time-to-botec

Benchmark sampling in different programming languages
Log | Files | Refs | README

README.md (7777B)


      1 <!--
      2 
      3 @license Apache-2.0
      4 
      5 Copyright (c) 2018 The Stdlib Authors.
      6 
      7 Licensed under the Apache License, Version 2.0 (the "License");
      8 you may not use this file except in compliance with the License.
      9 You may obtain a copy of the License at
     10 
     11    http://www.apache.org/licenses/LICENSE-2.0
     12 
     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.
     16 See the License for the specific language governing permissions and
     17 limitations under the License.
     18 
     19 -->
     20 
     21 # Mersenne Twister
     22 
     23 > A 32-bit [Mersenne Twister][mersenne-twister] pseudorandom number generator.
     24 
     25 <section class="usage">
     26 
     27 ## Usage
     28 
     29 ```javascript
     30 var mt19937 = require( '@stdlib/random/base/mt19937' );
     31 ```
     32 
     33 #### mt19937()
     34 
     35 Returns a pseudorandom integer on the interval `[1, 4294967295]`.
     36 
     37 ```javascript
     38 var r = mt19937();
     39 // returns <number>
     40 ```
     41 
     42 #### mt19937.normalized()
     43 
     44 Returns a pseudorandom number on the interval `[0,1)` with 53-bit precision.
     45 
     46 ```javascript
     47 var r = mt19937.normalized();
     48 // returns <number>
     49 ```
     50 
     51 #### mt19937.factory( \[options] )
     52 
     53 Returns a 32-bit [Mersenne Twister][mersenne-twister] pseudorandom number generator.
     54 
     55 ```javascript
     56 var rand = mt19937.factory();
     57 ```
     58 
     59 The function accepts the following `options`:
     60 
     61 -   **seed**: pseudorandom number generator seed.
     62 -   **state**: a [`Uint32Array`][@stdlib/array/uint32] 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, 4294967295]`
     66 
     67 ```javascript
     68 var rand = mt19937.factory({
     69     'seed': 1234
     70 });
     71 
     72 var r = rand();
     73 // returns 822569775
     74 ```
     75 
     76 or, for arbitrary length seeds, an array-like `object` containing unsigned 32-bit integers
     77 
     78 ```javascript
     79 var Uint32Array = require( '@stdlib/array/uint32' );
     80 
     81 var rand = mt19937.factory({
     82     'seed': new Uint32Array( [ 291, 564, 837, 1110 ] )
     83 });
     84 
     85 var r = rand();
     86 // returns 1067595299
     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 = mt19937();
    100 }
    101 
    102 // Create a new MT19937 PRNG initialized to the current state of `mt19937`:
    103 rand = mt19937.factory({
    104     'state': mt19937.state
    105 });
    106 
    107 // Test that the generated pseudorandom numbers are the same:
    108 bool = ( rand() === mt19937() );
    109 // returns true
    110 ```
    111 
    112 #### mt19937.NAME
    113 
    114 The generator name.
    115 
    116 ```javascript
    117 var str = mt19937.NAME;
    118 // returns 'mt19937'
    119 ```
    120 
    121 #### mt19937.MIN
    122 
    123 Minimum possible value.
    124 
    125 ```javascript
    126 var min = mt19937.MIN;
    127 // returns 1
    128 ```
    129 
    130 #### mt19937.MAX
    131 
    132 Maximum possible value.
    133 
    134 ```javascript
    135 var max = mt19937.MAX;
    136 // returns 4294967295
    137 ```
    138 
    139 #### mt19937.seed
    140 
    141 The value used to seed `mt19937()`.
    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 = mt19937();
    151 }
    152 
    153 // Generate the same pseudorandom values...
    154 rand = mt19937.factory({
    155     'seed': mt19937.seed
    156 });
    157 for ( i = 0; i < 100; i++ ) {
    158     r = rand();
    159 }
    160 ```
    161 
    162 #### mt19937.seedLength
    163 
    164 Length of generator seed.
    165 
    166 ```javascript
    167 var len = mt19937.seedLength;
    168 // returns <number>
    169 ```
    170 
    171 #### mt19937.state
    172 
    173 Writable property for getting and setting the generator state.
    174 
    175 ```javascript
    176 var r = mt19937();
    177 // returns <number>
    178 
    179 r = mt19937();
    180 // returns <number>
    181 
    182 // ...
    183 
    184 // Get a copy of the current state:
    185 var state = mt19937.state;
    186 // returns <Uint32Array>
    187 
    188 r = mt19937();
    189 // returns <number>
    190 
    191 r = mt19937();
    192 // returns <number>
    193 
    194 // Reset the state:
    195 mt19937.state = state;
    196 
    197 // Replay the last two pseudorandom numbers:
    198 r = mt19937();
    199 // returns <number>
    200 
    201 r = mt19937();
    202 // returns <number>
    203 
    204 // ...
    205 ```
    206 
    207 #### mt19937.stateLength
    208 
    209 Length of generator state.
    210 
    211 ```javascript
    212 var len = mt19937.stateLength;
    213 // returns <number>
    214 ```
    215 
    216 #### mt19937.byteLength
    217 
    218 Size (in bytes) of generator state.
    219 
    220 ```javascript
    221 var sz = mt19937.byteLength;
    222 // returns <number>
    223 ```
    224 
    225 #### mt19937.toJSON()
    226 
    227 Serializes the pseudorandom number generator as a JSON object.
    228 
    229 ```javascript
    230 var o = mt19937.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 -   [Mersenne Twister][mersenne-twister] is **not** a cryptographically secure PRNG, as the PRNG is based on a linear recursion. Any pseudorandom number sequence generated by a linear recursion is **insecure**, due to the fact that one can predict future generated outputs by observing a sufficiently long subsequence of generated values.
    243 -   Compared to other PRNGs, [Mersenne Twister][mersenne-twister] has a large state size (`~2.5kB`). Because of the large state size, beware of increased memory consumption when using the `factory()` method to create many [Mersenne Twister][mersenne-twister] PRNGs. When appropriate (e.g., when external state mutation is not a concern), consider sharing PRNG state.
    244 -   A seed array of length `1` is considered **equivalent** to an integer seed equal to the lone seed array element and vice versa.
    245 -   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.
    246 -   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).
    247 -   The PRNG has a period of `2^19937 - 1`.
    248 
    249 </section>
    250 
    251 <!-- /.notes -->
    252 
    253 <section class="examples">
    254 
    255 ## Examples
    256 
    257 <!-- eslint no-undef: "error" -->
    258 
    259 ```javascript
    260 var mt19937 = require( '@stdlib/random/base/mt19937' );
    261 
    262 var seed;
    263 var rand;
    264 var i;
    265 
    266 // Generate pseudorandom numbers...
    267 for ( i = 0; i < 100; i++ ) {
    268     console.log( mt19937() );
    269 }
    270 
    271 // Create a new pseudorandom number generator...
    272 seed = 1234;
    273 rand = mt19937.factory({
    274     'seed': seed
    275 });
    276 for ( i = 0; i < 100; i++ ) {
    277     console.log( rand() );
    278 }
    279 
    280 // Create another pseudorandom number generator using a previous seed...
    281 rand = mt19937.factory({
    282     'seed': mt19937.seed
    283 });
    284 for ( i = 0; i < 100; i++ ) {
    285     console.log( rand() );
    286 }
    287 ```
    288 
    289 </section>
    290 
    291 <!-- /.examples -->
    292 
    293 * * *
    294 
    295 <section class="references">
    296 
    297 ## References
    298 
    299 -   Matsumoto, Makoto, and Takuji Nishimura. 1998. "Mersenne Twister: A 623-dimensionally Equidistributed Uniform Pseudo-random Number Generator." _ACM Transactions on Modeling and Computer Simulation_ 8 (1). New York, NY, USA: ACM: 3–30. doi:[10.1145/272991.272995][@matsumoto:1998a].
    300 -   Harase, Shin. 2017. "Conversion of Mersenne Twister to double-precision floating-point numbers." _ArXiv_ abs/1708.06018 (September). <https://arxiv.org/abs/1708.06018>.
    301 
    302 </section>
    303 
    304 <!-- /.references -->
    305 
    306 <section class="links">
    307 
    308 [mersenne-twister]: https://en.wikipedia.org/wiki/Mersenne_Twister
    309 
    310 [@matsumoto:1998a]: https://doi.org/10.1145/272991.272995
    311 
    312 [@stdlib/array/uint32]: https://www.npmjs.com/package/@stdlib/array-uint32
    313 
    314 </section>
    315 
    316 <!-- /.links -->