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 [faq] 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
Dependencies base (<5), time, uvector (>=0.1.0.4) [details]
License BSD-3-Clause
Copyright 2009 Bryan O'Sullivan
Author Bryan O'Sullivan <bos@serpentine.com>
Maintainer Bryan O'Sullivan <bos@serpentine.com>
Category Math, Statistics
Home page http://darcs.serpentine.com/mwc-random
Uploaded by BryanOSullivan at Sat Dec 26 06:41:50 UTC 2009
Distributions Arch:0.14.0.0, Debian:0.13.6.0, Fedora:0.13.6.0, FreeBSD:0.13.3.2, LTSHaskell:0.14.0.0, NixOS:0.14.0.0, Stackage:0.14.0.0, openSUSE:0.14.0.0
Downloads 106408 total (994 in the last 30 days)
Rating 2.0 (votes: 1) [estimated by rule of succession]
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Readme for mwc-random-0.4.1.1

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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 feel welcome to contribute new code or bug fixes.  You can
fetch the source repository from here:

darcs get http://darcs.serpentine.com/mwc-random


Authors
-------

Bryan O'Sullivan <bos@serpentine.com>