DualRand.cc

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// $Id:$
// -*- C++ -*-
//
// -----------------------------------------------------------------------
//                           Hep Random
//                        --- DualRand ---
//                   class implementation file
// -----------------------------------------------------------------------
//  Exclusive or of a feedback shift register and integer congruence
//  random number generator.  The feedback shift register uses offsets
//  127 and 97.  The integer congruence generator uses a different
//  multiplier for each stream.  The multipliers are chosen to give
//  full period and maximum "potency" for modulo 2^32.  The period of
//  the combined random number generator is 2^159 - 2^32, and the
//  sequences are different for each stream (not just started in a
//  different place).
//
//  In the original generator used on ACPMAPS:
//  The feedback shift register generates 24 bits at a time, and
//  the high order 24 bits of the integer congruence generator are
//  used.
//
//  Instead, to conform with more modern engine concepts, we generate
//  32 bits at a time and use the full 32 bits of the congruence
//  generator.
//
//  References:
//      Knuth
//      Tausworthe
//      Golomb
//=========================================================================
// Ken Smith      - Removed pow() from flat() method:           21 Jul 1998
//                - Added conversion operators:                  6 Aug 1998
// J. Marraffino  - Added some explicit casts to deal with
//                  machines where sizeof(int) != sizeof(long)  22 Aug 1998
// M. Fischler    - Modified constructors taking seeds to not
//                  depend on numEngines (same seeds should 
//                  produce same sequences).  Default still 
//                  depends on numEngines.                      14 Sep 1998
//                - Modified use of the various exponents of 2
//                  to avoid per-instance space overhead and
//                  correct the rounding procedure              15 Sep 1998
// J. Marraffino  - Remove dependence on hepString class        13 May 1999
// M. Fischler    - Put endl at end of a save                   10 Apr 2001
// M. Fischler    - In restore, checkFile for file not found    03 Dec 2004
// M. Fischler    - methods for distrib. instacne save/restore  12/8/04    
// M. Fischler    - split get() into tag validation and 
//                  getState() for anonymous restores           12/27/04    
// Mark Fischler  - methods for vector save/restore             3/7/05    
// M. Fischler    - State-saving using only ints, for portability 4/12/05
//
//=========================================================================

#include "CLHEP/Random/DualRand.h"
#include "CLHEP/Random/engineIDulong.h"
#include <string.h>     // for strcmp

namespace CLHEP {

static const int MarkerLen = 64; // Enough room to hold a begin or end marker. 

std::string DualRand::name() const {return "DualRand";}

// Number of instances with automatic seed selection
int DualRand::numEngines = 0;

// The following constructors (excluding the istream constructor)  fill
// the bits of the tausworthe and the starting state of the integer
// congruence based on the seed.  In addition, it sets up the multiplier
// for the integer congruence based on the stream number, so you have 
// absolutely independent streams.

DualRand::DualRand() 
: HepRandomEngine(),
  tausworthe (1234567 + numEngines + 175321),
  integerCong(69607 * tausworthe + 54329, numEngines)
{
  theSeed = 1234567;
  ++numEngines;
}

DualRand::DualRand(long seed)
: HepRandomEngine(),
  tausworthe ((unsigned int)seed + 175321),
  integerCong(69607 * tausworthe + 54329, 8043) // MF - not numEngines
{
  theSeed = seed;
}

DualRand::DualRand(std::istream & is) 
: HepRandomEngine()
{
  is >> *this;
}

DualRand::DualRand(int rowIndex, int colIndex)
: HepRandomEngine(),
  tausworthe (rowIndex + 1000 * colIndex + 85329),
  integerCong(69607 * tausworthe + 54329, 1123) // MF - not numengines
{
  theSeed = rowIndex;
}

DualRand::~DualRand() { }

double DualRand::flat() {
  unsigned int ic ( integerCong );
  unsigned int t  ( tausworthe  );
  return ( (t  ^ ic) * twoToMinus_32() +              // most significant part
           (t >> 11) * twoToMinus_53() +              // fill in remaining bits
           nearlyTwoToMinus_54()                            // make sure non-zero
         );
}

void DualRand::flatArray(const int size, double* vect) {
  for (int i = 0; i < size; ++i) {
    vect[i] = flat();
  }
}

void DualRand::setSeed(long seed, int) {
  theSeed = seed;
  tausworthe  = Tausworthe((unsigned int)seed + numEngines + 175321);
  integerCong = IntegerCong(69607 * tausworthe + 54329, numEngines);
}

void DualRand::setSeeds(const long * seeds, int) {
  setSeed(seeds ? *seeds : 1234567, 0);
  theSeeds = seeds;
}

void DualRand::saveStatus(const char filename[]) const {
  std::ofstream outFile(filename, std::ios::out);
  if (!outFile.bad()) {
    outFile << "Uvec\n";
    std::vector<unsigned long> v = put();
    for (unsigned int i=0; i<v.size(); ++i) {
      outFile << v[i] << "\n";
    }
  }
}

void DualRand::restoreStatus(const char filename[]) {
  std::ifstream inFile(filename, std::ios::in);
  if (!checkFile ( inFile, filename, engineName(), "restoreStatus" )) { 
    std::cerr << "  -- Engine state remains unchanged\n";
    return;                       
  }                                                                       
  if ( possibleKeywordInput ( inFile, "Uvec", theSeed ) ) {
    std::vector<unsigned long> v;
    unsigned long xin;
    for (unsigned int ivec=0; ivec < VECTOR_STATE_SIZE; ++ivec) {
      inFile >> xin;
      if (!inFile) {
        inFile.clear(std::ios::badbit | inFile.rdstate());
        std::cerr << "\nDualRand state (vector) description improper."
               << "\nrestoreStatus has failed."
               << "\nInput stream is probably mispositioned now." << std::endl;
        return;
      }
      v.push_back(xin);
    }
    getState(v);
    return;
  }

  if (!inFile.bad()) {
//     inFile >> theSeed;  removed -- encompased by possibleKeywordInput
    tausworthe.get(inFile);
    integerCong.get(inFile);
  }
}

void DualRand::showStatus() const {
  int pr=std::cout.precision(20);
  std::cout << std::endl;
  std::cout <<         "-------- DualRand engine status ---------"
            << std::endl;
  std::cout << "Initial seed          = " << theSeed << std::endl;
  std::cout << "Tausworthe generator  = " << std::endl;
  tausworthe.put(std::cout);
  std::cout << "\nIntegerCong generator = " << std::endl;
  integerCong.put(std::cout);
  std::cout << std::endl << "-----------------------------------------"
            << std::endl;
  std::cout.precision(pr);
}

DualRand::operator float() {
  return (float) ( (integerCong ^ tausworthe) * twoToMinus_32() 
                                        + nearlyTwoToMinus_54()    ); 
                                        // add this so that zero never happens
}

DualRand::operator unsigned int() {
  return (integerCong ^ tausworthe) & 0xffffffff;
}

std::ostream & DualRand::put(std::ostream & os) const {
  char beginMarker[] = "DualRand-begin";
  os << beginMarker << "\nUvec\n";
  std::vector<unsigned long> v = put();
  for (unsigned int i=0; i<v.size(); ++i) {
     os <<  v[i] <<  "\n";
  }
  return os;  
}

std::vector<unsigned long> DualRand::put () const {
  std::vector<unsigned long> v;
  v.push_back (engineIDulong<DualRand>());
  tausworthe.put(v);
  integerCong.put(v);
  return v;
}

std::istream & DualRand::get(std::istream & is) {
  char beginMarker [MarkerLen];
  is >> std::ws;
  is.width(MarkerLen);  // causes the next read to the char* to be <=
                        // that many bytes, INCLUDING A TERMINATION \0 
                        // (Stroustrup, section 21.3.2)
  is >> beginMarker;
  if (strcmp(beginMarker,"DualRand-begin")) {
    is.clear(std::ios::badbit | is.rdstate());
    std::cerr << "\nInput mispositioned or"
              << "\nDualRand state description missing or"
              << "\nwrong engine type found." << std::endl;
    return is;
  }
  return getState(is);
}

std::string DualRand::beginTag ( )  { 
  return "DualRand-begin"; 
}
  
std::istream & DualRand::getState ( std::istream & is ) {
  if ( possibleKeywordInput ( is, "Uvec", theSeed ) ) {
    std::vector<unsigned long> v;
    unsigned long uu;
    for (unsigned int ivec=0; ivec < VECTOR_STATE_SIZE; ++ivec) {
      is >> uu;
      if (!is) {
        is.clear(std::ios::badbit | is.rdstate());
        std::cerr << "\nDualRand state (vector) description improper."
                << "\ngetState() has failed."
               << "\nInput stream is probably mispositioned now." << std::endl;
        return is;
      }
      v.push_back(uu);
    }
    getState(v);
    return (is);
  }

//  is >> theSeed;  Removed, encompassed by possibleKeywordInput()

  char endMarker   [MarkerLen];
  tausworthe.get(is);
  integerCong.get(is);
  is >> std::ws;
  is.width(MarkerLen);  
   is >> endMarker;
  if (strcmp(endMarker,"DualRand-end")) {
    is.clear(std::ios::badbit | is.rdstate());
    std::cerr << "DualRand state description incomplete."
              << "\nInput stream is probably mispositioned now." << std::endl;
    return is;
  }
  return is;
}

bool DualRand::get(const std::vector<unsigned long> & v) {
  if ((v[0] & 0xffffffffUL) != engineIDulong<DualRand>()) {
    std::cerr << 
        "\nDualRand get:state vector has wrong ID word - state unchanged\n";
    return false;
  }
  if (v.size() != VECTOR_STATE_SIZE) {
    std::cerr << "\nDualRand get:state vector has wrong size: " 
    << v.size() << " - state unchanged\n";
    return false;
  }
  return getState(v);
}

bool DualRand::getState (const std::vector<unsigned long> & v) {
  std::vector<unsigned long>::const_iterator iv = v.begin()+1;
  if (!tausworthe.get(iv)) return false;
  if (!integerCong.get(iv)) return false;
  if (iv != v.end()) {
    std::cerr << 
        "\nDualRand get:state vector has wrong size: " << v.size() 
        << "\n         Apparently " << iv-v.begin() << " words were consumed\n";
    return false;
  }
  return true;
}

DualRand::Tausworthe::Tausworthe() {
  words[0] = 1234567;
  for (wordIndex = 1; wordIndex < 4; ++wordIndex) {
    words[wordIndex] = 69607 * words[wordIndex-1] + 54329;
  } 
}

DualRand::Tausworthe::Tausworthe(unsigned int seed) {
  words[0] = seed;
  for (wordIndex = 1; wordIndex < 4; ++wordIndex) {
    words[wordIndex] = 69607 * words[wordIndex-1] + 54329;
  }
}

DualRand::Tausworthe::operator unsigned int() {

// Mathematically:  Consider a sequence of bits b[n].  Repeatedly form
// b[0]' = b[127] ^ b[97]; b[n]' = b[n-1].  This sequence will have a very
// long period (2**127-1 according to Tausworthe's work).

// The actual method used relies on the fact that the operations needed to
// form bit 0 for up to 96 iterations never depend on the results of the
// previous ones.  So you can actually compute many bits at once.  In fact
// you can compute 32 at once -- despite 127 - 97 < 32 -- but 24 was used in
// the method used in Canopy, where they wanted only single-precision float
// randoms.  I will do 32 here.

// When you do it this way, this looks disturbingly like the dread lagged XOR
// Fibonacci.  And indeed, it is a lagged Fibonacii, F(4,3, op) with the op
// being the XOR of a combination of shifts of the two numbers.  Although
// Tausworthe asserted excellent properties, I would be scared to death.
// However, the shifting and bit swapping really does randomize this in a
// serious way.

// Statements have been made to the effect that shift register sequences fail
// the parking lot test because they achieve randomness by multiple foldings,
// and this produces a characteristic pattern.  We observe that in this
// specific algorithm, which has a fairly long lever arm, the foldings become
// effectively random.  This is evidenced by the fact that the generator
// does pass the Diehard tests, including the parking lot test.

// To avoid shuffling of variables in memory, you either have to use circular
// pointers (and those give you ifs, which are also costly) or compute at least
// a few iterations at once.  We do the latter.  Although there is a possible
// trade of room for more speed, by computing and saving 256 instead of 128
// bits at once, I will stop at this level of optimization.

// To remind:  Each (32-bit) step takes the XOR of bits [127-96] with bits
// [95-64] and places it in bits [0-31].  But in the first step, we designate
// word0 as bits [0-31], in the second step, word 1 (since the bits it holds
// will no longer be needed), then word 2, then word 3.  After this, the
// stream contains 128 random bits which we will use as 4 valid 32-bit
// random numbers.

// Thus at the start of the first step, word[0] contains the newest (used)
// 32-bit random, and word[3] the oldest.   After four steps, word[0] again
// contains the newest (now unused) random, and word[3] the oldest.
// Bit 0 of word[0] is logically the newest bit, and bit 31 of word[3]
// the oldest.

  if (wordIndex <= 0) {
    for (wordIndex = 0; wordIndex < 4; ++wordIndex) {
      words[wordIndex] = ( (words[(wordIndex+1) & 3] << 1 ) |
                                   (words[wordIndex] >> 31)   )
                       ^ ( (words[(wordIndex+1) & 3] << 31) |
                                   (words[wordIndex] >>  1)   );
    }
  }
  return words[--wordIndex] & 0xffffffff;
}

void DualRand::Tausworthe::put(std::ostream & os) const {
  char beginMarker[] = "Tausworthe-begin";
  char endMarker[]   = "Tausworthe-end";

  int pr=os.precision(20);
  os << " " << beginMarker << " ";
  for (int i = 0; i < 4; ++i) {
    os << words[i] << " ";
  }
  os << wordIndex;
  os << " " <<  endMarker  << " ";
  os << std::endl;
  os.precision(pr);
}

void DualRand::Tausworthe::put(std::vector<unsigned long> & v) const {
  for (int i = 0; i < 4; ++i) {
    v.push_back(static_cast<unsigned long>(words[i]));
  }
  v.push_back(static_cast<unsigned long>(wordIndex)); 
}

void DualRand::Tausworthe::get(std::istream & is) {
  char beginMarker [MarkerLen];
  char endMarker   [MarkerLen];

  is >> std::ws;
  is.width(MarkerLen);  // causes the next read to the char* to be <=
                        // that many bytes, INCLUDING A TERMINATION \0 
                        // (Stroustrup, section 21.3.2)
  is >> beginMarker;
  if (strcmp(beginMarker,"Tausworthe-begin")) {
    is.clear(std::ios::badbit | is.rdstate());
    std::cerr << "\nInput mispositioned or"
              << "\nTausworthe state description missing or"
              << "\nwrong engine type found." << std::endl;
  }
  for (int i = 0; i < 4; ++i) {
    is >> words[i];
  }
  is >> wordIndex;
  is >> std::ws;
  is.width(MarkerLen);  
  is >> endMarker;
  if (strcmp(endMarker,"Tausworthe-end")) {
    is.clear(std::ios::badbit | is.rdstate());
    std::cerr << "\nTausworthe state description incomplete."
              << "\nInput stream is probably mispositioned now." << std::endl;
  }
}

bool 
DualRand::Tausworthe::get(std::vector<unsigned long>::const_iterator & iv){
  for (int i = 0; i < 4; ++i) {
    words[i] = *iv++;
  }
  wordIndex = *iv++;
  return true;
}

DualRand::IntegerCong::IntegerCong() 
: state((unsigned int)3758656018U),
  multiplier(66565),
  addend(12341) 
{
}

DualRand::IntegerCong::IntegerCong(unsigned int seed, int streamNumber)
: state(seed),
  multiplier(65536 + 1024 + 5 + (8 * 1017 * streamNumber)),
  addend(12341)
{
  // As to the multiplier, the following comment was made:
  // We want our multipliers larger than 2^16, and equal to
  // 1 mod 4 (for max. period), but not equal to 1 mod 8 
  // (for max. potency -- the smaller and higher dimension the 
  // stripes, the better)

  // All of these will have fairly long periods.  Depending on the choice
  // of stream number, some of these will be quite decent when considered
  // as independent random engines, while others will be poor.  Thus these
  // should not be used as stand-alone engines; but when combined with a
  // generator known to be good, they allow creation of millions of good
  // independent streams, without fear of two streams accidentally hitting
  // nearby places in the good random sequence.
}

DualRand::IntegerCong::operator unsigned int() {
  return state = (state * multiplier + addend) & 0xffffffff;
}

void DualRand::IntegerCong::put(std::ostream & os) const {
  char beginMarker[] = "IntegerCong-begin";
  char endMarker[]   = "IntegerCong-end";

  int pr=os.precision(20);
  os << " " << beginMarker << " ";
  os << state << " " << multiplier << " " << addend;
  os << " " <<  endMarker  << " ";
  os << std::endl;
  os.precision(pr);
}

void DualRand::IntegerCong::put(std::vector<unsigned long> & v) const {
  v.push_back(static_cast<unsigned long>(state));
  v.push_back(static_cast<unsigned long>(multiplier));
  v.push_back(static_cast<unsigned long>(addend));
}

void DualRand::IntegerCong::get(std::istream & is) {
  char beginMarker [MarkerLen];
  char endMarker   [MarkerLen];

  is >> std::ws;
  is.width(MarkerLen);  // causes the next read to the char* to be <=
                        // that many bytes, INCLUDING A TERMINATION \0 
                        // (Stroustrup, section 21.3.2)
  is >> beginMarker;
  if (strcmp(beginMarker,"IntegerCong-begin")) {
    is.clear(std::ios::badbit | is.rdstate());
    std::cerr << "\nInput mispositioned or"
              << "\nIntegerCong state description missing or"
              << "\nwrong engine type found." << std::endl;
  }
  is >> state >> multiplier >> addend;
  is >> std::ws;
  is.width(MarkerLen);  
  is >> endMarker;
  if (strcmp(endMarker,"IntegerCong-end")) {
    is.clear(std::ios::badbit | is.rdstate());
    std::cerr << "\nIntegerCong state description incomplete."
              << "\nInput stream is probably mispositioned now." << std::endl;
  }
}

bool 
DualRand::IntegerCong::get(std::vector<unsigned long>::const_iterator & iv) {
  state      = *iv++;
  multiplier = *iv++;
  addend     = *iv++;
  return true;
}

}  // namespace CLHEP

---