endif #ifndef RK_NO_WINCRYPT /* Windows crypto */ #ifndef _WIN32_WINNT #define _WIN32_WINNT 0x0400 #endif #include #include #endif /* * Do not move this include. randomkit.h must be included * after windows timeb.h is included. */ #include "randomkit.h" #else /* Unix */ #include "randomkit.h" #include #include #include #endif #include #include #include #include #include #include #include #ifndef RK_DEV_URANDOM #define RK_DEV_URANDOM "/dev/urandom" #endif #ifndef RK_DEV_RANDOM #define RK_DEV_RANDOM "/dev/random" #endif char *rk_strerror[RK_ERR_MAX] = { "no error", "random device unvavailable" }; /* static functions */ static unsigned long rk_hash(unsigned long key); void rk_seed(unsigned long seed, rk_state *state) { int pos; seed &= 0xffffffffUL; /* Knuth's PRNG as used in the Mersenne Twister reference implementation */ for (pos = 0; pos < RK_STATE_LEN; pos++) { state->key[pos] = seed; seed = (1812433253UL * (seed ^ (seed >> 30)) + pos + 1) & 0xffffffffUL; } state->pos = RK_STATE_LEN; state->gauss = 0; state->has_gauss = 0; state->has_binomial = 0; } /* Thomas Wang 32 bits integer hash function */ unsigned long rk_hash(unsigned long key) { key += ~(key << 15); key ^= (key >> 10); key += (key << 3); key ^= (key >> 6); key += ~(key << 11); key ^= (key >> 16); return key; } rk_error rk_randomseed(rk_state *state) { #ifndef _WIN32 struct timeval tv; #else struct _timeb tv; #endif int i; if (rk_devfill(state->key, sizeof(state->key), 0) == RK_NOERR) { /* ensures non-zero key */ state->key[0] |= 0x80000000UL; state->pos = RK_STATE_LEN; state->gauss = 0; state->has_gauss = 0; state->has_binomial = 0; for (i = 0; i < 624; i++) { state->key[i] &= 0xffffffffUL; } return RK_NOERR; } #ifndef _WIN32 gettimeofday(&tv, NULL); rk_seed(rk_hash(getpid()) ^ rk_hash(tv.tv_sec) ^ rk_hash(tv.tv_usec) ^ rk_hash(clock()), state); #else _FTIME(&tv); rk_seed(rk_hash(tv.time) ^ rk_hash(tv.millitm) ^ rk_hash(clock()), state); #endif return RK_ENODEV; } /* Magic Mersenne Twister constants */ #define N 624 #define M 397 #define MATRIX_A 0x9908b0dfUL #define UPPER_MASK 0x80000000UL #define LOWER_MASK 0x7fffffffUL /* * Slightly optimised reference implementation of the Mersenne Twister * Note that regardless of the precision of long, only 32 bit random * integers are produced */ unsigned long rk_random(rk_state *state) { unsigned long y; if (state->pos == RK_STATE_LEN) { int i; for (i = 0; i < N - M; i++) { y = (state->key[i] & UPPER_MASK) | (state->key[i+1] & LOWER_MASK); state->key[i] = state->key[i+M] ^ (y>>1) ^ (-(y & 1) & MATRIX_A); } for (; i < N - 1; i++) { y = (state->key[i] & UPPER_MASK) | (state->key[i+1] & LOWER_MASK); state->key[i] = state->key[i+(M-N)] ^ (y>>1) ^ (-(y & 1) & MATRIX_A); } y = (state->key[N - 1] & UPPER_MASK) | (state->key[0] & LOWER_MASK); state->key[N - 1] = state->key[M - 1] ^ (y >> 1) ^ (-(y & 1) & MATRIX_A); state->pos = 0; } y = state->key[state->pos++]; /* Tempering */ y ^= (y >> 11); y ^= (y << 7) & 0x9d2c5680UL; y ^= (y << 15) & 0xefc60000UL; y ^= (y >> 18); return y; } /* * Returns an unsigned 64 bit random integer. */ NPY_INLINE static npy_uint64 rk_uint64(rk_state *state) { npy_uint64 upper = (npy_uint64)rk_random(state) << 32; npy_uint64 lower = (npy_uint64)rk_random(state); return upper | lower; } /* * Returns an unsigned 32 bit random integer. */ NPY_INLINE static npy_uint32 rk_uint32(rk_state *state) { return (npy_uint32)rk_random(state); } /* * Fills an array with cnt random npy_uint64 between off and off + rng * inclusive. The numbers wrap if rng is sufficiently large. */ void rk_random_uint64(npy_uint64 off, npy_uint64 rng, npy_intp cnt, npy_uint64 *out, rk_state *state) { npy_uint64 val, mask = rng; npy_intp i; if (rng == 0) { for (i = 0; i < cnt; i++) { out[i] = off; } return; } /* Smallest bit mask >= max */ mask |= mask >> 1; mask |= mask >> 2; mask |= mask >> 4; mask |= mask >> 8; mask |= mask >> 16; mask |= mask >> 32; for (i = 0; i < cnt; i++) { if (rng <= 0xffffffffUL) { while ((val = (rk_uint32(state) & mask)) > rng); } else { while ((val = (rk_uint64(state) & mask)) > rng); } out[i] = off + val; } } /* * Fills an array with cnt random npy_uint32 between off and off + rng * inclusive. The numbers wrap if rng is sufficiently large. */ void rk_random_uint32(npy_uint32 off, npy_uint32 rng, npy_intp cnt, npy_uint32 *out, rk_state *state) { npy_uint32 val, mask = rng; npy_intp i; if (rng == 0) { for (i = 0; i < cnt; i++) { out[i] = off; } return; } /* Smallest bit mask >= max */ mask |= mask >> 1; mask |= mask >> 2; mask |= mask >> 4; mask |= mask >> 8; mask |= mask >> 16; for (i = 0; i < cnt; i++) { while ((val = (rk_uint32(state) & mask)) > rng); out[i] = off + val; } } /* * Fills an array with cnt random npy_uint16 between off and off + rng * inclusive. The numbers wrap if rng is sufficiently large. */ void rk_random_uint16(npy_uint16 off, npy_uint16 rng, npy_intp cnt, npy_uint16 *out, rk_state *state) { npy_uint16 val, mask = rng; npy_intp i; npy_uint32 buf; int bcnt = 0; if (rng == 0) { for (i = 0; i < cnt; i++) { out[i] = off; } return; } /* Smallest bit mask >= max */ mask |= mask >> 1; mask |= mask >> 2; mask |= mask >> 4; mask |= mask >> 8; for (i = 0; i < cnt; i++) { do { if (!bcnt) { buf = rk_uint32(state); bcnt = 1; } else { buf >>= 16; bcnt--; } val = (npy_uint16)buf & mask; } while (val > rng); out[i] = off + val; } } /* * Fills an array with cnt random npy_uint8 between off and off + rng * inclusive. The numbers wrap if rng is sufficiently large. */ void rk_random_uint8(npy_uint8 off, npy_uint8 rng, npy_intp cnt, npy_uint8 *out, rk_state *state) { npy_uint8 val, mask = rng; npy_intp i; npy_uint32 buf; int bcnt = 0; if (rng == 0) { for (i = 0; i < cnt; i++) { out[i] = off; } return; } /* Smallest bit mask >= max */ mask |= mask >> 1; mask |= mask >> 2; mask |= mask >> 4; for (i = 0; i < cnt; i++) { do { if (!bcnt) { buf = rk_uint32(state); bcnt = 3; } else { buf >>= 8; bcnt--; } val = (npy_uint8)buf & mask; } while (val > rng); out[i] = off + val; } } /* * Fills an array with cnt random npy_bool between off and off + rng * inclusive. */ void rk_random_bool(npy_bool off, npy_bool rng, npy_intp cnt, npy_bool *out, rk_state *state) { npy_intp i; npy_uint32 buf; int bcnt = 0; if (rng == 0) { for (i = 0; i < cnt; i++) { out[i] = off; } return; } /* If we reach here rng and mask are one and off is zero */ assert(rng == 1 && off == 0); for (i = 0; i < cnt; i++) { if (!bcnt) { buf = rk_uint32(state); bcnt = 31; } else { buf >>= 1; bcnt--; } out[i] = (buf & 0x00000001) != 0; } } long rk_long(rk_state *state) { return rk_ulong(state) >> 1; } unsigned long rk_ulong(rk_state *state) { #if ULONG_MAX <= 0xffffffffUL return rk_random(state); #else return (rk_random(state) << 32) | (rk_random(state)); #endif } unsigned long rk_interval(unsigned long max, rk_state *state) { unsigned long mask = max, value; if (max == 0) { return 0; } /* Smallest bit mask >= max */ mask |= mask >> 1; mask |= mask >> 2; mask |= mask >> 4; mask |= mask >> 8; mask |= mask >> 16; #if ULONG_MAX > 0xffffffffUL mask |= mask >> 32; #endif /* Search a random value in [0..mask] <= max */ #if ULONG_MAX > 0xffffffffUL if (max <= 0xffffffffUL) { while ((value = (rk_random(state) & mask)) > max); } else { while ((value = (rk_ulong(state) & mask)) > max); } #else while ((value = (rk_ulong(state) & mask)) > max); #endif return value; } double rk_double(rk_state *state) { /* shifts : 67108864 = 0x4000000, 9007199254740992 = 0x20000000000000 */ long a = rk_random(state) >> 5, b = rk_random(state) >> 6; return (a * 67108864.0 + b) / 9007199254740992.0; } void rk_fill(void *buffer, size_t size, rk_state *state) { unsigned long r; unsigned char *buf = buffer; for (; size >= 4; size -= 4) { r = rk_random(state); *(buf++) = r & 0xFF; *(buf++) = (r >> 8) & 0xFF; *(buf++) = (r >> 16) & 0xFF; *(buf++) = (r >> 24) & 0xFF; } if (!size) { return; } r = rk_random(state); for (; size; r >>= 8, size --) { *(buf++) = (unsigned char)(r & 0xFF); } } rk_error rk_devfill(void *buffer, size_t size, int strong) { #ifndef _WIN32 FILE *rfile; int done; if (strong) { rfile = fopen(RK_DEV_RANDOM, "rb"); } else { rfile = fopen(RK_DEV_URANDOM, "rb"); } if (rfile == NULL) { return RK_ENODEV; } done = fread(buffer, size, 1, rfile); fclose(rfile); if (done) { return RK_NOERR; } #else #ifndef RK_NO_WINCRYPT HCRYPTPROV hCryptProv; BOOL done; if (!CryptAcquireContext(&hCryptProv, NULL, NULL, PROV_RSA_FULL, CRYPT_VERIFYCONTEXT) || !hCryptProv) { return RK_ENODEV; } done = CryptGenRandom(hCryptProv, size, (unsigned char *)buffer); CryptReleaseContext(hCryptProv, 0); if (done) { return RK_NOERR; } #endif #endif return RK_ENODEV; } rk_error rk_altfill(void *buffer, size_t size, int strong, rk_state *state) { rk_error err; err = rk_devfill(buffer, size, strong); if (err) { rk_fill(buffer, size, state); } return err; } double rk_gauss(rk_state *state) { if (state->has_gauss) { const double tmp = state->gauss; state->gauss = 0; state->has_gauss = 0; return tmp; } else { double f, x1, x2, r2; do { x1 = 2.0*rk_double(state) - 1.0; x2 = 2.0*rk_double(state) - 1.0; r2 = x1*x1 + x2*x2; } while (r2 >= 1.0 || r2 == 0.0); /* Box-Muller transform */ f = sqrt(-2.0*log(r2)/r2); /* Keep for next call */ state->gauss = f*x1; state->has_gauss = 1; return f*x2; } }