System.Random.MRG32k3a.Stateful

Pseudo-random number generation with MRG32k3a [1] (monadic interface).

The generator type Gen is an instance of StatefulGen type class, so it can be used through StatefulGen intreface functions such like,

  > gen <- initialize 12345
  > replicateM 10 (uniformM gen) :: IO [Word32]
  [3320887301,884645991,913733706,3752754456,1435703647,511136538,160968264,1722383799,2355335811,690051551]
  > replicateM 10 (uniformM gen) :: IO [Word32]
  [2969339749,1695849133,1356079654,2439569495,4195450174,664833117,1860624843,3302720735,962971476,547363651]

Notice: MRG32k3a is originally designed to generate random numbers following U(0,1). It DOES NOT generate exactly 32-bit information at a time.

If you need U(0,1) random numbers, use uniform01M that generates a random value efficiently by original MRG32k3a algorithm.

Gen: Pseudo-Random Number Generators

data Gen s

State of the pseudo-random number generator. It uses mutable state so same generator shouldn't be used from the different threads simultaneously.

Instances

(s ~ PrimState m, PrimMonad m) => StatefulGen (Gen s) m

Defined in System.Random.MRG32k3a.Stateful

Methods

uniformWord32R :: Word32 -> Gen s -> m Word32

uniformWord64R :: Word64 -> Gen s -> m Word64

uniformWord8 :: Gen s -> m Word8

uniformWord16 :: Gen s -> m Word16

uniformWord32 :: Gen s -> m Word32

uniformWord64 :: Gen s -> m Word64

uniformShortByteString :: Int -> Gen s -> m ShortByteString

initialize :: PrimMonad m => Word32 -> m (Gen (PrimState m))

Create a generator using given seed.

Type helpers

type GenIO = Gen (PrimState IO)

A shorter name for PRNG state in the IO monad.

type GenST s = Gen (PrimState (ST s))

A shorter name for PRNG state in the ST monad.

Unitility functions

uniform01M :: PrimMonad m => Gen (PrimState m) -> m Double

Get a random value following U(0,1).

Seed: state management

You can get the current PRNG state by freezeGen as an immutable data that has type Seed. You may save the state into persistent store and restore the state by thawGen later.

  > gen <- initialize 12345
  > replicateM 10 (uniform01M gen)
  [0.12701112204657714,0.3185275653967945,0.3091860155832701,0.8258468629271136,0.2216299157820229,0.5333953879182788,0.4807742033156181,0.3555598794381262,0.13598841039594017,0.7558522371615436]
  > seed <- freezeGen gen
  > show $ fromSeed seed
  "(2989318136,3378525425,1773647758,1462200156,2794459678,2822254363)"
  > replicateM 10 (uniform01M gen)
  [0.5755553189002691,0.4100640936040626,0.3263296794324586,0.24037805455705044,0.6100629823964789,0.9041809183707534,0.2989749433907653,3.415449711124772e-2,0.9664250719399228,0.1434954073855292]

(in another context,)

  > let seed = Seed $ read "(2989318136,3378525425,1773647758,1462200156,2794459678,2822254363)"
  > gen <- thawGen seed
  > replicateM 10 (uniform01M gen)
  [0.5755553189002691,0.4100640936040626,0.3263296794324586,0.24037805455705044,0.6100629823964789,0.9041809183707534,0.2989749433907653,3.415449711124772e-2,0.9664250719399228,0.1434954073855292]

data Seed

An immutable snapshot of the state of a Gen.

Instances

Eq Seed

Defined in System.Random.MRG32k3a.Stateful

Methods

(==) :: Seed -> Seed -> Bool

(/=) :: Seed -> Seed -> Bool

Show Seed

Defined in System.Random.MRG32k3a.Stateful

Methods

showsPrec :: Int -> Seed -> ShowS

show :: Seed -> String

showList :: [Seed] -> ShowS

PrimMonad m => FrozenGen Seed m

Defined in System.Random.MRG32k3a.Stateful

Associated Types

type MutableGen Seed m = (g :: Type)

Methods

freezeGen :: MutableGen Seed m -> m Seed

thawGen :: Seed -> m (MutableGen Seed m)

type MutableGen Seed m

Defined in System.Random.MRG32k3a.Stateful

type MutableGen Seed m = Gen (PrimState m)

fromSeed :: Seed -> (Word32, Word32, Word32, Word32, Word32, Word32)

Convert seed into a 6-tuple of Word32.

References

[1] Pierre L'Ecuyer, (1999) Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators.Operations Research 47(1):159-164. https://doi.org/10.1287/opre.47.1.159