{-# LANGUAGE CPP #-} {-# LANGUAGE BangPatterns, DeriveDataTypeable, FlexibleContexts, MagicHash, Rank2Types, ScopedTypeVariables, TypeFamilies, ForeignFunctionInterface #-} -- | -- Module : System.Random.MWC -- Copyright : (c) 2009-2012 Bryan O'Sullivan -- License : BSD3 -- -- Maintainer : bos@serpentine.com -- Stability : experimental -- Portability : portable -- -- Pseudo-random number generation. This module contains code for -- generating high quality random numbers that follow a uniform -- distribution. -- -- For non-uniform distributions, see the -- 'System.Random.MWC.Distributions' module. -- -- The uniform PRNG uses Marsaglia's MWC256 (also known as MWC8222) -- multiply-with-carry generator, which has a period of 2^8222 and -- fares well in tests of randomness. It is also extremely fast, -- between 2 and 3 times faster than the Mersenne Twister. -- -- The generator state is stored in the 'Gen' data type. It can be -- created in several ways: -- -- 1. Using the 'withSystemRandom' call, which creates a random state. -- -- 2. Supply your own seed to 'initialize' function. -- -- 3. Finally, 'create' makes a generator from a fixed seed. -- Generators created in this way aren't really random. -- -- For repeatability, the state of the generator can be snapshotted -- and replayed using the 'save' and 'restore' functions. -- -- The simplest use is to generate a vector of uniformly distributed values: -- -- @ -- vs \<- 'withSystemRandom' . 'asGenST' $ \\gen -> 'uniformVector' gen 100 -- @ -- -- These values can be of any type which is an instance of the class -- 'Variate'. -- -- To generate random values on demand, first 'create' a random number -- generator. -- -- @ -- gen <- 'create' -- @ -- -- Hold onto this generator and use it wherever random values are -- required (creating a new generator is expensive compared to -- generating a random number, so you don't want to throw them -- away). Get a random value using 'uniform' or 'uniformR': -- -- @ -- v <- 'uniform' gen -- @ -- -- @ -- v <- 'uniformR' (1, 52) gen -- @ module System.Random.MWC ( -- * Gen: Pseudo-Random Number Generators Gen , initialize , createSystemRandom , GenIO , splitGen -- * Variates: uniformly distributed values , Variate(..) , uniformVector ) where #if defined(__GLASGOW_HASKELL__) && !defined(__HADDOCK__) #include "MachDeps.h" #endif import Control.Monad (liftM, replicateM) import Data.Bits ((.|.), shiftL, shiftR) import Data.Int (Int8, Int16, Int32, Int64) import Data.Vector.Generic (Vector) import Data.Word (Word8, Word16, Word32, Word64) #if !MIN_VERSION_base(4,8,0) import Data.Word (Word) #endif import Foreign.Marshal.Alloc (allocaBytes) import Foreign.Marshal.Array (peekArray) import qualified Data.Vector.Generic as G import qualified Data.Vector.Unboxed as I import qualified Data.Vector.Unboxed.Mutable as M #if defined(mingw32_HOST_OS) import Foreign.Ptr import Foreign.C.Types #else import System.IO (IOMode(..), hGetBuf, withBinaryFile) #endif import Basement.Monad (PrimMonad(..)) -- | The class of types for which we can generate uniformly -- distributed random variates. -- -- The uniform PRNG uses Marsaglia's MWC256 (also known as MWC8222) -- multiply-with-carry generator, which has a period of 2^8222 and -- fares well in tests of randomness. It is also extremely fast, -- between 2 and 3 times faster than the Mersenne Twister. -- -- /Note/: Marsaglia's PRNG is not known to be cryptographically -- secure, so you should not use it for cryptographic operations. class Variate a where -- | Generate a single uniformly distributed random variate. The -- range of values produced varies by type: -- -- * For fixed-width integral types, the type's entire range is -- used. -- -- * For floating point numbers, the range (0,1] is used. Zero is -- explicitly excluded, to allow variates to be used in -- statistical calculations that require non-zero values -- (e.g. uses of the 'log' function). -- -- To generate a 'Float' variate with a range of [0,1), subtract -- 2**(-33). To do the same with 'Double' variates, subtract -- 2**(-53). uniform :: Gen -> IO a -- | Generate single uniformly distributed random variable in a -- given range. -- -- * For integral types inclusive range is used. -- -- * For floating point numbers range (a,b] is used if one ignores -- rounding errors. uniformR :: (a,a) -> Gen -> IO a instance Variate Word32 where uniform = uniform1 fromIntegral uniformR a b = uniformRange a b {-# INLINE uniform #-} {-# INLINE uniformR #-} instance Variate Word64 where uniform = uniform2 wordsTo64Bit uniformR a b = uniformRange a b {-# INLINE uniform #-} {-# INLINE uniformR #-} instance Variate Int where #if WORD_SIZE_IN_BITS < 64 uniform = uniform1 fromIntegral #else uniform = uniform2 wordsTo64Bit #endif uniformR a b = uniformRange a b {-# INLINE uniform #-} {-# INLINE uniformR #-} instance Variate Word where #if WORD_SIZE_IN_BITS < 64 uniform = uniform1 fromIntegral #else uniform = uniform2 wordsTo64Bit #endif uniformR a b = uniformRange a b {-# INLINE uniform #-} {-# INLINE uniformR #-} wordsTo64Bit :: (Integral a) => Word32 -> Word32 -> a wordsTo64Bit x y = fromIntegral ((fromIntegral x `shiftL` 32) .|. fromIntegral y :: Word64) {-# INLINE wordsTo64Bit #-} -- | State of the pseudo-random number generator. It uses mutable -- state so same generator shouldn't be used from the different -- threads simultaneously. newtype Gen = Gen (M.MVector (PrimState IO) Word32) -- | A shorter name for PRNG state in the 'IO' monad. type GenIO = Gen ioff, coff :: Int ioff = 256 coff = 257 -- | Create a generator for variates using the given seed of 256 elements -- -- @gen' <- 'initialize' . 'fromSeed' =<< 'save'@ initialize :: I.Vector Word32 -> IO Gen initialize seed | fini /= 256 = error "mwc seed invalid size" | otherwise = do q <- M.unsafeNew 258 fill q M.unsafeWrite q ioff 255 M.unsafeWrite q coff 362436 return (Gen q) where fini = G.length seed fill q = go 0 where go i | i == 256 = return () | otherwise = M.unsafeWrite q i (G.unsafeIndex seed i) >> go (i+1) {-# INLINE initialize #-} -- | Acquire seed from the system entropy source. On Unix machines, -- this will attempt to use @/dev/urandom@. On Windows, it will internally -- use @RtlGenRandom@. acquireSeedSystem :: IO [Word32] acquireSeedSystem = do #if !defined(mingw32_HOST_OS) -- Read 256 random Word32s from /dev/urandom let nbytes = 1024 random = "/dev/urandom" allocaBytes nbytes $ \buf -> do nread <- withBinaryFile random ReadMode $ \h -> hGetBuf h buf nbytes peekArray (nread `div` 4) buf #else let nbytes = 1024 -- Generate 256 random Word32s from RtlGenRandom allocaBytes nbytes $ \buf -> do ok <- c_RtlGenRandom buf (fromIntegral nbytes) if ok then return () else fail "Couldn't use RtlGenRandom" peekArray (nbytes `div` 4) buf -- Note: on 64-bit Windows, the 'stdcall' calling convention -- isn't supported, so we use 'ccall' instead. #if defined(i386_HOST_ARCH) # define WINDOWS_CCONV stdcall #elif defined(x86_64_HOST_ARCH) # define WINDOWS_CCONV ccall #else # error Unknown mingw32 architecture! #endif -- Note: On Windows, the typical convention would be to use -- the CryptoGenRandom API in order to generate random data. -- However, here we use 'SystemFunction036', AKA RtlGenRandom. -- -- This is a commonly used API for this purpose; one bonus is -- that it avoids having to bring in the CryptoAPI library, -- and completely sidesteps the initialization cost of CryptoAPI. -- -- While this function is technically "subject to change" that is -- extremely unlikely in practice: rand_s in the Microsoft CRT uses -- this, and they can't change it easily without also breaking -- backwards compatibility with e.g. statically linked applications. -- -- The name 'SystemFunction036' is the actual link-time name; the -- display name is just for giggles, I guess. -- -- See also: -- - http://blogs.msdn.com/b/michael_howard/archive/2005/01/14/353379.aspx -- - https://bugzilla.mozilla.org/show_bug.cgi?id=504270 -- foreign import WINDOWS_CCONV unsafe "SystemFunction036" c_RtlGenRandom :: Ptr a -> CULong -> IO Bool #endif -- | Seed a PRNG with data from the system's fast source of pseudo-random -- numbers. createSystemRandom :: IO GenIO createSystemRandom = do seed <- acquireSeedSystem initialize (I.fromList seed) -- | Compute the next index into the state pool. This is simply -- addition modulo 256. nextIndex :: Integral a => a -> Int nextIndex i = fromIntegral j where j = fromIntegral (i+1) :: Word8 {-# INLINE nextIndex #-} aa :: Word64 aa = 1540315826 {-# INLINE aa #-} data DoubleWord32 = DoubleWord32 {-# UNPACK #-} !Word32 {-# UNPACK #-} !Word32 uniformWord32 :: Gen -> IO Word32 uniformWord32 (Gen q) = do i <- nextIndex `liftM` M.unsafeRead q ioff c <- fromIntegral `liftM` M.unsafeRead q coff qi <- fromIntegral `liftM` M.unsafeRead q i let t = aa * qi + c c' = fromIntegral (t `shiftR` 32) x = fromIntegral t + c' (DoubleWord32 x' c'') | x < c' = DoubleWord32 (x + 1) (c' + 1) | otherwise = DoubleWord32 x c' M.unsafeWrite q i x' M.unsafeWrite q ioff (fromIntegral i) M.unsafeWrite q coff (fromIntegral c'') return x' {-# INLINE uniformWord32 #-} uniform1 :: (Word32 -> a) -> Gen -> IO a uniform1 f gen = do i <- uniformWord32 gen return $! f i {-# INLINE uniform1 #-} uniform2 :: (Word32 -> Word32 -> a) -> Gen -> IO a uniform2 f (Gen q) = do i <- nextIndex `liftM` M.unsafeRead q ioff let j = nextIndex i c <- fromIntegral `liftM` M.unsafeRead q coff qi <- fromIntegral `liftM` M.unsafeRead q i qj <- fromIntegral `liftM` M.unsafeRead q j let t = aa * qi + c c' = fromIntegral (t `shiftR` 32) x = fromIntegral t + c' DoubleWord32 x' c'' | x < c' = DoubleWord32 (x + 1) (c' + 1) | otherwise = DoubleWord32 x c' u = aa * qj + fromIntegral c'' d' = fromIntegral (u `shiftR` 32) y = fromIntegral u + d' DoubleWord32 y' d'' | y < d' = DoubleWord32 (y + 1) (d' + 1) | otherwise = DoubleWord32 y d' M.unsafeWrite q i x' M.unsafeWrite q j y' M.unsafeWrite q ioff (fromIntegral j) M.unsafeWrite q coff (fromIntegral d'') return $! f x' y' {-# INLINE uniform2 #-} -- Type family for fixed size integrals. For signed data types it's -- its unsigned couterpart with same size and for unsigned data types -- it's same type type family Unsigned a :: * type instance Unsigned Int8 = Word8 type instance Unsigned Int16 = Word16 type instance Unsigned Int32 = Word32 type instance Unsigned Int64 = Word64 type instance Unsigned Word8 = Word8 type instance Unsigned Word16 = Word16 type instance Unsigned Word32 = Word32 type instance Unsigned Word64 = Word64 -- This is workaround for bug #25. -- -- GHC-7.6 has a bug (#8072) which results in calculation of wrong -- number of buckets in function `uniformRange'. Consequently uniformR -- generates values in wrong range. -- -- Bug only affects 32-bit systems and Int/Word data types. Word32 -- works just fine. So we set Word32 as unsigned counterpart for Int -- and Word on 32-bit systems. It's done only for GHC-7.6 because -- other versions are unaffected by the bug and we expect that GHC may -- optimise code which uses Word better. #if (WORD_SIZE_IN_BITS < 64) && (__GLASGOW_HASKELL__ == 706) type instance Unsigned Int = Word32 type instance Unsigned Word = Word32 #else type instance Unsigned Int = Word type instance Unsigned Word = Word #endif -- Subtract two numbers under assumption that x>=y and store result in -- unsigned data type of same size sub :: (Integral a, Integral (Unsigned a)) => a -> a -> Unsigned a sub x y = fromIntegral x - fromIntegral y {-# INLINE sub #-} add :: (Integral a, Integral (Unsigned a)) => a -> Unsigned a -> a add m x = m + fromIntegral x {-# INLINE add #-} -- Generate uniformly distributed value in inclusive range. -- -- NOTE: This function must be fully applied. Otherwise it won't be -- inlined, which will cause a severe performance loss. -- -- > uniformR = uniformRange -- won't be inlined -- > uniformR a b = uniformRange a b -- will be inlined uniformRange :: ( Integral a, Bounded a, Variate a , Integral (Unsigned a), Bounded (Unsigned a), Variate (Unsigned a)) => (a,a) -> Gen -> IO a uniformRange (x1,x2) g | n == 0 = uniform g -- Abuse overflow in unsigned types | otherwise = loop where -- Allow ranges where x2<x1 (i, j) | x1 < x2 = (x1, x2) | otherwise = (x2, x1) n = 1 + sub j i buckets = maxBound `div` n maxN = buckets * n loop = do x <- uniform g if x < maxN then return $! add i (x `div` buckets) else loop {-# INLINE uniformRange #-} -- | Generate a vector of pseudo-random variates. This is not -- necessarily faster than invoking 'uniform' repeatedly in a loop, -- but it may be more convenient to use in some situations. uniformVector :: (Variate a, Vector v a) => Gen -> Int -> IO (v a) uniformVector gen n = G.replicateM n (uniform gen) {-# INLINE uniformVector #-} -- | Split a generator into several that can run independently. splitGen :: Int -> GenIO -> IO [GenIO] splitGen n gen | n <= 0 = return [] | otherwise = fmap (gen:) . replicateM (n-1) $ initialize =<< uniformVector gen 256 -- $references -- -- * Marsaglia, G. (2003) Seeds for random number generators. -- /Communications of the ACM/ 46(5):90–93. -- <http://doi.acm.org/10.1145/769800.769827> -- -- * Doornik, J.A. (2007) Conversion of high-period random numbers to -- floating point. -- /ACM Transactions on Modeling and Computer Simulation/ 17(1). -- <http://www.doornik.com/research/randomdouble.pdf>