splitmix-0.1: Fast Splittable PRNG

Safe HaskellTrustworthy
LanguageHaskell2010

System.Random.SplitMix

Contents

Description

SplitMix is a splittable pseudorandom number generator (PRNG) that is quite fast.

Guy L. Steele, Jr., Doug Lea, and Christine H. Flood. 2014. Fast splittable pseudorandom number generators. In Proceedings of the 2014 ACM International Conference on Object Oriented Programming Systems Languages & Applications (OOPSLA '14). ACM, New York, NY, USA, 453-472. DOI: https://doi.org/10.1145/2660193.2660195

The paper describes a new algorithm SplitMix for splittable pseudorandom number generator that is quite fast: 9 64 bit arithmetic/logical operations per 64 bits generated.

SplitMix is tested with two standard statistical test suites (DieHarder and TestU01, this implementation only using the former) and it appears to be adequate for "everyday" use, such as Monte Carlo algorithms and randomized data structures where speed is important.

In particular, it should not be used for cryptographic or security applications, because generated sequences of pseudorandom values are too predictable (the mixing functions are easily inverted, and two successive outputs suffice to reconstruct the internal state).

Note: This module supports all GHCs since GHC-7.0.4, but GHC-7.0 and GHC-7.2 have slow implementation, as there are no native popCount.

Synopsis

Documentation

data SMGen Source #

SplitMix generator state.

Instances
Read SMGen Source #
>>> readMaybe "SMGen 1 1" :: Maybe SMGen
Just (SMGen 1 1)
>>> readMaybe "SMGen 1 2" :: Maybe SMGen
Nothing
>>> readMaybe (show (mkSMGen 42)) :: Maybe SMGen
Just (SMGen 9297814886316923340 13679457532755275413)
Instance details

Defined in System.Random.SplitMix

Show SMGen Source # 
Instance details

Defined in System.Random.SplitMix

Methods

showsPrec :: Int -> SMGen -> ShowS #

show :: SMGen -> String #

showList :: [SMGen] -> ShowS #

NFData SMGen Source # 
Instance details

Defined in System.Random.SplitMix

Methods

rnf :: SMGen -> () #

nextWord64 :: SMGen -> (Word64, SMGen) Source #

Generate a Word64.

>>> take 3 $ map (printf "%x") $ unfoldr (Just . nextWord64) (mkSMGen 1337) :: [String]
["b5c19e300e8b07b3","d600e0e216c0ac76","c54efc3b3cc5af29"]

nextWord32 :: SMGen -> (Word32, SMGen) Source #

Generate Word32 by truncating nextWord64.

Since: 0.0.3

nextTwoWord32 :: SMGen -> (Word32, Word32, SMGen) Source #

Generate two Word32.

Since: 0.0.3

nextInt :: SMGen -> (Int, SMGen) Source #

Generate an Int.

nextDouble :: SMGen -> (Double, SMGen) Source #

Generate a Double in [0, 1) range.

>>> take 8 $ map (printf "%0.3f") $ unfoldr (Just . nextDouble) (mkSMGen 1337) :: [String]
["0.710","0.836","0.771","0.409","0.297","0.527","0.589","0.067"]

nextFloat :: SMGen -> (Float, SMGen) Source #

Generate a Float in [0, 1) range.

>>> take 8 $ map (printf "%0.3f") $ unfoldr (Just . nextFloat) (mkSMGen 1337) :: [String]
["0.057","0.089","0.237","0.383","0.680","0.320","0.826","0.007"]

Since: 0.0.3

nextInteger :: Integer -> Integer -> SMGen -> (Integer, SMGen) Source #

Generate an Integer in closed [x, y] range.

splitSMGen :: SMGen -> (SMGen, SMGen) Source #

Split a generator into a two uncorrelated generators.

Generation

bitmaskWithRejection32 :: Word32 -> SMGen -> (Word32, SMGen) Source #

Bitmask with rejection method of generating subrange of Word32.

Since: 0.0.3

bitmaskWithRejection32' :: Word32 -> SMGen -> (Word32, SMGen) Source #

Bitmask with rejection method of generating subrange of Word32.

Since: 0.0.4

bitmaskWithRejection64 :: Word64 -> SMGen -> (Word64, SMGen) Source #

Bitmask with rejection method of generating subrange of Word64.

bitmaskWithRejection64 w64 generates random numbers in closed-open range of [0, w64).

>>> take 20 $ unfoldr (Just . bitmaskWithRejection64 5) (mkSMGen 1337)
[3,1,4,1,2,3,1,1,0,3,4,2,3,0,2,3,3,4,1,0]

Since: 0.0.3

bitmaskWithRejection64' :: Word64 -> SMGen -> (Word64, SMGen) Source #

Bitmask with rejection method of generating subrange of Word64.

bitmaskWithRejection64' w64 generates random numbers in closed-closed range of [0, w64].

>>> take 20 $ unfoldr (Just . bitmaskWithRejection64' 5) (mkSMGen 1337)
[3,1,4,1,2,3,1,1,0,3,4,5,2,3,0,2,3,5,3,4]

Since: 0.0.4

Initialisation

mkSMGen :: Word64 -> SMGen Source #

Preferred way to deterministically construct SMGen.

>>> mkSMGen 42
SMGen 9297814886316923340 13679457532755275413

initSMGen :: IO SMGen Source #

Initialize SMGen using system time.

newSMGen :: IO SMGen Source #

Derive a new generator instance from the global SMGen using splitSMGen.

seedSMGen Source #

Arguments

:: Word64

seed

-> Word64

gamma

-> SMGen 

Create SMGen using seed and gamma.

>>> seedSMGen 2 2
SMGen 2 3

seedSMGen' :: (Word64, Word64) -> SMGen Source #

Like seedSMGen but takes a pair.

unseedSMGen :: SMGen -> (Word64, Word64) Source #

Extract current state of SMGen.