FastRandom

A fast random number generator for .NET written by Colin Green, January 2005. I'm putting it here just to make it easier to link to it from other articles.

    using System;

namespace Shimirel.Utilities.Random
{
	/// 
	/// A fast random number generator for .NET
	/// Colin Green, January 2005
	/// 
	/// September 4th 2005
	///	 Added NextBytesUnsafe() - commented out by default.
	///	 Fixed bug in Reinitialise() - y,z and w variables were not being reset.
	/// 
	/// Key points:
	///  1) Based on a simple and fast xor-shift pseudo random number generator (RNG) specified in: 
	///  Marsaglia, George. (2003). Xorshift RNGs.
	///  http://www.jstatsoft.org/v08/i14/xorshift.pdf
	///  
	///  This particular implementation of xorshift has a period of 2^128-1. See the above paper to see
	///  how this can be easily extened if you need a longer period. At the time of writing I could find no 
	///  information on the period of System.Random for comparison.
	/// 
	///  2) Faster than System.Random. Up to 8x faster, depending on which methods are called.
	/// 
	///  3) Direct replacement for System.Random. This class implements all of the methods that System.Random 
	///  does plus some additional methods. The like named methods are functionally equivalent.
	///  
	///  4) Allows fast re-initialisation with a seed, unlike System.Random which accepts a seed at construction
	///  time which then executes a relatively expensive initialisation routine. This provides a vast speed improvement
	///  if you need to reset the pseudo-random number sequence many times, e.g. if you want to re-generate the same
	///  sequence many times. An alternative might be to cache random numbers in an array, but that approach is limited
	///  by memory capacity and the fact that you may also want a large number of different sequences cached. Each sequence
	///  can each be represented by a single seed value (int) when using FastRandom.
	///  
	///  Notes.
	///  A further performance improvement can be obtained by declaring local variables as static, thus avoiding 
	///  re-allocation of variables on each call. However care should be taken if multiple instances of
	///  FastRandom are in use or if being used in a multi-threaded environment.
	/// 
	/// 
	public class FastRandom : IFastRandom
    {
		// The +1 ensures NextDouble doesn't generate 1.0
		const double REAL_UNIT_INT = 1.0 / ((double)int.MaxValue + 1.0);
		const double REAL_UNIT_UINT = 1.0 / ((double)uint.MaxValue + 1.0);
		const uint Y = 842502087, Z = 3579807591, W = 273326509;

		uint x, y, z, w;

		#region Constructors

		/// 
		/// Initialises a new instance using time dependent seed.
		/// 
		public FastRandom()
		{
			// Initialise using the system tick count.
			Reinitialise((int)Environment.TickCount);
		}

		/// 
		/// Initialises a new instance using an int value as seed.
		/// This constructor signature is provided to maintain compatibility with
		/// System.Random
		/// 
		public FastRandom(int seed)
		{
			Reinitialise(seed);
		}

		#endregion

		#region Public Methods [Reinitialisation]

		/// 
		/// Reinitialises using an int value as a seed.
		/// 
		///
		public void Reinitialise(int seed)
		{
			// The only stipulation stated for the xorshift RNG is that at least one of
			// the seeds x,y,z,w is non-zero. We fulfill that requirement by only allowing
			// resetting of the x seed
			x = (uint)seed;
			y = Y;
			z = Z;
			w = W;
		}

		#endregion

		#region Public Methods [System.Random functionally equivalent methods]

		/// 
		/// Generates a random int over the range 0 to int.MaxValue-1.
		/// MaxValue is not generated in order to remain functionally equivalent to System.Random.Next().
		/// This does slightly eat into some of the performance gain over System.Random, but not much.
		/// For better performance see:
		/// 
		/// Call NextInt() for an int over the range 0 to int.MaxValue.
		/// 
		/// Call NextUInt() and cast the result to an int to generate an int over the full Int32 value range
		/// including negative values. 
		/// 
		/// 
		public int Next()
		{
			uint t = (x ^ (x << 11));
			x = y; y = z; z = w;
			w = (w ^ (w >> 19)) ^ (t ^ (t >> 8));

			// Handle the special case where the value int.MaxValue is generated. This is outside of 
			// the range of permitted values, so we therefore call Next() to try again.
			uint rtn = w & 0x7FFFFFFF;
			if (rtn == 0x7FFFFFFF)
				return Next();
			return (int)rtn;
		}

		/// 
		/// Generates a random int over the range 0 to upperBound-1, and not including upperBound.
		/// 
		///
		/// 
		public int Next(int upperBound)
		{
			if (upperBound < 0)
				throw new ArgumentOutOfRangeException("upperBound", upperBound, "upperBound must be >=0");

			uint t = (x ^ (x << 11));
			x = y; y = z; z = w;

			// The explicit int cast before the first multiplication gives better performance.
			// See comments in NextDouble.
			return (int)((REAL_UNIT_INT * (int)(0x7FFFFFFF & (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8))))) * upperBound);
		}

		/// 
		/// Generates a random int over the range lowerBound to upperBound-1, and not including upperBound.
		/// upperBound must be >= lowerBound. lowerBound may be negative.
		/// 
		///
		///
		/// 
		public int Next(int lowerBound, int upperBound)
		{
			if (lowerBound > upperBound)
				throw new ArgumentOutOfRangeException("upperBound", upperBound, "upperBound must be >=lowerBound");

			uint t = (x ^ (x << 11));
			x = y; y = z; z = w;

			// The explicit int cast before the first multiplication gives better performance.
			// See comments in NextDouble.
			int range = upperBound - lowerBound;
			if (range < 0)
			{   // If range is <0 then an overflow has occured and must resort to using long integer arithmetic instead (slower).
				// We also must use all 32 bits of precision, instead of the normal 31, which again is slower.	
				return lowerBound + (int)((REAL_UNIT_UINT * (double)(w = (w ^ (w >> 19)) ^ (t ^ (t >> 8)))) * (double)((long)upperBound - (long)lowerBound));
			}

			// 31 bits of precision will suffice if range<=int.MaxValue. This allows us to cast to an int and gain
			// a little more performance.
			return lowerBound + (int)((REAL_UNIT_INT * (double)(int)(0x7FFFFFFF & (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8))))) * (double)range);
		}

		/// 
		/// Generates a random double. Values returned are from 0.0 up to but not including 1.0.
		/// 
		/// 
		public double NextDouble()
		{
			uint t = (x ^ (x << 11));
			x = y; y = z; z = w;

			// Here we can gain a 2x speed improvement by generating a value that can be cast to 
			// an int instead of the more easily available uint. If we then explicitly cast to an 
			// int the compiler will then cast the int to a double to perform the multiplication, 
			// this final cast is a lot faster than casting from a uint to a double. The extra cast
			// to an int is very fast (the allocated bits remain the same) and so the overall effect 
			// of the extra cast is a significant performance improvement.
			//
			// Also note that the loss of one bit of precision is equivalent to what occurs within 
			// System.Random.
			return (REAL_UNIT_INT * (int)(0x7FFFFFFF & (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8)))));
		}


		/// 
		/// Fills the provided byte array with random bytes.
		/// This method is functionally equivalent to System.Random.NextBytes(). 
		/// 
		///
		public void NextBytes(byte[] buffer)
		{
			// Fill up the bulk of the buffer in chunks of 4 bytes at a time.
			uint x = this.x, y = this.y, z = this.z, w = this.w;
			int i = 0;
			uint t;
			for (int bound = buffer.Length - 3; i < bound;)
			{
				// Generate 4 bytes. 
				// Increased performance is achieved by generating 4 random bytes per loop.
				// Also note that no mask needs to be applied to zero out the higher order bytes before
				// casting because the cast ignores thos bytes. Thanks to Stefan Troschütz for pointing this out.
				t = (x ^ (x << 11));
				x = y; y = z; z = w;
				w = (w ^ (w >> 19)) ^ (t ^ (t >> 8));

				buffer[i++] = (byte)w;
				buffer[i++] = (byte)(w >> 8);
				buffer[i++] = (byte)(w >> 16);
				buffer[i++] = (byte)(w >> 24);
			}

			// Fill up any remaining bytes in the buffer.
			if (i < buffer.Length)
			{
				// Generate 4 bytes.
				t = (x ^ (x << 11));
				x = y; y = z; z = w;
				w = (w ^ (w >> 19)) ^ (t ^ (t >> 8));

				buffer[i++] = (byte)w;
				if (i < buffer.Length)
				{
					buffer[i++] = (byte)(w >> 8);
					if (i < buffer.Length)
					{
						buffer[i++] = (byte)(w >> 16);
						if (i < buffer.Length)
						{
							buffer[i] = (byte)(w >> 24);
						}
					}
				}
			}
			this.x = x; this.y = y; this.z = z; this.w = w;
		}


		//		/// 
		//		/// A version of NextBytes that uses a pointer to set 4 bytes of the byte buffer in one operation
		//		/// thus providing a nice speedup. The loop is also partially unrolled to allow out-of-order-execution,
		//		/// this results in about a x2 speedup on an AMD Athlon. Thus performance may vary wildly on different CPUs
		//		/// depending on the number of execution units available.
		//		/// 
		//		/// Another significant speedup is obtained by setting the 4 bytes by indexing pDWord (e.g. pDWord[i++]=w)
		//		/// instead of adjusting it dereferencing it (e.g. *pDWord++=w).
		//		/// 
		//		/// Note that this routine requires the unsafe compilation flag to be specified and so is commented out by default.
		//		/// 
		//		///
		//		public unsafe void NextBytesUnsafe(byte[] buffer)
		//		{
		//			if(buffer.Length % 8 != 0)
		//				throw new ArgumentException("Buffer length must be divisible by 8", "buffer");
		//
		//			uint x=this.x, y=this.y, z=this.z, w=this.w;
		//			
		//			fixed(byte* pByte0 = buffer)
		//			{
		//				uint* pDWord = (uint*)pByte0;
		//				for(int i=0, len=buffer.Length>>2; i < len; i+=2) 
		//				{
		//					uint t=(x^(x<<11));
		//					x=y; y=z; z=w;
		//					pDWord[i] = w = (w^(w>>19))^(t^(t>>8));
		//
		//					t=(x^(x<<11));
		//					x=y; y=z; z=w;
		//					pDWord[i+1] = w = (w^(w>>19))^(t^(t>>8));
		//				}
		//			}
		//
		//			this.x=x; this.y=y; this.z=z; this.w=w;
		//		}

		#endregion

		#region Public Methods [Methods not present on System.Random]

		/// 
		/// Generates a uint. Values returned are over the full range of a uint, 
		/// uint.MinValue to uint.MaxValue, inclusive.
		/// 
		/// This is the fastest method for generating a single random number because the underlying
		/// random number generator algorithm generates 32 random bits that can be cast directly to 
		/// a uint.
		/// 
		/// 
		public uint NextUInt()
		{
			uint t = (x ^ (x << 11));
			x = y; y = z; z = w;
			return (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8)));
		}

		/// 
		/// Generates a random int over the range 0 to int.MaxValue, inclusive. 
		/// This method differs from Next() only in that the range is 0 to int.MaxValue
		/// and not 0 to int.MaxValue-1.
		/// 
		/// The slight difference in range means this method is slightly faster than Next()
		/// but is not functionally equivalent to System.Random.Next().
		/// 
		/// 
		public int NextInt()
		{
			uint t = (x ^ (x << 11));
			x = y; y = z; z = w;
			return (int)(0x7FFFFFFF & (w = (w ^ (w >> 19)) ^ (t ^ (t >> 8))));
		}


		// Buffer 32 bits in bitBuffer, return 1 at a time, keep track of how many have been returned
		// with bitBufferIdx.
		uint bitBuffer;
		uint bitMask = 1;

		/// 
		/// Generates a single random bit.
		/// This method's performance is improved by generating 32 bits in one operation and storing them
		/// ready for future calls.
		/// 
		/// 
		public bool NextBool()
		{
			if (bitMask == 1)
			{
				// Generate 32 more bits.
				uint t = (x ^ (x << 11));
				x = y; y = z; z = w;
				bitBuffer = w = (w ^ (w >> 19)) ^ (t ^ (t >> 8));

				// Reset the bitMask that tells us which bit to read next.
				bitMask = 0x80000000;
				return (bitBuffer & bitMask) == 0;
			}

			return (bitBuffer & (bitMask >>= 1)) == 0;
		}

		#endregion
	}
}

    namespace Shimirel.Utilities.Random
{
    public interface IFastRandom
    {
        /// 
        /// Reinitialises using an int value as a seed.
        /// 
        ///
        void Reinitialise(int seed);

        /// 
        /// Generates a random int over the range 0 to int.MaxValue-1.
        /// MaxValue is not generated in order to remain functionally equivalent to System.Random.Next().
        /// This does slightly eat into some of the performance gain over System.Random, but not much.
        /// For better performance see:
        /// 
        /// Call NextInt() for an int over the range 0 to int.MaxValue.
        /// 
        /// Call NextUInt() and cast the result to an int to generate an int over the full Int32 value range
        /// including negative values. 
        /// 
        /// 
        int Next();

        /// 
        /// Generates a random int over the range 0 to upperBound-1, and not including upperBound.
        /// 
        ///
        /// 
        int Next(int upperBound);

        /// 
        /// Generates a random int over the range lowerBound to upperBound-1, and not including upperBound.
        /// upperBound must be >= lowerBound. lowerBound may be negative.
        /// 
        ///
        ///
        /// 
        int Next(int lowerBound, int upperBound);

        /// 
        /// Generates a random double. Values returned are from 0.0 up to but not including 1.0.
        /// 
        /// 
        double NextDouble();

        /// 
        /// Fills the provided byte array with random bytes.
        /// This method is functionally equivalent to System.Random.NextBytes(). 
        /// 
        ///
        void NextBytes(byte[] buffer);

        /// 
        /// Generates a uint. Values returned are over the full range of a uint, 
        /// uint.MinValue to uint.MaxValue, inclusive.
        /// 
        /// This is the fastest method for generating a single random number because the underlying
        /// random number generator algorithm generates 32 random bits that can be cast directly to 
        /// a uint.
        /// 
        /// 
        uint NextUInt();

        /// 
        /// Generates a random int over the range 0 to int.MaxValue, inclusive. 
        /// This method differs from Next() only in that the range is 0 to int.MaxValue
        /// and not 0 to int.MaxValue-1.
        /// 
        /// The slight difference in range means this method is slightly faster than Next()
        /// but is not functionally equivalent to System.Random.Next().
        /// 
        /// 
        int NextInt();

        /// 
        /// Generates a single random bit.
        /// This method's performance is improved by generating 32 bits in one operation and storing them
        /// ready for future calls.
        /// 
        /// 
        bool NextBool();
    }
}