WELL512 PRNG

Hi,

By accident I came across a pseudo random number generator that I never heard off before. It is supposed to be pretty good and had a very simple implementation. So I ported it to Pharo.

<class comment>

I am RandomWELL512, a random number generator.

I use the PRNG (Pseudo Randon Number Generator) WELL (Well equidistributed long-period linear) with a 512 bit state.

  https://en.wikipedia.org/wiki/Well_equidistributed_long-period_linear
  http://www.iro.umontreal.ca/~lecuyer/myftp/papers/wellrng.pdf

Implementation algorithm (See #nextUInt32)

  http://www.lomont.org/Math/Papers/2008/Lomont_PRNG_2008.pdf (Chris Lomont, www.lomont.org)

Usage

  RandomWELL512 new in: [ :r | (1 to: 10) collect: [ :i | r nextUInt32 ] ].

  RandomWELL512 new useUnixRandomGeneratorSeed; in: [ :r | (1 to: 10) collect: [ :i | r next ] ].

  RandomWELL512 new in: [ :r | (1 to: 10) collect: [ :i | r nextInt: 1000 ] ].

  RandomWELL512 new in: [ :random | | count all |
    random useUnixRandomGeneratorSeed.
    count := 1024 * 1024.
    all := Array new: count streamContents: [ :out |
      count timesRepeat: [ out nextPut: random next ] ].
    { all min. all max. all average. all stdev } ].

  [ RandomWELL512 new in: [ :random | 1 to: 1e6 do: [ :i | random next ] ] ] timeToRun.

Note that you should create one instance, seed it properly, and keep using it.

</class comment>

It is acceptably fast, generating 1M [0,1) Floats in about 0.1s. I compared the output with a fixed initial state to the C code that I started from and I got the same numbers. Maybe some people find this interesting.

I attached a file out.

Sven

Can you contribute your code to PolyMath: https://github.com/PolyMathOrg/PolyMath

We have other RNGs available.

Thank you.

On Fri, Nov 9, 2018 at 3:23 PM Sven Van Caekenberghe <[hidden email]> wrote:

Hi,

By accident I came across a pseudo random number generator that I never heard off before. It is supposed to be pretty good and had a very simple implementation. So I ported it to Pharo.

<class comment>

I am RandomWELL512, a random number generator.

I use the PRNG (Pseudo Randon Number Generator) WELL (Well equidistributed long-period linear) with a 512 bit state.

  https://en.wikipedia.org/wiki/Well_equidistributed_long-period_linear
  http://www.iro.umontreal.ca/~lecuyer/myftp/papers/wellrng.pdf

Implementation algorithm (See #nextUInt32)

  http://www.lomont.org/Math/Papers/2008/Lomont_PRNG_2008.pdf (Chris Lomont, www.lomont.org)

Usage

  RandomWELL512 new in: [ :r | (1 to: 10) collect: [ :i | r nextUInt32 ] ].

  RandomWELL512 new useUnixRandomGeneratorSeed; in: [ :r | (1 to: 10) collect: [ :i | r next ] ].

  RandomWELL512 new in: [ :r | (1 to: 10) collect: [ :i | r nextInt: 1000 ] ].

  RandomWELL512 new in: [ :random | | count all |
    random useUnixRandomGeneratorSeed.
    count := 1024 * 1024.
    all := Array new: count streamContents: [ :out |
      count timesRepeat: [ out nextPut: random next ] ].
    { all min. all max. all average. all stdev } ].

  [ RandomWELL512 new in: [ :random | 1 to: 1e6 do: [ :i | random next ] ] ] timeToRun.

Note that you should create one instance, seed it properly, and keep using it.

</class comment>

It is acceptably fast, generating 1M [0,1) Floats in about 0.1s. I compared the output with a fixed initial state to the C code that I started from and I got the same numbers. Maybe some people find this interesting.

I attached a file out.

Sven

--

Serge Stinckwic

h

Int. Research Unit

 on Modelling/Simulation of Complex Systems (UMMISCO)

Sorbonne University

 (SU)

French National Research Institute for Sustainable Development (IRD)

U

niversity of Yaoundé I, Cameroun

"Programs must be written for people to read, and only incidentally for machines to execute." https://twitter.com/SergeStinckwich