src/HOL/Library/Random.thy
author haftmann
Fri, 15 May 2009 16:39:16 +0200
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permissions -rw-r--r--
hide names in theory Random
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(* Author: Florian Haftmann, TU Muenchen *)
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header {* A HOL random engine *}
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theory Random
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imports Code_Index
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begin
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notation fcomp (infixl "o>" 60)
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notation scomp (infixl "o\<rightarrow>" 60)
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subsection {* Auxiliary functions *}
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definition inc_shift :: "index \<Rightarrow> index \<Rightarrow> index" where
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  "inc_shift v k = (if v = k then 1 else k + 1)"
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definition minus_shift :: "index \<Rightarrow> index \<Rightarrow> index \<Rightarrow> index" where
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  "minus_shift r k l = (if k < l then r + k - l else k - l)"
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fun log :: "index \<Rightarrow> index \<Rightarrow> index" where
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  "log b i = (if b \<le> 1 \<or> i < b then 1 else 1 + log b (i div b))"
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subsection {* Random seeds *}
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types seed = "index \<times> index"
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primrec "next" :: "seed \<Rightarrow> index \<times> seed" where
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  "next (v, w) = (let
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     k =  v div 53668;
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     v' = minus_shift 2147483563 (40014 * (v mod 53668)) (k * 12211);
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     l =  w div 52774;
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     w' = minus_shift 2147483399 (40692 * (w mod 52774)) (l * 3791);
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     z =  minus_shift 2147483562 v' (w' + 1) + 1
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   in (z, (v', w')))"
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lemma next_not_0:
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  "fst (next s) \<noteq> 0"
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  by (cases s) (auto simp add: minus_shift_def Let_def)
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primrec seed_invariant :: "seed \<Rightarrow> bool" where
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  "seed_invariant (v, w) \<longleftrightarrow> 0 < v \<and> v < 9438322952 \<and> 0 < w \<and> True"
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lemma if_same: "(if b then f x else f y) = f (if b then x else y)"
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  by (cases b) simp_all
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definition split_seed :: "seed \<Rightarrow> seed \<times> seed" where
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  "split_seed s = (let
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     (v, w) = s;
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     (v', w') = snd (next s);
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     v'' = inc_shift 2147483562 v;
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     s'' = (v'', w');
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     w'' = inc_shift 2147483398 w;
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     s''' = (v', w'')
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   in (s'', s'''))"
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subsection {* Base selectors *}
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fun iterate :: "index \<Rightarrow> ('b \<Rightarrow> 'a \<Rightarrow> 'b \<times> 'a) \<Rightarrow> 'b \<Rightarrow> 'a \<Rightarrow> 'b \<times> 'a" where
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  "iterate k f x = (if k = 0 then Pair x else f x o\<rightarrow> iterate (k - 1) f)"
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definition range :: "index \<Rightarrow> seed \<Rightarrow> index \<times> seed" where
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  "range k = iterate (log 2147483561 k)
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      (\<lambda>l. next o\<rightarrow> (\<lambda>v. Pair (v + l * 2147483561))) 1
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    o\<rightarrow> (\<lambda>v. Pair (v mod k))"
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lemma range:
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  "k > 0 \<Longrightarrow> fst (range k s) < k"
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  by (simp add: range_def scomp_apply split_def del: log.simps iterate.simps)
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definition select :: "'a list \<Rightarrow> seed \<Rightarrow> 'a \<times> seed" where
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  "select xs = range (Code_Index.of_nat (length xs))
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    o\<rightarrow> (\<lambda>k. Pair (nth xs (Code_Index.nat_of k)))"
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lemma select:
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  assumes "xs \<noteq> []"
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  shows "fst (select xs s) \<in> set xs"
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proof -
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  from assms have "Code_Index.of_nat (length xs) > 0" by simp
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  with range have
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    "fst (range (Code_Index.of_nat (length xs)) s) < Code_Index.of_nat (length xs)" by best
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  then have
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    "Code_Index.nat_of (fst (range (Code_Index.of_nat (length xs)) s)) < length xs" by simp
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  then show ?thesis
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    by (simp add: scomp_apply split_beta select_def)
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qed
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primrec pick :: "(index \<times> 'a) list \<Rightarrow> index \<Rightarrow> 'a" where
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  "pick (x # xs) i = (if i < fst x then snd x else pick xs (i - fst x))"
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lemma pick_member:
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  "i < listsum (map fst xs) \<Longrightarrow> pick xs i \<in> set (map snd xs)"
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  by (induct xs arbitrary: i) simp_all
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lemma pick_drop_zero:
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  "pick (filter (\<lambda>(k, _). k > 0) xs) = pick xs"
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  by (induct xs) (auto simp add: expand_fun_eq)
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definition select_weight :: "(index \<times> 'a) list \<Rightarrow> seed \<Rightarrow> 'a \<times> seed" where
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  "select_weight xs = range (listsum (map fst xs))
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   o\<rightarrow> (\<lambda>k. Pair (pick xs k))"
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lemma select_weight_member:
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  assumes "0 < listsum (map fst xs)"
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  shows "fst (select_weight xs s) \<in> set (map snd xs)"
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proof -
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  from range assms
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    have "fst (range (listsum (map fst xs)) s) < listsum (map fst xs)" .
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  with pick_member
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    have "pick xs (fst (range (listsum (map fst xs)) s)) \<in> set (map snd xs)" .
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  then show ?thesis by (simp add: select_weight_def scomp_def split_def) 
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qed
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definition select_default :: "index \<Rightarrow> 'a \<Rightarrow> 'a \<Rightarrow> seed \<Rightarrow> 'a \<times> seed" where
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  [code del]: "select_default k x y = range k
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     o\<rightarrow> (\<lambda>l. Pair (if l + 1 < k then x else y))"
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lemma select_default_zero:
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  "fst (select_default 0 x y s) = y"
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  by (simp add: scomp_apply split_beta select_default_def)
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lemma select_default_code [code]:
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  "select_default k x y = (if k = 0
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    then range 1 o\<rightarrow> (\<lambda>_. Pair y)
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    else range k o\<rightarrow> (\<lambda>l. Pair (if l + 1 < k then x else y)))"
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proof
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  fix s
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  have "snd (range (Code_Index.of_nat 0) s) = snd (range (Code_Index.of_nat 1) s)"
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    by (simp add: range_def scomp_Pair scomp_apply split_beta)
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  then show "select_default k x y s = (if k = 0
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    then range 1 o\<rightarrow> (\<lambda>_. Pair y)
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    else range k o\<rightarrow> (\<lambda>l. Pair (if l + 1 < k then x else y))) s"
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    by (cases "k = 0") (simp_all add: select_default_def scomp_apply split_beta)
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qed
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subsection {* @{text ML} interface *}
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ML {*
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structure Random_Engine =
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struct
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type seed = int * int;
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local
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val seed = ref 
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  (let
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    val now = Time.toMilliseconds (Time.now ());
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    val (q, s1) = IntInf.divMod (now, 2147483562);
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    val s2 = q mod 2147483398;
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  in (s1 + 1, s2 + 1) end);
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in
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fun run f =
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  let
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    val (x, seed') = f (! seed);
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    val _ = seed := seed'
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  in x end;
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end;
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end;
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*}
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hide (open) type seed
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hide (open) const inc_shift minus_shift log "next" seed_invariant split_seed
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  iterate range select pick select_weight select_default
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no_notation fcomp (infixl "o>" 60)
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no_notation scomp (infixl "o\<rightarrow>" 60)
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end
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