/// <summary>
/// Run a test on the rand generators, return true on success
/// </summary>
/// <param type="outputAction"></param>
/// <returns></returns>
public static bool Test64(Action <string> outputAction)
{
TestRand01(outputAction);
// local testing helper
Func <Action <string>, bool, ulong[], bool> RunTest = (printf, use128Bit, vals) =>
{
var rand = new LocalRandom(use128Bit, 0, 0);
rand.SetSeed(42, 0); // seed from paper
var success1 = true;
foreach (var correctValue in vals)
{
var randValue = rand.Next64();
printf($"0x{randValue:X16}=0x{correctValue:X16}, {randValue == correctValue} ");
success1 &= randValue == correctValue;
}
return(success1);
};
var success = true;
outputAction("Testing rand 64");
success &= RunTest(outputAction, false, new ulong[]
{
0x27a53829edf003a9,
0xdf28458e5c04c31c,
0x2756dc550bc36037,
0xa10325553eb09ee9,
0x40a0fccb8d9df09f,
0x5c2047cfefb5e9ca
});
outputAction("Testing rand 128");
success &= RunTest(outputAction, true, new ulong[]
{
0x287472e87ff5705a,
0xbbd190b04ed0b545,
0xb6cee3580db14880,
0xbf5f7d7e4c3d1864,
0x734eedbe7e50bbc5,
0xa5b6b5f867691c77
});
outputAction(success ? "Rand test succeeded." : "Rand test failed.");
return(success);
}
public static double Sample(LocalRandom random, double mean, double standardDeviation)
{
const double epsilon = Double.Epsilon;
// note: could get two for the price of one if not static
//generate = !generate;
//if (!generate)
// return z1 * Parameter + Mean;
double u1, u2;
do
{
u1 = random.NextDouble();
u2 = random.NextDouble();
}while (u1 <= epsilon);
var z0 = Math.Sqrt(-2.0 * Math.Log(u1)) * Math.Cos(2 * Math.PI * u2);
// var z1 = Math.Sqrt(-2.0 * Math.Log(u1)) * Math.Sin(2*Math.PI * u2);
return(z0 * standardDeviation + mean);
}
public static double Sample(LocalRandom random, double mean = 0, double parameter = 1)
{
var u = random.NextDouble() - 0.5;
return(mean - parameter * Math.Sign(u) * Math.Log(1 - 2 * Math.Abs(u)));
}