mrg-random: Pseudo Random Number Generator with MRG (Multiple Recursive Generator)
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This package contains pure haskell implementation of some MRG (Multiple Recursive Generator) pseudo random number generators.
MRG PRNGs(MRG32k3a
, MRG63k3a
) have good features as following.
Long period (
MRG32k3a
: ≈ 2¹⁹¹,MRG63k3a
: ≈ 2³⁷⁷).Generate high quality random numbers following U(0,1).
Small state vector (6 elements of
Double
/Int64
).Able to extract substream at small cost.
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Properties
Versions | 0.1.0.0 |
---|---|
Change log | CHANGELOG.md |
Dependencies | base (>=4.12 && <4.13), primitive (>=0.6.4 && <0.7), random (>=1.2.0 && <1.3) [details] |
License | BSD-3-Clause |
Copyright | 2020 Naoyuki Morita |
Author | Naoyuki MORITA |
Maintainer | naoyuki.morita@gmail.com |
Category | Math, Random |
Home page | https://github.com/naohaq/mrg-random |
Source repo | head: git clone git://github.com/naohaq/mrg-random |
Uploaded | by NaOHaq at 2020-07-24T04:17:48Z |
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- Package description (as included in the package)
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