System.Random.PCG.Fast

Fast variant of the PCG random number generator. This module performs around 20% faster than the multiple streams version but produces slightly lower quality (still good) random numbers.

See http://www.pcg-random.org for details.

import Control.Monad.ST
import System.Random.PCG.Fast

three :: [Double]
three = runST $ do
  g <- create
  a <- uniform g
  b <- uniform g
  c <- uniform g
  return [a,b,c]

Gen

data Gen s

State of the random number generator

Instances

Eq (Gen s)

Ord (Gen s)

(PrimMonad m, (~) * s (PrimState m)) => Generator (Gen s) m

type GenIO = Gen RealWorld

type GenST = Gen

create :: PrimMonad m => m (Gen (PrimState m))

Create a Gen from a fixed initial seed.

createSystemRandom :: IO GenIO

Seed a PRNG with data from the system's fast source of pseudo-random numbers. All the caveats of withSystemRandom apply here as well.

initialize :: PrimMonad m => Word64 -> m (Gen (PrimState m))

Initialize a generator a single word.

>>> initialize 0 >>= save
FrozenGen 1

withSystemRandom :: (GenIO -> IO a) -> IO a

Seed with system random number. ("/dev/urandom" on Unix-like systems, time otherwise).

Getting random numbers

class Variate a where

Methods

uniform :: Generator g m => g -> m a

Generate a uniformly distributed random vairate.

• Use entire range for integral types.
• Use (0,1] range for floating types.

uniformR :: Generator g m => (a, a) -> g -> m a

Generate a uniformly distributed random vairate in the given range.

• Use inclusive range for integral types.
• Use (a,b] range for floating types.

uniformB :: Generator g m => a -> g -> m a

Generate a uniformly distributed random vairate in the range [0,b). For integral types the bound must be less than the max bound of Word32 (4294967295). Behaviour is undefined for negative bounds.

Instances

Variate Bool

Variate Double

Variate Float

Variate Int

Variate Int8

Variate Int16

Variate Int32

Variate Int64

Variate Word

Variate Word8

Variate Word16

Variate Word32

Variate Word64

(Variate a, Variate b) => Variate (a, b)

(Variate a, Variate b, Variate c) => Variate (a, b, c)

(Variate a, Variate b, Variate c, Variate d) => Variate (a, b, c, d)

advance :: PrimMonad m => Word64 -> Gen (PrimState m) -> m ()

Advance the given generator n steps in log(n) time. (Note that a "step" is a single random 32-bit (or less) Variate. Data types such as Double or Word64 require two "steps".)

>>> create >>= \g -> replicateM_ 1000 (uniformW32 g) >> uniformW32 g
3725702568
>>> create >>= \g -> replicateM_ 500 (uniformD g) >> uniformW32 g
3725702568
>>> create >>= \g -> advance 1000 g >> uniformW32 g
3725702568

retract :: PrimMonad m => Word64 -> Gen (PrimState m) -> m ()

Retract the given generator n steps in log(2^64-n) time. This is just advance (-n).

>>> create >>= \g -> replicateM 3 (uniformW32 g)
[2951688802,2698927131,361549788]
>>> create >>= \g -> retract 1 g >> replicateM 3 (uniformW32 g)
[954135925,2951688802,2698927131]

Seeds

data FrozenGen

Immutable state of a random number generator. Suitable for storing for later use.

Instances

Eq FrozenGen

Data FrozenGen

Ord FrozenGen

Show FrozenGen

Generic FrozenGen

Storable FrozenGen

RandomGen FrozenGen

type Rep FrozenGen

save :: PrimMonad m => Gen (PrimState m) -> m FrozenGen

Save the state of a Gen in a Seed.

restore :: PrimMonad m => FrozenGen -> m (Gen (PrimState m))

Restore a Gen from a Seed.

seed :: FrozenGen

Standard initial seed.

initFrozen :: Word64 -> FrozenGen

Generate a new seed using single Word64.

>>> initFrozen 0
FrozenGen 1

Type restricted versions

uniform

uniformW8 :: Generator g m => g -> m Word8

uniformW16 :: Generator g m => g -> m Word16

uniformW32 :: Generator g m => g -> m Word32

uniformW64 :: Generator g m => g -> m Word64

uniformI8 :: Generator g m => g -> m Int8

uniformI16 :: Generator g m => g -> m Int16

uniformI32 :: Generator g m => g -> m Int32

uniformI64 :: Generator g m => g -> m Int64

uniformF :: Generator g m => g -> m Float

uniformD :: Generator g m => g -> m Double

uniformBool :: Generator g m => g -> m Bool

uniformR

uniformRW8 :: Generator g m => (Word8, Word8) -> g -> m Word8

uniformRW16 :: Generator g m => (Word16, Word16) -> g -> m Word16

uniformRW32 :: Generator g m => (Word32, Word32) -> g -> m Word32

uniformRW64 :: Generator g m => (Word64, Word64) -> g -> m Word64

uniformRI8 :: Generator g m => (Int8, Int8) -> g -> m Int8

uniformRI16 :: Generator g m => (Int16, Int16) -> g -> m Int16

uniformRI32 :: Generator g m => (Int32, Int32) -> g -> m Int32

uniformRI64 :: Generator g m => (Int64, Int64) -> g -> m Int64

uniformRF :: Generator g m => (Float, Float) -> g -> m Float

uniformRD :: Generator g m => (Double, Double) -> g -> m Double

uniformRBool :: Generator g m => (Bool, Bool) -> g -> m Bool

uniformB

uniformBW8 :: Generator g m => Word8 -> g -> m Word8

uniformBW16 :: Generator g m => Word16 -> g -> m Word16

uniformBW32 :: Generator g m => Word32 -> g -> m Word32

uniformBW64 :: Generator g m => Word64 -> g -> m Word64

uniformBI8 :: Generator g m => Int8 -> g -> m Int8

uniformBI16 :: Generator g m => Int16 -> g -> m Int16

uniformBI32 :: Generator g m => Int32 -> g -> m Int32

uniformBI64 :: Generator g m => Int64 -> g -> m Int64

uniformBF :: Generator g m => Float -> g -> m Float

uniformBD :: Generator g m => Double -> g -> m Double

uniformBBool :: Generator g m => Bool -> g -> m Bool