(***********************************************************************) (* *) (* Objective Caml *) (* *) (* 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: random.ml,v 1.22 2003/12/16 18:09:43 doligez Exp $ *) (* "Linear feedback shift register" pseudo-random number generator. *) (* References: Robert Sedgewick, "Algorithms", Addison-Wesley *) (* The PRNG is a linear feedback shift register. It is seeded by a MD5-based PRNG. *) external random_seed: unit -> int = "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)) lxor (Char.code d.[3] lsl 22) 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; 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 newval = (s.st.((s.idx + 24) mod 55) + s.st.(s.idx)) land 0x3FFFFFFF in s.st.(s.idx) <- newval; newval ;; 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 90 bits of precision. *) let rawfloat s = let scale = 1073741824.0 and r0 = Pervasives.float (bits s) and r1 = Pervasives.float (bits s) and r2 = Pervasives.float (bits s) in ((r0 /. scale +. 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] on a 32-bit machine. *) let default = { State.st = [| 509760043; 399328820; 99941072; 112282318; 611886020; 516451399; 626288598; 337482183; 748548471; 808894867; 657927153; 386437385; 42355480; 977713532; 311548488; 13857891; 307938721; 93724463; 1041159001; 444711218; 1040610926; 233671814; 664494626; 1071756703; 188709089; 420289414; 969883075; 513442196; 275039308; 918830973; 598627151; 134083417; 823987070; 619204222; 81893604; 871834315; 398384680; 475117924; 520153386; 324637501; 38588599; 435158812; 168033706; 585877294; 328347186; 293179100; 671391820; 846150845; 283985689; 502873302; 718642511; 938465128; 962756406; 107944131; 192910970; |]; 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 () = 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, 1032., 1063.24555320336754) # - : float * float * float = (80., 91.3699999999953434, 120.) # - : float * float * float = (4858.57864376269026, 4982., 5141.42135623730974) # - : float * float * float = (936.754446796632465, 1017.99399999994785, 1063.24555320336754) # - : float * float * float = (960., 984.565759999997681, 1088.) # - : float * float * float = (960., 1003.40735999999742, 1088.) # - : float * float * float = (960., 1035.23328000000038, 1088.) # - : float * float * float = (960., 1026.79551999999967, 1088.) # - : float * float * float = (80., 110.194000000003143, 120.) # - : float * float * float = (960., 1067.98080000000482, 1088.) # - : float * float * float = (80., 107.292000000001281, 120.) # - : float * float * float = (80., 85.1180000000022119, 120.) # - : float * float * float = (80., 86.614000000001397, 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 ;; ********************)