edu.mines.jtk.util.RandomFloat Maven / Gradle / Ivy
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Copyright 2006, Colorado School of Mines and others.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
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package edu.mines.jtk.util;
/**
* Pseudo-random float generator. Compared with the standard Java class
* Random, this class generates generates random floats more quickly and
* perhaps more randomly (certainly with greater periodicity).
*
* The uniform generator was
* adapted from subroutine uni in "Numerical Methods and Software",
* D. Kahaner, C. Moler, S. Nash, Prentice Hall, 1988. This book references,
* Marsaglia G., "Comments on the perfect uniform random number generator",
* Unpublished notes, Wash S. U. According to the reference, this random
* number generator "passes all known tests and has a period that is ...
* approximately 10^19".
*
* The normal (Gaussian) generator was
* adapted from subroutine rnor in "Numerical Methods and Software", D.
* Kahaner, C. Moler, S. Nash, Prentice Hall, 1988. Subroutine rnor,
* in turn, is adapted from a paper by Marsaglia G. and Tsang, W. W., 1984,
* A fast, easily implemented method for sampling from decreasing or symmetric
* unimodal density functions: SIAM J. Sci. Stat. Comput., v. 5, no. 2,
* p. 349-359.
*
* @author Dave Hale, Colorado School of Mines
* @version 1997.02.21, 2006.07.13
*/
public class RandomFloat {
/**
* Constructs a random float generator with default seed.
*/
public RandomFloat() {
}
/**
* Constructs a random float generator.
*@param seed the seed with which to initialize the generator.
*/
public RandomFloat(int seed) {
setSeed(seed);
}
/**
* Gets a pseudo-random float from a uniform [0,1) distribution.
* The float is between 0.0f (inclusive) and 1.0f (exclusive).
*@return the pseudo-random float.
*/
public final float uniform() {
// Basic generator is Fibonacci.
float uni = _u[_i]-_u[_j];
if (uni<0.0) uni += 1.0;
_u[_i] = uni;
if (--_i<0) _i = 16;
if (--_j<0) _j = 16;
// Second generator is congruential.
_c -= CD;
if (_c<0.0) _c += CM;
// Combination generator.
uni -= _c;
if (uni<0.0) uni += 1.0f;
return uni;
}
/**
* Gets a pseudo-random float from a normal (Gaussian) distribution.
* The N(0,1) distribution has zero mean and unit variance.
*@return the pseudo-random float.
*/
public float normal() {
// uni is uniform on [0,1).
float uni = _u[_i]-_u[_j];
if (uni<0.0) uni += 1.0;
_u[_i] = uni;
if (--_i<0) _i = 16;
if (--_j<0) _j = 16;
// vni is uniform on [-1,1).
float vni = uni+uni-1.0f;
// k is in range [0,63].
int k = ((int)(_u[_i]*128))%64;
// Fast path.
float rnor = vni*_v[k+1];
if (rnor<=_v[k] && -rnor<=_v[k]) return rnor;
// Slow path.
float x = (Math.abs(rnor)-_v[k])/(_v[k+1]-_v[k]);
float y = fib();
float s = x+y;
if (s<=C2) {
if (s<=C1) return rnor;
float bmbx = B-B*x;
if (y<=C-AA*Math.exp(-0.5f*bmbx*bmbx)) {
if (Math.exp(-0.5f*_v[k+1]*_v[k+1])+y*PC/_v[k+1] <=
Math.exp(-0.5f*rnor*rnor)) return rnor;
do {
y = fib();
x = OXN*(float)Math.log(y);
y = fib();
} while (-2.0f*Math.log(y)<=x*x);
float xnmx = XN-x;
return (rnor>=0.0f?Math.abs(xnmx):-Math.abs(xnmx));
}
}
float bmbx = B-B*x;
return (rnor>=0.0?Math.abs(bmbx):-Math.abs(bmbx));
}
/**
* Seeds the random number generator.
* Different seeds yield different sequences of random numbers.
*@param seed the seed.
*/
public void setSeed(int seed) {
// Convert seed to four smallish positive integers.
if (seed<0) seed = -seed;
int i1 = (seed%177)+1;
int j1 = (seed%167)+1;
int k1 = (seed%157)+1;
int l1 = (seed%147)+1;
// Generate random bit pattern in array based on given seed.
for (int ii=0; ii<17; ++ii) {
float s = 0.0f;
float t = 0.5f;
// Loop over bits in the float mantissa.
for (int jj=0; jj=32) s += t;
t *= 0.5;
}
_u[ii] = s;
}
// Initialize generators.
_i = 16;
_j = 4;
_c = CS;
}
private float fib() {
float r = _u[_i]-_u[_j];
if (r<0.0f) r += 1.0f;
_u[_i] = r;
if (--_i<0) _i = 16;
if (--_j<0) _j = 16;
return r;
}
// Constants and state for uniform generator (16777216=2^24).
private static final float CS = 362436.0f/16777216.0f;
private static final float CD = 7654321.0f/16777216.0f;
private static final float CM = 16777213.0f/16777216.0f;
private static final int NBITS = 24;
private int _i = 16;
private int _j = 4;
private float _c = CS;
private float[] _u = {
0.8668672834288f, 0.3697986366357f, 0.8008968294805f,
0.4173889774680f, 0.8254561579836f, 0.9640965269077f,
0.4508667414265f, 0.6451309529668f, 0.1645456024730f,
0.2787901807898f, 0.06761531340295f, 0.9663226330820f,
0.01963343943798f, 0.02947398211399f, 0.1636231515294f,
0.3976343250467f, 0.2631008574685f
};
// Constants and additional state for normal generator.
// Normal generator uses state of uniform generator.
private static final float AA = 12.37586f;
private static final float B = 0.4878992f;
private static final float C = 12.67706f;
private static final float C1 = 0.9689279f;
private static final float C2 = 1.301198f;
private static final float PC = 0.01958303f;
private static final float XN = 2.776994f;
private static final float OXN = 0.3601016f;
private static float _v[]={
0.3409450f, 0.4573146f, 0.5397793f, 0.6062427f, 0.6631691f,
0.7136975f, 0.7596125f, 0.8020356f, 0.8417227f, 0.8792102f, 0.9148948f,
0.9490791f, 0.9820005f, 1.0138492f, 1.0447810f, 1.0749254f, 1.1043917f,
1.1332738f, 1.1616530f, 1.1896010f, 1.2171815f, 1.2444516f, 1.2714635f,
1.2982650f, 1.3249008f, 1.3514125f, 1.3778399f, 1.4042211f, 1.4305929f,
1.4569915f, 1.4834526f, 1.5100121f, 1.5367061f, 1.5635712f, 1.5906454f,
1.6179680f, 1.6455802f, 1.6735255f, 1.7018503f, 1.7306045f, 1.7598422f,
1.7896223f, 1.8200099f, 1.8510770f, 1.8829044f, 1.9155830f, 1.9492166f,
1.9839239f, 2.0198430f, 2.0571356f, 2.0959930f, 2.1366450f, 2.1793713f,
2.2245175f, 2.2725185f, 2.3239338f, 2.3795007f, 2.4402218f, 2.5075117f,
2.5834658f, 2.6713916f, 2.7769943f, 2.7769943f, 2.7769943f, 2.7769943f
};
}
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