* 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.
*/
"@(#) $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 <sys/timeb.h>
#include <time.h>
* 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 <sys/timeb.h>
#include <time.h>
#define _FTIME(x) _ftime((x))
#endif
#ifndef RK_NO_WINCRYPT
#ifndef _WIN32_WINNT
#define _WIN32_WINNT 0x0400
#endif
#include <wincrypt.h>
#include <windows.h>
#endif
* Do not move this include. randomkit.h must be included
* after windows timeb.h is included.
*/
#include "randomkit.h"
#else
#include "randomkit.h"
#include <sys/time.h>
#include <time.h>
#include <unistd.h>
#endif
#include <assert.h>
#include <errno.h>
#include <limits.h>
#include <math.h>
#include <stddef.h>
#include <stdio.h>
#include <stdlib.h>
#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 unsigned long rk_hash(unsigned long key);
void rk_seed(unsigned long seed, rk_state *state) {
int pos;
seed &= 0xffffffffUL;
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;
}
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) {
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;
}
#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++];
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;
}
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;
}
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;
}
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;
}
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;
}
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;
}
mask |= mask >> 1;
mask |= mask >> 2;
mask |= mask >> 4;
mask |= mask >> 8;
mask |= mask >> 16;
#if ULONG_MAX > 0xffffffffUL
mask |= mask >> 32;
#endif
#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) {
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);
f = sqrt(-2.0 * log(r2) / r2);
state->gauss = f * x1;
state->has_gauss = 1;
return f * x2;
}
}