/* Written in 2021-2026 by Sebastiano Vigna (vigna@acm.org) To the extent possible under law, the author has dedicated all copyright and related and neighboring rights to this software to the public domain worldwide. Permission to use, copy, modify, and/or distribute this software for any purpose with or without fee is hereby granted. THE SOFTWARE IS PROVIDED "AS IS" AND THE AUTHOR DISCLAIMS ALL WARRANTIES WITH REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR ANY SPECIAL, DIRECT, INDIRECT, OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN AN ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, ARISING OUT OF OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE. */ #include #include /* This is GMWC128X 1.0, a Goresky-Klapper generalized multiply-with-carry generator (see their paper "Efficient Multiply-with-Carry Random Number Generators with Maximal Period", ACM Trans. Model. Comput. Simul., 13(4), pp. 310-321, 2003) with period approximately 2^127 whose output is scrambled by X, a generalization of the scrambler of David Thomas's MWC64X generator: the result is the next digit xored with the upper 64 bits of the 128-bit value t = GMWC_A1 * x + c from which the next digit and carry are computed. In an MWC generator these bits are the next carry, so X degenerates to Thomas's scrambler, the digit xored with the carry; in a GMWC generator the digit xored with the carry would be biased, as the range of the carry depends on the digit. While in general slower than a scrambled linear generator, it is an excellent generator based on congruential arithmetic. As all MWC generators, the underlying generator simulates a multiplicative LCG with prime modulus m = 0xfff0cfb4ed6366fa0000000068935f57 and multiplier given by the inverse of 2^64 modulo m. The major difference with Marsaglia's MWC generators is that the modulus has a more general form: this additional freedom avoids the defect in the lattice structure that the particular form of the modulus forces on MWC generators (see MWC128X), at the price of an additional 64-bit multiplication, an additional 128-bit multiplication, and an additional 128-bit sum. Both additional multiplications lie on the dependency chain of the carry, independently of the lag, so GMWC generators are slower than MWC generators. The scrambler X costs a single xor: in our tests on generators of the same kind with 32-bit digits, it removed all the lattice structure detectable by birthday-spacings tests. GMWC_A1 and GMWC_MINUSA0 maximize, among about 11 million random candidates with GMWC_A1 in [2^64 - 2^56 .. 2^64) and odd GMWC_MINUSA0 < 2^32 for which m is a safe prime, a weighted geometric mean of the figures of merit of the spectral test of the underlying generator in dimensions 2 to 8. GMWC128X 1.0 replaces GMWC128 1.0: it has different GMWC_A1 and GMWC_MINUSA0, and scrambles the output with X. */ #define GMWC_MINUSA0 0x68935f57 #define GMWC_A0INV 0x8316d3ad5de20399 #define GMWC_A1 0xfff0cfb4ed6366fa /* The state must be initialized so that GMWC_MINUSA0 <= c <= GMWC_A1 (a sufficient condition: valid states may have carries outside this range). If you have a 64-bit seed, we suggest to set c = 2 * GMWC_MINUSA0 (with c = GMWC_MINUSA0 or c = GMWC_A1 the states obtained from different seeds are arithmetically related), and to seed a SplitMix generator and use its output to fill x: do not use related seeds (e.g., consecutive integers) directly, as they generate correlated sequences. To obtain different streams, you can also use the jump functions. */ uint64_t x, c; uint64_t next(void) { const __uint128_t t = GMWC_A1 * (__uint128_t)x + c; x = GMWC_A0INV * (uint64_t)t; c = (t + GMWC_MINUSA0 * (__uint128_t)x) >> 64; return x ^ (uint64_t)(t >> 64); } /* The following jump functions use a minimal multiprecision library. They map the state to the integer h = c * b - GMWC_MINUSA0 * x mod m, where b = 2^64: since each call to next() multiplies h modulo m by A = b^-1 mod m, jumping ahead by n steps multiplies h by A^n mod m. The state is then recovered as x = GMWC_A0INV * h mod b, where GMWC_A0INV = (-GMWC_MINUSA0)^-1 mod b, and c = (h + GMWC_MINUSA0 * x) / b. */ #define MP_SIZE 3 #include "mp.c" static uint64_t mod[MP_SIZE] = { GMWC_MINUSA0, GMWC_A1 }; static __uint128_t mod128 = ((__uint128_t)GMWC_A1 << 64) + GMWC_MINUSA0; /* This is the jump function for the generator. It is equivalent to 2^64 calls to next(); it can be used to generate 2^63 non-overlapping subsequences for parallel computations. Equivalent C++ Boost multiprecision code: cpp_int b = cpp_int(1) << 64; cpp_int m = GMWC_A1 * b + GMWC_MINUSA0; cpp_int r = cpp_int("0x60e680f9fb32a4e53d3454cf128d6951"); cpp_int t = ((m + c * b - GMWC_MINUSA0 * cpp_int(x)) * r) % m; x = uint64_t(t * GMWC_A0INV); c = uint64_t((t + GMWC_MINUSA0 * cpp_int(x)) >> 64); */ void jump(void) { static uint64_t jump[MP_SIZE] = { 0x3d3454cf128d6951, 0x60e680f9fb32a4e5 }; const __uint128_t cc = (__uint128_t)c << 64; const __uint128_t xx = GMWC_MINUSA0 * (__uint128_t)x; const __uint128_t s = cc >= xx ? cc - xx : (mod128 - xx) + cc; uint64_t state[MP_SIZE] = { (uint64_t)s, (uint64_t)(s >> 64) }; mp_mul(state, jump, mod); x = GMWC_A0INV * state[0]; c = ((((__uint128_t)state[1] << 64) + state[0]) + GMWC_MINUSA0 * (__uint128_t)x) >> 64; } /* This is the long-jump function for the generator. It is equivalent to 2^96 calls to next(); it can be used to generate 2^31 starting points, from each of which jump() will generate 2^32 non-overlapping subsequences for parallel distributed computations. Equivalent C++ Boost multiprecision code: cpp_int b = cpp_int(1) << 64; cpp_int m = GMWC_A1 * b + GMWC_MINUSA0; cpp_int r = cpp_int("0xefbb70ae908b3b0e3d469e7c688d3f2f"); cpp_int t = ((m + c * b - GMWC_MINUSA0 * cpp_int(x)) * r) % m; x = uint64_t(t * GMWC_A0INV); c = uint64_t((t + GMWC_MINUSA0 * cpp_int(x)) >> 64); */ void long_jump(void) { static uint64_t long_jump[MP_SIZE] = { 0x3d469e7c688d3f2f, 0xefbb70ae908b3b0e }; const __uint128_t cc = (__uint128_t)c << 64; const __uint128_t xx = GMWC_MINUSA0 * (__uint128_t)x; const __uint128_t s = cc >= xx ? cc - xx : (mod128 - xx) + cc; uint64_t state[MP_SIZE] = { (uint64_t)s, (uint64_t)(s >> 64) }; mp_mul(state, long_jump, mod); x = GMWC_A0INV * state[0]; c = ((((__uint128_t)state[1] << 64) + state[0]) + (__uint128_t)GMWC_MINUSA0 * x) >> 64; } /* The following arbitrary-jump functions compute A^n mod m by modular exponentiation. Since m has no special form, A is given explicitly. */ static uint64_t base[MP_SIZE] = { 0x02da9505fade3656, 0x830f0c9c3dd132cf }; // A = b^-1 mod m static void jumpmul(const uint64_t * const r) { const __uint128_t cc = (__uint128_t)c << 64; const __uint128_t xx = GMWC_MINUSA0 * (__uint128_t)x; const __uint128_t s = cc >= xx ? cc - xx : (mod128 - xx) + cc; uint64_t state[MP_SIZE] = { (uint64_t)s, (uint64_t)(s >> 64) }; mp_mul(state, r, mod); x = GMWC_A0INV * state[0]; c = ((((__uint128_t)state[1] << 64) + state[0]) + GMWC_MINUSA0 * (__uint128_t)x) >> 64; } /* This is the arbitrary-jump function for the generator expressed as c * 2^e. It is equivalent to c * 2^e calls to next(); for example, jump_ce(1, 64) is equivalent to jump() and jump_ce(1, 96) is equivalent to long_jump(). Expressing the distance as c * 2^e makes it possible to request both ordinary counts (jump_ce(k, 0)) and multiples of power-of-two jumps without handling multiple-precision integers. Equivalent C++ Boost multiprecision code (carry is the generator's c): cpp_int b = cpp_int(1) << 64; cpp_int m = GMWC_A1 * b + GMWC_MINUSA0; cpp_int A("0x830f0c9c3dd132cf02da9505fade3656"); // = b^-1 mod m cpp_int r = powm(A, cpp_int(c) << e, m); // A^(c * 2^e) mod m cpp_int t = ((m + carry * b - GMWC_MINUSA0 * cpp_int(x)) * r) % m; x = uint64_t(t * GMWC_A0INV); carry = uint64_t((t + GMWC_MINUSA0 * cpp_int(x)) >> 64); */ void jump_ce(uint64_t c, uint32_t e) { uint64_t r[MP_SIZE]; mp_powmod(r, base, c, mod); while (e--) mp_mul(r, r, mod); // r = (base^c)^(2^e) = base^(c * 2^e) mod m jumpmul(r); } /* This is the general arbitrary-jump function for the generator. It is equivalent to n calls to next(), where n = jump[0] + jump[1] * 2^64 is the little-endian integer held in the MP_SIZE - 1 words of jump. Unlike jump_ce(), it can express any jump distance. For the jump to be meaningful, n should be smaller than the period (approximately 2^127). Equivalent C++ Boost multiprecision code (carry is the generator's c): cpp_int b = cpp_int(1) << 64; cpp_int m = GMWC_A1 * b + GMWC_MINUSA0; cpp_int A("0x830f0c9c3dd132cf02da9505fade3656"); // = b^-1 mod m cpp_int r = powm(A, n, m); // A^n mod m cpp_int t = ((m + carry * b - GMWC_MINUSA0 * cpp_int(x)) * r) % m; x = uint64_t(t * GMWC_A0INV); carry = uint64_t((t + GMWC_MINUSA0 * cpp_int(x)) >> 64); */ void jump_n(const uint64_t jump[MP_SIZE - 1]) { uint64_t r[MP_SIZE]; mp_powmod_arr(r, base, jump, MP_SIZE - 1, mod); jumpmul(r); }