Can you contribute your code to PolyMath: https://github.com/PolyMathOrg/PolyMath We have other RNGs available. Thank you. On Fri, Nov 9, 2018 at 3:23 PM Sven Van Caekenberghe <sven@stfx.eu> wrote:
Hi,
By accident I came across a pseudo random number generator that I never heard off before. It is supposed to be pretty good and had a very simple implementation. So I ported it to Pharo.
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I am RandomWELL512, a random number generator.
I use the PRNG (Pseudo Randon Number Generator) WELL (Well equidistributed long-period linear) with a 512 bit state.
https://en.wikipedia.org/wiki/Well_equidistributed_long-period_linear http://www.iro.umontreal.ca/~lecuyer/myftp/papers/wellrng.pdf
Implementation algorithm (See #nextUInt32)
http://www.lomont.org/Math/Papers/2008/Lomont_PRNG_2008.pdf (Chris Lomont, www.lomont.org)
Usage
RandomWELL512 new in: [ :r | (1 to: 10) collect: [ :i | r nextUInt32 ] ].
RandomWELL512 new useUnixRandomGeneratorSeed; in: [ :r | (1 to: 10) collect: [ :i | r next ] ].
RandomWELL512 new in: [ :r | (1 to: 10) collect: [ :i | r nextInt: 1000 ] ].
RandomWELL512 new in: [ :random | | count all | random useUnixRandomGeneratorSeed. count := 1024 * 1024. all := Array new: count streamContents: [ :out | count timesRepeat: [ out nextPut: random next ] ]. { all min. all max. all average. all stdev } ].
[ RandomWELL512 new in: [ :random | 1 to: 1e6 do: [ :i | random next ] ] ] timeToRun.
Note that you should create one instance, seed it properly, and keep using it.
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It is acceptably fast, generating 1M [0,1) Floats in about 0.1s. I compared the output with a fixed initial state to the C code that I started from and I got the same numbers. Maybe some people find this interesting.
I attached a file out.
Sven
-- Serge Stinckwic h Int. Research Unit on Modelling/Simulation of Complex Systems (UMMISCO) Sorbonne University (SU) French National Research Institute for Sustainable Development (IRD) U niversity of Yaoundé I, Cameroun "Programs must be written for people to read, and only incidentally for machines to execute." https://twitter.com/SergeStinckwich