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mwc-random: Fast, high quality pseudo random number generation

[ bsd3, library, math, statistics ] [ Propose Tags ]

This package contains code for generating high quality random numbers that follow either a uniform or normal distribution. The generated numbers are suitable for use in statistical applications.

The uniform PRNG uses Marsaglia's MWC256 (also known as MWC8222) multiply-with-carry generator, which has a period of 2^8222 and fares well in tests of randomness. It is also extremely fast, between 2 and 3 times faster than the Mersenne Twister.

Compared to the mersenne-random package, this package has a more convenient API, is faster, and supports more statistical distributions.

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Versions [RSS] 0.4.1, 0.4.1.1, 0.5.0.0, 0.5.1.1, 0.5.1.2, 0.5.1.3, 0.5.1.4, 0.6.0.0, 0.7.0.0, 0.7.0.1, 0.8.0.0, 0.8.0.1, 0.8.0.2, 0.8.0.3, 0.8.0.5, 0.9.0.0, 0.10.0.0, 0.10.0.1, 0.11.0.0, 0.12.0.0, 0.12.0.1, 0.13.0.0, 0.13.1.0, 0.13.1.1, 0.13.1.2, 0.13.2.0, 0.13.2.2, 0.13.3.0, 0.13.3.1, 0.13.3.2, 0.13.4.0, 0.13.5.0, 0.13.6.0, 0.14.0.0, 0.15.0.0, 0.15.0.1, 0.15.0.2 (info)
Dependencies base (<5), primitive (<0.6), time, vector (>=0.6.0.2) [details]
License BSD-3-Clause
Copyright 2009, 2010, 2011 Bryan O'Sullivan
Author Bryan O'Sullivan <bos@serpentine.com>
Maintainer Bryan O'Sullivan <bos@serpentine.com>
Revised Revision 1 made by AlexeyKhudyakov at 2015-04-06T16:54:17Z
Category Math, Statistics
Home page https://github.com/bos/mwc-random
Bug tracker https://github.com/bos/mwc-random/issues
Source repo head: git clone git://github.com/bos/mwc-random
head: hg clone https://bitbucket.org/bos/mwc-random
Uploaded by BryanOSullivan at 2011-08-22T04:18:14Z
Distributions Arch:0.15.0.2, Debian:0.14.0.0, Fedora:0.15.0.2, FreeBSD:0.13.3.2, LTSHaskell:0.15.0.2, NixOS:0.15.0.2, Stackage:0.15.0.2, openSUSE:0.15.0.2
Reverse Dependencies 123 direct, 4582 indirect [details]
Downloads 154141 total (289 in the last 30 days)
Rating 2.0 (votes: 1) [estimated by Bayesian average]
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Status Docs uploaded by user
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Readme for mwc-random-0.10.0.1

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Efficient, general purpose pseudo-random number generation

This package provides the System.Random.MWC module, a Haskell library for generating high-quality pseudo-random numbers in a space- and time-efficient way.

Performance

This library has been carefully optimised for high performance. To obtain the best runtime efficiency, it is imperative to compile libraries and applications that use this library using a high level of optimisation.

Suggested GHC options:

-O -fvia-C -funbox-strict-fields

To illustrate, here are the times (in seconds) to generate and sum 250 million random Word32 values, on a laptop with a 2.4GHz Core2 Duo P8600 processor, running Fedora 11 and GHC 6.10.3:

no flags   200+
-O           1.249
-O -fvia-C   0.991

As the numbers above suggest, compiling without optimisation will yield unacceptable performance.

Get involved!

Please report bugs via the github issue tracker.

Master git git repository:

  • git clone git://github.com/bos/mwc-random.git

There's also a Mercurial mirror:

  • hg clone http://bitbucket.org/bos/mwc-random

(You can create and contribute changes using either Mercurial or git.)

Authors

This library is written and maintained by Bryan O'Sullivan, bos@serpentine.com.