time-to-botec

Benchmark sampling in different programming languages
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README.md (7488B)


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      3 @license Apache-2.0
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      5 Copyright (c) 2018 The Stdlib Authors.
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      7 Licensed under the Apache License, Version 2.0 (the "License");
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     11    http://www.apache.org/licenses/LICENSE-2.0
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     13 Unless required by applicable law or agreed to in writing, software
     14 distributed under the License is distributed on an "AS IS" BASIS,
     15 WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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     20 
     21 # MINSTD
     22 
     23 > A linear congruential pseudorandom number generator ([LCG][lcg]) based on Park and Miller.
     24 
     25 <section class="usage">
     26 
     27 ## Usage
     28 
     29 ```javascript
     30 var minstd = require( '@stdlib/random/base/minstd' );
     31 ```
     32 
     33 #### minstd()
     34 
     35 Returns a pseudorandom integer on the interval `[1, 2147483646]`.
     36 
     37 ```javascript
     38 var r = minstd();
     39 // returns <number>
     40 ```
     41 
     42 #### minstd.normalized()
     43 
     44 Returns a pseudorandom number on the interval `[0,1)`.
     45 
     46 ```javascript
     47 var r = minstd.normalized();
     48 // returns <number>
     49 ```
     50 
     51 #### minstd.factory( \[options] )
     52 
     53 Returns a linear congruential pseudorandom number generator ([LCG][lcg]).
     54 
     55 ```javascript
     56 var rand = minstd.factory();
     57 ```
     58 
     59 The function accepts the following `options`:
     60 
     61 -   **seed**: pseudorandom number generator seed.
     62 -   **state**: an [`Int32Array`][@stdlib/array/int32] containing pseudorandom number generator state. If provided, the function ignores the `seed` option.
     63 -   **copy**: `boolean` indicating whether to copy a provided pseudorandom number generator state. Setting this option to `false` allows sharing state between two or more pseudorandom number generators. Setting this option to `true` ensures that a returned generator has exclusive control over its internal state. Default: `true`.
     64 
     65 By default, a random integer is used to seed the returned generator. To seed the generator, provide either an `integer` on the interval `[1, 2147483646]`
     66 
     67 ```javascript
     68 var rand = minstd.factory({
     69     'seed': 1234
     70 });
     71 
     72 var r = rand();
     73 // returns 20739838
     74 ```
     75 
     76 or, for arbitrary length seeds, an array-like `object` containing signed 32-bit integers
     77 
     78 ```javascript
     79 var Int32Array = require( '@stdlib/array/int32' );
     80 
     81 var rand = minstd.factory({
     82     'seed': new Int32Array( [ 1234 ] )
     83 });
     84 
     85 var r = rand();
     86 // returns 20739838
     87 ```
     88 
     89 To return a generator having a specific initial state, set the generator `state` option.
     90 
     91 ```javascript
     92 var rand;
     93 var bool;
     94 var r;
     95 var i;
     96 
     97 // Generate pseudorandom numbers, thus progressing the generator state:
     98 for ( i = 0; i < 1000; i++ ) {
     99     r = minstd();
    100 }
    101 
    102 // Create a new PRNG initialized to the current state of `minstd`:
    103 rand = minstd.factory({
    104     'state': minstd.state
    105 });
    106 
    107 // Test that the generated pseudorandom numbers are the same:
    108 bool = ( rand() === minstd() );
    109 // returns true
    110 ```
    111 
    112 #### minstd.NAME
    113 
    114 The generator name.
    115 
    116 ```javascript
    117 var str = minstd.NAME;
    118 // returns 'minstd'
    119 ```
    120 
    121 #### minstd.MIN
    122 
    123 Minimum possible value.
    124 
    125 ```javascript
    126 var min = minstd.MIN;
    127 // returns 1
    128 ```
    129 
    130 #### minstd.MAX
    131 
    132 Maximum possible value.
    133 
    134 ```javascript
    135 var max = minstd.MAX;
    136 // returns 2147483646
    137 ```
    138 
    139 #### minstd.seed
    140 
    141 The value used to seed `minstd()`.
    142 
    143 ```javascript
    144 var rand;
    145 var r;
    146 var i;
    147 
    148 // Generate pseudorandom values...
    149 for ( i = 0; i < 100; i++ ) {
    150     r = minstd();
    151 }
    152 
    153 // Generate the same pseudorandom values...
    154 rand = minstd.factory({
    155     'seed': minstd.seed
    156 });
    157 for ( i = 0; i < 100; i++ ) {
    158     r = rand();
    159 }
    160 ```
    161 
    162 #### minstd.seedLength
    163 
    164 Length of generator seed.
    165 
    166 ```javascript
    167 var len = minstd.seedLength;
    168 // returns <number>
    169 ```
    170 
    171 #### minstd.state
    172 
    173 Writable property for getting and setting the generator state.
    174 
    175 ```javascript
    176 var r = minstd();
    177 // returns <number>
    178 
    179 r = minstd();
    180 // returns <number>
    181 
    182 // ...
    183 
    184 // Get the current state:
    185 var state = minstd.state;
    186 // returns <Int32Array>
    187 
    188 r = minstd();
    189 // returns <number>
    190 
    191 r = minstd();
    192 // returns <number>
    193 
    194 // Reset the state:
    195 minstd.state = state;
    196 
    197 // Replay the last two pseudorandom numbers:
    198 r = minstd();
    199 // returns <number>
    200 
    201 r = minstd();
    202 // returns <number>
    203 
    204 // ...
    205 ```
    206 
    207 #### minstd.stateLength
    208 
    209 Length of generator state.
    210 
    211 ```javascript
    212 var len = minstd.stateLength;
    213 // returns <number>
    214 ```
    215 
    216 #### minstd.byteLength
    217 
    218 Size (in bytes) of generator state.
    219 
    220 ```javascript
    221 var sz = minstd.byteLength;
    222 // returns <number>
    223 ```
    224 
    225 #### minstd.toJSON()
    226 
    227 Serializes the pseudorandom number generator as a JSON object.
    228 
    229 ```javascript
    230 var o = minstd.toJSON();
    231 // returns { 'type': 'PRNG', 'name': '...', 'state': {...}, 'params': [] }
    232 ```
    233 
    234 </section>
    235 
    236 <!-- /.usage -->
    237 
    238 <section class="notes">
    239 
    240 ## Notes
    241 
    242 -   The generator has a period of approximately `2.1e9` (see [Numerical Recipes in C, 2nd Edition](#references), p. 279).
    243 -   An [LCG][lcg] is fast and uses little memory. On the other hand, because the generator is a simple [linear congruential generator][lcg], the generator has recognized shortcomings. By today's PRNG standards, the generator's period is relatively short. More importantly, the "randomness quality" of the generator's output is lacking. These defects make the generator unsuitable, for example, in Monte Carlo simulations and in cryptographic applications. For more on the advantages and disadvantages of [LCGs][lcg], see [Wikipedia][pros-cons].
    244 -   If PRNG state is "shared" (meaning a state array was provided during PRNG creation and **not** copied) and one sets the generator state to a state array having a different length, the PRNG does **not** update the existing shared state and, instead, points to the newly provided state array. In order to synchronize PRNG output according to the new shared state array, the state array for **each** relevant PRNG must be **explicitly** set.
    245 -   If PRNG state is "shared" and one sets the generator state to a state array of the same length, the PRNG state is updated (along with the state of all other PRNGs sharing the PRNG's state array).
    246 
    247 </section>
    248 
    249 <!-- /.notes -->
    250 
    251 <section class="examples">
    252 
    253 ## Examples
    254 
    255 <!-- eslint no-undef: "error" -->
    256 
    257 ```javascript
    258 var minstd = require( '@stdlib/random/base/minstd' );
    259 
    260 var seed;
    261 var rand;
    262 var i;
    263 
    264 // Generate pseudorandom numbers...
    265 for ( i = 0; i < 100; i++ ) {
    266     console.log( minstd() );
    267 }
    268 
    269 // Create a new pseudorandom number generator...
    270 seed = 1234;
    271 rand = minstd.factory({
    272     'seed': seed
    273 });
    274 for ( i = 0; i < 100; i++ ) {
    275     console.log( rand() );
    276 }
    277 
    278 // Create another pseudorandom number generator using a previous seed...
    279 rand = minstd.factory({
    280     'seed': minstd.seed
    281 });
    282 for ( i = 0; i < 100; i++ ) {
    283     console.log( rand() );
    284 }
    285 ```
    286 
    287 </section>
    288 
    289 <!-- /.examples -->
    290 
    291 * * *
    292 
    293 <section class="references">
    294 
    295 ## References
    296 
    297 -   Park, S. K., and K. W. Miller. 1988. "Random Number Generators: Good Ones Are Hard to Find." _Communications of the ACM_ 31 (10). New York, NY, USA: ACM: 1192–1201. doi:[10.1145/63039.63042][@park:1988].
    298 -   Press, William H., Brian P. Flannery, Saul A. Teukolsky, and William T. Vetterling. 1992. _Numerical Recipes in C: The Art of Scientific Computing, Second Edition_. Cambridge University Press.
    299 
    300 </section>
    301 
    302 <!-- /.references -->
    303 
    304 <section class="links">
    305 
    306 [lcg]: https://en.wikipedia.org/wiki/Linear_congruential_generator
    307 
    308 [pros-cons]: http://en.wikipedia.org/wiki/Linear_congruential_generator#Advantages_and_disadvantages_of_LCGs
    309 
    310 [@park:1988]: http://dx.doi.org/10.1145/63039.63042
    311 
    312 [@stdlib/array/int32]: https://www.npmjs.com/package/@stdlib/array-int32
    313 
    314 </section>
    315 
    316 <!-- /.links -->