Random number generator

Random number generator

[Michał C]

Hello!

Do You maybe have any idea how good is the standard RNG from random.ml  
module? I know that it's quite fast but what about the quality of  
generated numbers?

I've tried implementing various random number generators for the whole  
yesterday but I couldn't bypass ocaml's int limitations. Almost  
everything bases on unsigned integers (0..2^32-1) so despiting the  
fact my range is half of that (using Int32) I'm having troubles when  
integer overflows...

I would like to implement combined MWC (multiple with carry) algorithm  
based on 2 x 16bit mwc's. I'ts very easy (at last in c/c++ where i can  
use unsigned ints), fast and according to what I've read it's  
generating very nice random numbers.

It goes like this:

z = w= some seeds (big numbers)

z  = 36969 * (z & 65535) + (z >> 16)
w = 18000 * (w & 65535) + (w >> 16)
return ( (z << 16) + (w & 65535) )		// combining two 16 bit numbers to  
one 32 bit


but i cant think of anything by myself, i mean i could use some "abs"  
or something but i doubt it wouldn't ruin the whole algorithm.

P.S.
some time ago I promised that I will keep you informed how my ray- 
tracer will do, here it is:
http://neos1.blogspot.com

Re: [Caml-list] Random number generator

[Till Varoquaux]

It apparently [1] passed the die hard test so it should be pretty
solid. Now here comes the warning: one can only prove that PRNG are
bad, withstanding the test of time is the best hint fir quality.
Random numbers are a tricky subject; if you are using them for your
ray tracer a low-discrepancy sequence[2] might prove a better match.

Till
[1]http://groups.google.com/group/fa.caml/browse_thread/thread/eb5ba7eef6e43066
[2]http://en.wikipedia.org/wiki/Low-discrepancy_sequence

On Tue, Sep 30, 2008 at 2:17 PM, Michał C <ciebiada@gmail.com> wrote:
> Hello!
>
> Do You maybe have any idea how good is the standard RNG from random.ml
> module? I know that it's quite fast but what about the quality of generated
> numbers?
>
> I've tried implementing various random number generators for the whole
> yesterday but I couldn't bypass ocaml's int limitations. Almost everything
> bases on unsigned integers (0..2^32-1) so despiting the fact my range is
> half of that (using Int32) I'm having troubles when integer overflows...
>
> I would like to implement combined MWC (multiple with carry) algorithm based
> on 2 x 16bit mwc's. I'ts very easy (at last in c/c++ where i can use
> unsigned ints), fast and according to what I've read it's generating very
> nice random numbers.
>
> It goes like this:
>
> z = w= some seeds (big numbers)
>
> z  = 36969 * (z & 65535) + (z >> 16)
> w = 18000 * (w & 65535) + (w >> 16)
> return ( (z << 16) + (w & 65535) )              // combining two 16 bit
> numbers to one 32 bit
>
>
> but i cant think of anything by myself, i mean i could use some "abs" or
> something but i doubt it wouldn't ruin the whole algorithm.
>
> P.S.
> some time ago I promised that I will keep you informed how my ray-tracer
> will do, here it is:
> http://neos1.blogspot.com
>
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-- 
http://till-varoquaux.blogspot.com/