marsaglia.h

// Copyright 2009-2021 NTESS. Under the terms
// of Contract DE-NA0003525 with NTESS, the U.S.
// Government retains certain rights in this software.
//
// Copyright (c) 2009-2021, NTESS
// All rights reserved.
//
// This file is part of the SST software package. For license
// information, see the LICENSE file in the top level directory of the
// distribution.

#ifndef SST_CORE_RNG_MARSAGLIA_H
#define SST_CORE_RNG_MARSAGLIA_H

#include "sst/core/sst_types.h"

#include "rng.h"

#include <stdint.h>
#include <sys/time.h>

#include "sstrng.h"

#define MARSAGLIA_UINT32_MAX 4294967295U
#define MARSAGLIA_UINT64_MAX 18446744073709551615ULL
#define MARSAGLIA_INT32_MAX  2147483647L
#define MARSAGLIA_INT64_MAX  9223372036854775807LL

namespace SST {
namespace RNG {
/**
    \class MarsagliaRNG marsaglia.h "sst/core/rng/marsaglia.h"

    Implements a random number generator using the Marsaglia method. This method is
    computationally cheap and provides a reasonable distribution of random numbers. If
    you need additional strength in the random numbers you may want to consider the
    Mersenne RNG.

        For more information see the Multiply-with-carry Random Number Generator article
    at Wikipedia (http://en.wikipedia.org/wiki/Multiply-with-carry).
*/
class MarsagliaRNG : public SST::RNG::Random
{

public:
    /**
        Creates a new Marsaglia RNG using the initial seeds.
        @param[in] initial_z One of the random seed pairs
        @param[in] initial_w One of the random seed pairs.
    */
    MarsagliaRNG(unsigned int initial_z, unsigned int initial_w);

    /**
        Creates a new Marsaglia RNG using random initial seeds (which are
        read from the system clock). Note that these will create variation
        between runs and between platforms.
    */
    MarsagliaRNG();

    /**
        Restart the random number generator with new seeds
        @param[in] new_z A new Z-seed
        @param[in] new_w A new W-seed
    */
    void restart(unsigned int new_z, unsigned int new_w);

    /**
        Generates the next random number as a double in the range 0 to 1.
    */
    double nextUniform() override;

    /**
        Generates the next random number as an unsigned 32-bit integer.
    */
    uint32_t generateNextUInt32() override;

    /**
        Generates the next random number as an unsigned 64-bit integer.
    */
    uint64_t generateNextUInt64() override;

    /**
        Generates the next number as a signed 64-bit integer.
    */
    int64_t generateNextInt64() override;

    /**
        Generates the next number as a signed 32-bit integer.
    */
    int32_t generateNextInt32() override;

    /**
        Seed the XOR RNG
    */
    void seed(uint64_t newSeed);

private:
    /**
        Generates the next random number
    */
    unsigned int generateNext();

    /**
        The Z seed of the Marsaglia generator
    */
    unsigned int m_z;

    /**
        The W seed of the Marsaglia generator
    */
    unsigned int m_w;
};

} // namespace RNG
} // namespace SST

#endif // SST_CORE_RNG_MARSAGLIA_H