Copyright	(c) 2020 Naoyuki MORITA
License	BSD3
Maintainer	naoyuki.morita@gmail.com
Stability	experimental
Portability	portable
Safe Haskell	None
Language	Haskell2010

System.Random.MRG32k3a.Stateful

Contents

Gen: Pseudo-Random Number Generators
- Type helpers
Unitility functions
Seed: state management
References

Description

Pseudo-random number generation with MRG32k3a [1] (monadic interface).

The generator type Gen is an instance of StatefulGen type class, so it can be used through StatefulGen intreface functions such like,

  > gen <- initialize 12345
  > replicateM 10 (uniformM gen) :: IO [Word32]
  [3320887301,884645991,913733706,3752754456,1435703647,511136538,160968264,1722383799,2355335811,690051551]
  > replicateM 10 (uniformM gen) :: IO [Word32]
  [2969339749,1695849133,1356079654,2439569495,4195450174,664833117,1860624843,3302720735,962971476,547363651]

Notice: MRG32k3a is originally designed to generate random numbers following U(0,1). It DOES NOT generate exactly 32-bit information at a time.

If you need U(0,1) random numbers, use uniform01M that generates a random value efficiently by original MRG32k3a algorithm.

Synopsis

data Gen s
initialize :: PrimMonad m => Word32 -> m (Gen (PrimState m))
type GenIO = Gen (PrimState IO)
type GenST s = Gen (PrimState (ST s))
uniform01M :: PrimMonad m => Gen (PrimState m) -> m Double
data Seed
fromSeed :: Seed -> (Word32, Word32, Word32, Word32, Word32, Word32)

Gen: Pseudo-Random Number Generators

data Gen s Source #

State of the pseudo-random number generator. It uses mutable state so same generator shouldn't be used from the different threads simultaneously.

Instances

(s ~ PrimState m, PrimMonad m) => StatefulGen (Gen s) m Source #
Instance details Defined in System.Random.MRG32k3a.Stateful Methods uniformWord32R :: Word32 -> Gen s -> m Word32 # uniformWord64R :: Word64 -> Gen s -> m Word64 # uniformWord8 :: Gen s -> m Word8 # uniformWord16 :: Gen s -> m Word16 # uniformWord32 :: Gen s -> m Word32 # uniformWord64 :: Gen s -> m Word64 # uniformShortByteString :: Int -> Gen s -> m ShortByteString #

initialize :: PrimMonad m => Word32 -> m (Gen (PrimState m)) Source #

Create a generator using given seed.

Type helpers

type GenIO = Gen (PrimState IO) Source #

A shorter name for PRNG state in the IO monad.

type GenST s = Gen (PrimState (ST s)) Source #

A shorter name for PRNG state in the ST monad.

Unitility functions

uniform01M :: PrimMonad m => Gen (PrimState m) -> m Double Source #

Get a random value following U(0,1).

Seed: state management

You can get the current PRNG state by freezeGen as an immutable data that has type Seed. You may save the state into persistent store and restore the state by thawGen later.

  > gen <- initialize 12345
  > replicateM 10 (uniform01M gen)
  [0.12701112204657714,0.3185275653967945,0.3091860155832701,0.8258468629271136,0.2216299157820229,0.5333953879182788,0.4807742033156181,0.3555598794381262,0.13598841039594017,0.7558522371615436]
  > seed <- freezeGen gen
  > show $ fromSeed seed
  "(2989318136,3378525425,1773647758,1462200156,2794459678,2822254363)"
  > replicateM 10 (uniform01M gen)
  [0.5755553189002691,0.4100640936040626,0.3263296794324586,0.24037805455705044,0.6100629823964789,0.9041809183707534,0.2989749433907653,3.415449711124772e-2,0.9664250719399228,0.1434954073855292]

(in another context,)

  > let seed = Seed $ read "(2989318136,3378525425,1773647758,1462200156,2794459678,2822254363)"
  > gen <- thawGen seed
  > replicateM 10 (uniform01M gen)
  [0.5755553189002691,0.4100640936040626,0.3263296794324586,0.24037805455705044,0.6100629823964789,0.9041809183707534,0.2989749433907653,3.415449711124772e-2,0.9664250719399228,0.1434954073855292]

data Seed Source #

An immutable snapshot of the state of a Gen.

Instances

Eq Seed Source #
Instance details Defined in System.Random.MRG32k3a.Stateful Methods (==) :: Seed -> Seed -> Bool # (/=) :: Seed -> Seed -> Bool #
Show Seed Source #
Instance details Defined in System.Random.MRG32k3a.Stateful Methods showsPrec :: Int -> Seed -> ShowS # show :: Seed -> String # showList :: [Seed] -> ShowS #
PrimMonad m => FrozenGen Seed m Source #
Instance details Defined in System.Random.MRG32k3a.Stateful Associated Types type MutableGen Seed m = (g :: Type) # Methods freezeGen :: MutableGen Seed m -> m Seed # thawGen :: Seed -> m (MutableGen Seed m) #
type MutableGen Seed m Source #
Instance details Defined in System.Random.MRG32k3a.Stateful type MutableGen Seed m = Gen (PrimState m)

fromSeed :: Seed -> (Word32, Word32, Word32, Word32, Word32, Word32) Source #

Convert seed into a 6-tuple of Word32.

References

[1] Pierre L'Ecuyer, (1999) Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators.Operations Research 47(1):159-164. https://doi.org/10.1287/opre.47.1.159