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-rw-r--r--lib/stdlib/src/rand.erl525
1 files changed, 414 insertions, 111 deletions
diff --git a/lib/stdlib/src/rand.erl b/lib/stdlib/src/rand.erl
index cef83da287..7a8a5e6d4a 100644
--- a/lib/stdlib/src/rand.erl
+++ b/lib/stdlib/src/rand.erl
@@ -1,7 +1,7 @@
%%
%% %CopyrightBegin%
%%
-%% Copyright Ericsson AB 2015-2016. All Rights Reserved.
+%% Copyright Ericsson AB 2015-2017. All Rights Reserved.
%%
%% Licensed under the Apache License, Version 2.0 (the "License");
%% you may not use this file except in compliance with the License.
@@ -20,6 +20,9 @@
%% =====================================================================
%% Multiple PRNG module for Erlang/OTP
%% Copyright (c) 2015-2016 Kenji Rikitake
+%%
+%% exrop (xoroshiro116+) added and statistical distribution
+%% improvements by the Erlang/OTP team 2017
%% =====================================================================
-module(rand).
@@ -32,33 +35,175 @@
]).
-compile({inline, [exs64_next/1, exsplus_next/1,
- exsplus_jump/1,
exs1024_next/1, exs1024_calc/2,
- exs1024_jump/1,
+ exrop_next/1, exrop_next_s/2,
get_52/1, normal_kiwi/1]}).
--define(DEFAULT_ALG_HANDLER, exsplus).
+-define(DEFAULT_ALG_HANDLER, exrop).
-define(SEED_DICT, rand_seed).
%% =====================================================================
+%% Bit fiddling macros
+%% =====================================================================
+
+-define(BIT(Bits), (1 bsl (Bits))).
+-define(MASK(Bits), (?BIT(Bits) - 1)).
+-define(MASK(Bits, X), ((X) band ?MASK(Bits))).
+-define(
+ BSL(Bits, X, N),
+ %% N is evaluated 2 times
+ (?MASK((Bits)-(N), (X)) bsl (N))).
+-define(
+ ROTL(Bits, X, N),
+ %% Bits is evaluated 2 times
+ %% X is evaluated 2 times
+ %% N i evaluated 3 times
+ (?BSL((Bits), (X), (N)) bor ((X) bsr ((Bits)-(N))))).
+
+%%-define(TWO_POW_MINUS53, (math:pow(2, -53))).
+-define(TWO_POW_MINUS53, 1.11022302462515657e-16).
+
+%% =====================================================================
%% Types
%% =====================================================================
+-type uint64() :: 0..?MASK(64).
+-type uint58() :: 0..?MASK(58).
+
%% This depends on the algorithm handler function
--type alg_seed() :: exs64_state() | exsplus_state() | exs1024_state().
-%% This is the algorithm handler function within this module
--type alg_handler() :: #{type := alg(),
- max := integer(),
- next := fun(),
- uniform := fun(),
- uniform_n := fun(),
- jump := fun()}.
-
-%% Internal state
--opaque state() :: {alg_handler(), alg_seed()}.
--type alg() :: exs64 | exsplus | exs1024.
--opaque export_state() :: {alg(), alg_seed()}.
--export_type([alg/0, state/0, export_state/0]).
+-type alg_state() ::
+ exs64_state() | exsplus_state() | exs1024_state() |
+ exrop_state() | term().
+
+%% This is the algorithm handling definition within this module,
+%% and the type to use for plugins.
+%%
+%% The 'type' field must be recognized by the module that implements
+%% the algorithm, to interpret an exported state.
+%%
+%% The 'bits' field indicates how many bits the integer
+%% returned from 'next' has got, i.e 'next' shall return
+%% an random integer in the range 0..(2^Bits - 1).
+%% At least 53 bits is required for the floating point
+%% producing fallbacks. This field is only used when
+%% the 'uniform' or 'uniform_n' fields are not defined.
+%%
+%% The fields 'next', 'uniform' and 'uniform_n'
+%% implement the algorithm. If 'uniform' or 'uinform_n'
+%% is not present there is a fallback using 'next' and either
+%% 'bits' or the deprecated 'max'.
+%%
+-type alg_handler() ::
+ #{type := alg(),
+ bits => non_neg_integer(),
+ weak_low_bits => non_neg_integer(),
+ max => non_neg_integer(), % Deprecated
+ next :=
+ fun ((alg_state()) -> {non_neg_integer(), alg_state()}),
+ uniform =>
+ fun ((state()) -> {float(), state()}),
+ uniform_n =>
+ fun ((pos_integer(), state()) -> {pos_integer(), state()}),
+ jump =>
+ fun ((state()) -> state())}.
+
+%% Algorithm state
+-type state() :: {alg_handler(), alg_state()}.
+-type builtin_alg() :: exs64 | exsplus | exsp | exs1024 | exs1024s | exrop.
+-type alg() :: builtin_alg() | atom().
+-type export_state() :: {alg(), alg_state()}.
+-export_type(
+ [builtin_alg/0, alg/0, alg_handler/0, alg_state/0,
+ state/0, export_state/0]).
+-export_type(
+ [exs64_state/0, exsplus_state/0, exs1024_state/0, exrop_state/0]).
+
+%% =====================================================================
+%% Range macro and helper
+%% =====================================================================
+
+-define(
+ uniform_range(Range, Alg, R, V, MaxMinusRange, I),
+ if
+ 0 =< (MaxMinusRange) ->
+ if
+ %% Really work saving in odd cases;
+ %% large ranges in particular
+ (V) < (Range) ->
+ {(V) + 1, {(Alg), (R)}};
+ true ->
+ (I) = (V) rem (Range),
+ if
+ (V) - (I) =< (MaxMinusRange) ->
+ {(I) + 1, {(Alg), (R)}};
+ true ->
+ %% V in the truncated top range
+ %% - try again
+ ?FUNCTION_NAME((Range), {(Alg), (R)})
+ end
+ end;
+ true ->
+ uniform_range((Range), (Alg), (R), (V))
+ end).
+
+%% For ranges larger than the algorithm bit size
+uniform_range(Range, #{next:=Next, bits:=Bits} = Alg, R, V) ->
+ WeakLowBits =
+ case Alg of
+ #{weak_low_bits:=WLB} -> WLB;
+ #{} -> 0
+ end,
+ %% Maybe waste the lowest bit(s) when shifting in new bits
+ Shift = Bits - WeakLowBits,
+ ShiftMask = bnot ?MASK(WeakLowBits),
+ RangeMinus1 = Range - 1,
+ if
+ (Range band RangeMinus1) =:= 0 -> % Power of 2
+ %% Generate at least the number of bits for the range
+ {V1, R1, _} =
+ uniform_range(
+ Range bsr Bits, Next, R, V, ShiftMask, Shift, Bits),
+ {(V1 band RangeMinus1) + 1, {Alg, R1}};
+ true ->
+ %% Generate a value with at least two bits more than the range
+ %% and try that for a fit, otherwise recurse
+ %%
+ %% Just one bit more should ensure that the generated
+ %% number range is at least twice the size of the requested
+ %% range, which would make the probability to draw a good
+ %% number better than 0.5. And repeating that until
+ %% success i guess would take 2 times statistically amortized.
+ %% But since the probability for fairly many attemtpts
+ %% is not that low, use two bits more than the range which
+ %% should make the probability to draw a bad number under 0.25,
+ %% which decreases the bad case probability a lot.
+ {V1, R1, B} =
+ uniform_range(
+ Range bsr (Bits - 2), Next, R, V, ShiftMask, Shift, Bits),
+ I = V1 rem Range,
+ if
+ (V1 - I) =< (1 bsl B) - Range ->
+ {I + 1, {Alg, R1}};
+ true ->
+ %% V1 drawn from the truncated top range
+ %% - try again
+ {V2, R2} = Next(R1),
+ uniform_range(Range, Alg, R2, V2)
+ end
+ end.
+%%
+uniform_range(Range, Next, R, V, ShiftMask, Shift, B) ->
+ if
+ Range =< 1 ->
+ {V, R, B};
+ true ->
+ {V1, R1} = Next(R),
+ %% Waste the lowest bit(s) when shifting in new bits
+ uniform_range(
+ Range bsr Shift, Next, R1,
+ ((V band ShiftMask) bsl Shift) bor V1,
+ ShiftMask, Shift, B + Shift)
+ end.
%% =====================================================================
%% API
@@ -72,7 +217,7 @@ export_seed() ->
_ -> undefined
end.
--spec export_seed_s(state()) -> export_state().
+-spec export_seed_s(State :: state()) -> export_state().
export_seed_s({#{type:=Alg}, Seed}) -> {Alg, Seed}.
%% seed(Alg) seeds RNG with runtime dependent values
@@ -81,27 +226,37 @@ export_seed_s({#{type:=Alg}, Seed}) -> {Alg, Seed}.
%% seed({Alg,Seed}) setup RNG with a previously exported seed
%% and return the NEW state
--spec seed(AlgOrExpState::alg() | export_state()) -> state().
+-spec seed(
+ AlgOrStateOrExpState :: builtin_alg() | state() | export_state()) ->
+ state().
seed(Alg) ->
seed_put(seed_s(Alg)).
--spec seed_s(AlgOrExpState::alg() | export_state()) -> state().
-seed_s(Alg) when is_atom(Alg) ->
- seed_s(Alg, {erlang:phash2([{node(),self()}]),
- erlang:system_time(),
- erlang:unique_integer()});
+-spec seed_s(
+ AlgOrStateOrExpState :: builtin_alg() | state() | export_state()) ->
+ state().
+seed_s({AlgHandler, _Seed} = State) when is_map(AlgHandler) ->
+ State;
seed_s({Alg0, Seed}) ->
{Alg,_SeedFun} = mk_alg(Alg0),
- {Alg, Seed}.
+ {Alg, Seed};
+seed_s(Alg) ->
+ seed_s(Alg, {erlang:phash2([{node(),self()}]),
+ erlang:system_time(),
+ erlang:unique_integer()}).
%% seed/2: seeds RNG with the algorithm and given values
%% and returns the NEW state.
--spec seed(Alg :: alg(), {integer(), integer(), integer()}) -> state().
+-spec seed(
+ Alg :: builtin_alg(), Seed :: {integer(), integer(), integer()}) ->
+ state().
seed(Alg0, S0) ->
seed_put(seed_s(Alg0, S0)).
--spec seed_s(Alg :: alg(), {integer(), integer(), integer()}) -> state().
+-spec seed_s(
+ Alg :: builtin_alg(), Seed :: {integer(), integer(), integer()}) ->
+ state().
seed_s(Alg0, S0 = {_, _, _}) ->
{Alg, Seed} = mk_alg(Alg0),
AS = Seed(S0),
@@ -110,10 +265,10 @@ seed_s(Alg0, S0 = {_, _, _}) ->
%%% uniform/0, uniform/1, uniform_s/1, uniform_s/2 are all
%%% uniformly distributed random numbers.
-%% uniform/0: returns a random float X where 0.0 < X < 1.0,
+%% uniform/0: returns a random float X where 0.0 =< X < 1.0,
%% updating the state in the process dictionary.
--spec uniform() -> X::float().
+-spec uniform() -> X :: float().
uniform() ->
{X, Seed} = uniform_s(seed_get()),
_ = seed_put(Seed),
@@ -123,49 +278,74 @@ uniform() ->
%% uniform/1 returns a random integer X where 1 =< X =< N,
%% updating the state in the process dictionary.
--spec uniform(N :: pos_integer()) -> X::pos_integer().
+-spec uniform(N :: pos_integer()) -> X :: pos_integer().
uniform(N) ->
{X, Seed} = uniform_s(N, seed_get()),
_ = seed_put(Seed),
X.
%% uniform_s/1: given a state, uniform_s/1
-%% returns a random float X where 0.0 < X < 1.0,
+%% returns a random float X where 0.0 =< X < 1.0,
%% and a new state.
--spec uniform_s(state()) -> {X::float(), NewS :: state()}.
+-spec uniform_s(State :: state()) -> {X :: float(), NewState :: state()}.
uniform_s(State = {#{uniform:=Uniform}, _}) ->
- Uniform(State).
+ Uniform(State);
+uniform_s({#{bits:=Bits, next:=Next} = Alg, R0}) ->
+ {V, R1} = Next(R0),
+ %% Produce floats on the form N * 2^(-53)
+ {(V bsr (Bits - 53)) * ?TWO_POW_MINUS53, {Alg, R1}};
+uniform_s({#{max:=Max, next:=Next} = Alg, R0}) ->
+ {V, R1} = Next(R0),
+ %% Old broken algorithm with non-uniform density
+ {V / (Max + 1), {Alg, R1}}.
+
%% uniform_s/2: given an integer N >= 1 and a state, uniform_s/2
%% uniform_s/2 returns a random integer X where 1 =< X =< N,
%% and a new state.
--spec uniform_s(N::pos_integer(), state()) -> {X::pos_integer(), NewS::state()}.
-uniform_s(N, State = {#{uniform_n:=Uniform, max:=Max}, _})
- when 0 < N, N =< Max ->
- Uniform(N, State);
-uniform_s(N, State0 = {#{uniform:=Uniform}, _})
- when is_integer(N), 0 < N ->
- {F, State} = Uniform(State0),
- {trunc(F * N) + 1, State}.
+-spec uniform_s(N :: pos_integer(), State :: state()) ->
+ {X :: pos_integer(), NewState :: state()}.
+uniform_s(N, State = {#{uniform_n:=UniformN}, _})
+ when is_integer(N), 1 =< N ->
+ UniformN(N, State);
+uniform_s(N, {#{bits:=Bits, next:=Next} = Alg, R0})
+ when is_integer(N), 1 =< N ->
+ {V, R1} = Next(R0),
+ MaxMinusN = ?BIT(Bits) - N,
+ ?uniform_range(N, Alg, R1, V, MaxMinusN, I);
+uniform_s(N, {#{max:=Max, next:=Next} = Alg, R0})
+ when is_integer(N), 1 =< N ->
+ %% Old broken algorithm with skewed probability
+ %% and gap in ranges > Max
+ {V, R1} = Next(R0),
+ if
+ N =< Max ->
+ {(V rem N) + 1, {Alg, R1}};
+ true ->
+ F = V / (Max + 1),
+ {trunc(F * N) + 1, {Alg, R1}}
+ end.
%% jump/1: given a state, jump/1
%% returns a new state which is equivalent to that
%% after a large number of call defined for each algorithm.
%% The large number is algorithm dependent.
--spec jump(state()) -> NewS :: state().
+-spec jump(state()) -> NewState :: state().
jump(State = {#{jump:=Jump}, _}) ->
- Jump(State).
+ Jump(State);
+jump({#{}, _}) ->
+ erlang:error(not_implemented).
+
%% jump/0: read the internal state and
%% apply the jump function for the state as in jump/1
%% and write back the new value to the internal state,
%% then returns the new value.
--spec jump() -> NewS :: state().
-
+-spec jump() -> NewState :: state().
jump() ->
seed_put(jump(seed_get())).
@@ -189,10 +369,10 @@ normal(Mean, Variance) ->
%% The Ziggurat Method for generating random variables - Marsaglia and Tsang
%% Paper and reference code: http://www.jstatsoft.org/v05/i08/
--spec normal_s(state()) -> {float(), NewS :: state()}.
+-spec normal_s(State :: state()) -> {float(), NewState :: state()}.
normal_s(State0) ->
{Sign, R, State} = get_52(State0),
- Idx = R band 16#FF,
+ Idx = ?MASK(8, R),
Idx1 = Idx+1,
{Ki, Wi} = normal_kiwi(Idx1),
X = R * Wi,
@@ -215,16 +395,6 @@ normal_s(Mean, Variance, State0) when Variance > 0 ->
%% =====================================================================
%% Internal functions
--define(UINT21MASK, 16#00000000001fffff).
--define(UINT32MASK, 16#00000000ffffffff).
--define(UINT33MASK, 16#00000001ffffffff).
--define(UINT39MASK, 16#0000007fffffffff).
--define(UINT58MASK, 16#03ffffffffffffff).
--define(UINT64MASK, 16#ffffffffffffffff).
-
--type uint64() :: 0..16#ffffffffffffffff.
--type uint58() :: 0..16#03ffffffffffffff.
-
-spec seed_put(state()) -> state().
seed_put(Seed) ->
put(?SEED_DICT, Seed),
@@ -238,20 +408,30 @@ seed_get() ->
%% Setup alg record
mk_alg(exs64) ->
- {#{type=>exs64, max=>?UINT64MASK, next=>fun exs64_next/1,
- uniform=>fun exs64_uniform/1, uniform_n=>fun exs64_uniform/2,
- jump=>fun exs64_jump/1},
+ {#{type=>exs64, max=>?MASK(64), next=>fun exs64_next/1},
fun exs64_seed/1};
mk_alg(exsplus) ->
- {#{type=>exsplus, max=>?UINT58MASK, next=>fun exsplus_next/1,
- uniform=>fun exsplus_uniform/1, uniform_n=>fun exsplus_uniform/2,
+ {#{type=>exsplus, max=>?MASK(58), next=>fun exsplus_next/1,
+ jump=>fun exsplus_jump/1},
+ fun exsplus_seed/1};
+mk_alg(exsp) ->
+ {#{type=>exsp, bits=>58, weak_low_bits=>1, next=>fun exsplus_next/1,
+ uniform=>fun exsp_uniform/1, uniform_n=>fun exsp_uniform/2,
jump=>fun exsplus_jump/1},
fun exsplus_seed/1};
mk_alg(exs1024) ->
- {#{type=>exs1024, max=>?UINT64MASK, next=>fun exs1024_next/1,
- uniform=>fun exs1024_uniform/1, uniform_n=>fun exs1024_uniform/2,
+ {#{type=>exs1024, max=>?MASK(64), next=>fun exs1024_next/1,
jump=>fun exs1024_jump/1},
- fun exs1024_seed/1}.
+ fun exs1024_seed/1};
+mk_alg(exs1024s) ->
+ {#{type=>exs1024s, bits=>64, weak_low_bits=>3, next=>fun exs1024_next/1,
+ jump=>fun exs1024_jump/1},
+ fun exs1024_seed/1};
+mk_alg(exrop) ->
+ {#{type=>exrop, bits=>58, weak_low_bits=>1, next=>fun exrop_next/1,
+ uniform=>fun exrop_uniform/1, uniform_n=>fun exrop_uniform/2,
+ jump=>fun exrop_jump/1},
+ fun exrop_seed/1}.
%% =====================================================================
%% exs64 PRNG: Xorshift64*
@@ -259,32 +439,21 @@ mk_alg(exs1024) ->
%% Reference URL: http://xorshift.di.unimi.it/
%% =====================================================================
--type exs64_state() :: uint64().
+-opaque exs64_state() :: uint64().
exs64_seed({A1, A2, A3}) ->
- {V1, _} = exs64_next(((A1 band ?UINT32MASK) * 4294967197 + 1)),
- {V2, _} = exs64_next(((A2 band ?UINT32MASK) * 4294967231 + 1)),
- {V3, _} = exs64_next(((A3 band ?UINT32MASK) * 4294967279 + 1)),
- ((V1 * V2 * V3) rem (?UINT64MASK - 1)) + 1.
+ {V1, _} = exs64_next((?MASK(32, A1) * 4294967197 + 1)),
+ {V2, _} = exs64_next((?MASK(32, A2) * 4294967231 + 1)),
+ {V3, _} = exs64_next((?MASK(32, A3) * 4294967279 + 1)),
+ ((V1 * V2 * V3) rem (?MASK(64) - 1)) + 1.
%% Advance xorshift64* state for one step and generate 64bit unsigned integer
-spec exs64_next(exs64_state()) -> {uint64(), exs64_state()}.
exs64_next(R) ->
R1 = R bxor (R bsr 12),
- R2 = R1 bxor ((R1 band ?UINT39MASK) bsl 25),
+ R2 = R1 bxor ?BSL(64, R1, 25),
R3 = R2 bxor (R2 bsr 27),
- {(R3 * 2685821657736338717) band ?UINT64MASK, R3}.
-
-exs64_uniform({Alg, R0}) ->
- {V, R1} = exs64_next(R0),
- {V / 18446744073709551616, {Alg, R1}}.
-
-exs64_uniform(Max, {Alg, R}) ->
- {V, R1} = exs64_next(R),
- {(V rem Max) + 1, {Alg, R1}}.
-
-exs64_jump(_) ->
- erlang:error(not_implemented).
+ {?MASK(64, R3 * 2685821657736338717), R3}.
%% =====================================================================
%% exsplus PRNG: Xorshift116+
@@ -294,15 +463,17 @@ exs64_jump(_) ->
%% Modification of the original Xorshift128+ algorithm to 116
%% by Sebastiano Vigna, a lot of thanks for his help and work.
%% =====================================================================
--type exsplus_state() :: nonempty_improper_list(uint58(), uint58()).
+-opaque exsplus_state() :: nonempty_improper_list(uint58(), uint58()).
-dialyzer({no_improper_lists, exsplus_seed/1}).
exsplus_seed({A1, A2, A3}) ->
- {_, R1} = exsplus_next([(((A1 * 4294967197) + 1) band ?UINT58MASK)|
- (((A2 * 4294967231) + 1) band ?UINT58MASK)]),
- {_, R2} = exsplus_next([(((A3 * 4294967279) + 1) band ?UINT58MASK)|
- tl(R1)]),
+ {_, R1} = exsplus_next(
+ [?MASK(58, (A1 * 4294967197) + 1)|
+ ?MASK(58, (A2 * 4294967231) + 1)]),
+ {_, R2} = exsplus_next(
+ [?MASK(58, (A3 * 4294967279) + 1)|
+ tl(R1)]),
R2.
-dialyzer({no_improper_lists, exsplus_next/1}).
@@ -311,17 +482,22 @@ exsplus_seed({A1, A2, A3}) ->
-spec exsplus_next(exsplus_state()) -> {uint58(), exsplus_state()}.
exsplus_next([S1|S0]) ->
%% Note: members s0 and s1 are swapped here
- S11 = (S1 bxor (S1 bsl 24)) band ?UINT58MASK,
+ S11 = S1 bxor ?BSL(58, S1, 24),
S12 = S11 bxor S0 bxor (S11 bsr 11) bxor (S0 bsr 41),
- {(S0 + S12) band ?UINT58MASK, [S0|S12]}.
+ {?MASK(58, S0 + S12), [S0|S12]}.
+
-exsplus_uniform({Alg, R0}) ->
+exsp_uniform({Alg, R0}) ->
{I, R1} = exsplus_next(R0),
- {I / (?UINT58MASK+1), {Alg, R1}}.
+ %% Waste the lowest bit since it is of lower
+ %% randomness quality than the others
+ {(I bsr (58-53)) * ?TWO_POW_MINUS53, {Alg, R1}}.
-exsplus_uniform(Max, {Alg, R}) ->
+exsp_uniform(Range, {Alg, R}) ->
{V, R1} = exsplus_next(R),
- {(V rem Max) + 1, {Alg, R1}}.
+ MaxMinusRange = ?BIT(58) - Range,
+ ?uniform_range(Range, Alg, R1, V, MaxMinusRange, I).
+
%% This is the jump function for the exsplus generator, equivalent
%% to 2^64 calls to next/1; it can be used to generate 2^52
@@ -349,7 +525,7 @@ exsplus_jump(S, AS, _, 0) ->
{S, AS};
exsplus_jump(S, [AS0|AS1], J, N) ->
{_, NS} = exsplus_next(S),
- case (J band 1) of
+ case ?MASK(1, J) of
1 ->
[S0|S1] = S,
exsplus_jump(NS, [(AS0 bxor S0)|(AS1 bxor S1)], J bsr 1, N-1);
@@ -363,12 +539,12 @@ exsplus_jump(S, [AS0|AS1], J, N) ->
%% Reference URL: http://xorshift.di.unimi.it/
%% =====================================================================
--type exs1024_state() :: {list(uint64()), list(uint64())}.
+-opaque exs1024_state() :: {list(uint64()), list(uint64())}.
exs1024_seed({A1, A2, A3}) ->
- B1 = (((A1 band ?UINT21MASK) + 1) * 2097131) band ?UINT21MASK,
- B2 = (((A2 band ?UINT21MASK) + 1) * 2097133) band ?UINT21MASK,
- B3 = (((A3 band ?UINT21MASK) + 1) * 2097143) band ?UINT21MASK,
+ B1 = ?MASK(21, (?MASK(21, A1) + 1) * 2097131),
+ B2 = ?MASK(21, (?MASK(21, A2) + 1) * 2097133),
+ B3 = ?MASK(21, (?MASK(21, A3) + 1) * 2097143),
{exs1024_gen1024((B1 bsl 43) bor (B2 bsl 22) bor (B3 bsl 1) bor 1),
[]}.
@@ -391,11 +567,11 @@ exs1024_gen1024(N, R, L) ->
%% X: random number output
-spec exs1024_calc(uint64(), uint64()) -> {uint64(), uint64()}.
exs1024_calc(S0, S1) ->
- S11 = S1 bxor ((S1 band ?UINT33MASK) bsl 31),
+ S11 = S1 bxor ?BSL(64, S1, 31),
S12 = S11 bxor (S11 bsr 11),
S01 = S0 bxor (S0 bsr 30),
NS1 = S01 bxor S12,
- {(NS1 * 1181783497276652981) band ?UINT64MASK, NS1}.
+ {?MASK(64, NS1 * 1181783497276652981), NS1}.
%% Advance xorshift1024* state for one step and generate 64bit unsigned integer
-spec exs1024_next(exs1024_state()) -> {uint64(), exs1024_state()}.
@@ -406,13 +582,6 @@ exs1024_next({[H], RL}) ->
NL = [H|lists:reverse(RL)],
exs1024_next({NL, []}).
-exs1024_uniform({Alg, R0}) ->
- {V, R1} = exs1024_next(R0),
- {V / 18446744073709551616, {Alg, R1}}.
-
-exs1024_uniform(Max, {Alg, R}) ->
- {V, R1} = exs1024_next(R),
- {(V rem Max) + 1, {Alg, R1}}.
%% This is the jump function for the exs1024 generator, equivalent
%% to 2^512 calls to next(); it can be used to generate 2^512
@@ -459,7 +628,7 @@ exs1024_jump(S, AS, [H|T], _, 0, TN) ->
exs1024_jump(S, AS, T, H, ?JUMPELEMLEN, TN);
exs1024_jump({L, RL}, AS, JL, J, N, TN) ->
{_, NS} = exs1024_next({L, RL}),
- case (J band 1) of
+ case ?MASK(1, J) of
1 ->
AS2 = lists:zipwith(fun(X, Y) -> X bxor Y end,
AS, L ++ lists:reverse(RL)),
@@ -469,15 +638,149 @@ exs1024_jump({L, RL}, AS, JL, J, N, TN) ->
end.
%% =====================================================================
+%% exrop PRNG: Xoroshiro116+
+%%
+%% Reference URL: http://xorshift.di.unimi.it/
+%%
+%% 58 bits fits into an immediate on 64bits Erlang and is thus much faster.
+%% In fact, an immediate number is 60 bits signed in Erlang so you can
+%% add two positive 58 bit numbers and get a 59 bit number that still is
+%% a positive immediate, which is a property we utilize here...
+%%
+%% Modification of the original Xororhiro128+ algorithm to 116 bits
+%% by Sebastiano Vigna. A lot of thanks for his help and work.
+%% =====================================================================
+%% (a, b, c) = (24, 2, 35)
+%% JUMP Polynomial = 0x9863200f83fcd4a11293241fcb12a (116 bit)
+%%
+%% From http://xoroshiro.di.unimi.it/xoroshiro116plus.c:
+%% ---------------------------------------------------------------------
+%% /* Written in 2017 by Sebastiano Vigna ([email protected]).
+%%
+%% To the extent possible under law, the author has dedicated all copyright
+%% and related and neighboring rights to this software to the public domain
+%% worldwide. This software is distributed without any warranty.
+%%
+%% See <http://creativecommons.org/publicdomain/zero/1.0/>. */
+%%
+%% #include <stdint.h>
+%%
+%% #define UINT58MASK (uint64_t)((UINT64_C(1) << 58) - 1)
+%%
+%% uint64_t s[2];
+%%
+%% static inline uint64_t rotl58(const uint64_t x, int k) {
+%% return (x << k) & UINT58MASK | (x >> (58 - k));
+%% }
+%%
+%% uint64_t next(void) {
+%% uint64_t s1 = s[1];
+%% const uint64_t s0 = s[0];
+%% const uint64_t result = (s0 + s1) & UINT58MASK;
+%%
+%% s1 ^= s0;
+%% s[0] = rotl58(s0, 24) ^ s1 ^ ((s1 << 2) & UINT58MASK); // a, b
+%% s[1] = rotl58(s1, 35); // c
+%% return result;
+%% }
+%%
+%% void jump(void) {
+%% static const uint64_t JUMP[] =
+%% { 0x4a11293241fcb12a, 0x0009863200f83fcd };
+%%
+%% uint64_t s0 = 0;
+%% uint64_t s1 = 0;
+%% for(int i = 0; i < sizeof JUMP / sizeof *JUMP; i++)
+%% for(int b = 0; b < 64; b++) {
+%% if (JUMP[i] & UINT64_C(1) << b) {
+%% s0 ^= s[0];
+%% s1 ^= s[1];
+%% }
+%% next();
+%% }
+%% s[0] = s0;
+%% s[1] = s1;
+%% }
+
+-opaque exrop_state() :: nonempty_improper_list(uint58(), uint58()).
+
+-dialyzer({no_improper_lists, exrop_seed/1}).
+exrop_seed({A1, A2, A3}) ->
+ [_|S1] =
+ exrop_next_s(
+ ?MASK(58, (A1 * 4294967197) + 1),
+ ?MASK(58, (A2 * 4294967231) + 1)),
+ exrop_next_s(?MASK(58, (A3 * 4294967279) + 1), S1).
+
+-dialyzer({no_improper_lists, exrop_next_s/2}).
+%% Advance xoroshiro116+ state one step
+%% [a, b, c] = [24, 2, 35]
+-define(
+ exrop_next_s(S0, S1, S1_a),
+ begin
+ S1_a = S1 bxor S0,
+ [?ROTL(58, S0, 24) bxor S1_a bxor ?BSL(58, S1_a, 2)| % a, b
+ ?ROTL(58, S1_a, 35)] % c
+ end).
+exrop_next_s(S0, S1) ->
+ ?exrop_next_s(S0, S1, S1_a).
+
+-dialyzer({no_improper_lists, exrop_next/1}).
+%% Advance xoroshiro116+ state one step, generate 58 bit unsigned integer,
+%% and waste the lowest bit since it is of lower randomness quality
+exrop_next([S0|S1]) ->
+ {?MASK(58, S0 + S1), ?exrop_next_s(S0, S1, S1_a)}.
+
+exrop_uniform({Alg, R}) ->
+ {V, R1} = exrop_next(R),
+ %% Waste the lowest bit since it is of lower
+ %% randomness quality than the others
+ {(V bsr (58-53)) * ?TWO_POW_MINUS53, {Alg, R1}}.
+
+exrop_uniform(Range, {Alg, R}) ->
+ {V, R1} = exrop_next(R),
+ MaxMinusRange = ?BIT(58) - Range,
+ ?uniform_range(Range, Alg, R1, V, MaxMinusRange, I).
+
+%% Split a 116 bit constant into two 58 bit words,
+%% a top '1' marks the end of the low word.
+-define(
+ JUMP_116(Jump),
+ [?BIT(58) bor ?MASK(58, (Jump)),(Jump) bsr 58]).
+%%
+exrop_jump({Alg,S}) ->
+ [J|Js] = ?JUMP_116(16#9863200f83fcd4a11293241fcb12a),
+ {Alg, exrop_jump(S, 0, 0, J, Js)}.
+%%
+-dialyzer({no_improper_lists, exrop_jump/5}).
+exrop_jump(_S, S0, S1, 0, []) -> % End of jump constant
+ [S0|S1];
+exrop_jump(S, S0, S1, 1, [J|Js]) -> % End of word
+ exrop_jump(S, S0, S1, J, Js);
+exrop_jump([S__0|S__1] = _S, S0, S1, J, Js) ->
+ case ?MASK(1, J) of
+ 1 ->
+ NewS = exrop_next_s(S__0, S__1),
+ exrop_jump(NewS, S0 bxor S__0, S1 bxor S__1, J bsr 1, Js);
+ 0 ->
+ NewS = exrop_next_s(S__0, S__1),
+ exrop_jump(NewS, S0, S1, J bsr 1, Js)
+ end.
+
+%% =====================================================================
%% Ziggurat cont
%% =====================================================================
-define(NOR_R, 3.6541528853610087963519472518).
-define(NOR_INV_R, 1/?NOR_R).
%% return a {sign, Random51bits, State}
+get_52({Alg=#{bits:=Bits, next:=Next}, S0}) ->
+ %% Use the high bits
+ {Int,S1} = Next(S0),
+ {?BIT(Bits - 51 - 1) band Int, Int bsr (Bits - 51), {Alg, S1}};
get_52({Alg=#{next:=Next}, S0}) ->
{Int,S1} = Next(S0),
- {((1 bsl 51) band Int), Int band ((1 bsl 51)-1), {Alg, S1}}.
+ {?BIT(51) band Int, ?MASK(51, Int), {Alg, S1}}.
%% Slow path
normal_s(0, Sign, X0, State0) ->