322 lines
7.8 KiB
Markdown
322 lines
7.8 KiB
Markdown
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<!--
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@license Apache-2.0
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Copyright (c) 2018 The Stdlib Authors.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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-->
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# MINSTD Shuffle
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> A linear congruential pseudorandom number generator ([LCG][lcg]) whose output is shuffled.
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<section class="usage">
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## Usage
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```javascript
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var minstd = require( '@stdlib/random/base/minstd-shuffle' );
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```
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#### minstd()
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Returns a pseudorandom integer on the interval `[1, 2147483646]`.
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```javascript
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var v = minstd();
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// returns <number>
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```
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#### minstd.normalized()
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Returns a pseudorandom number on the interval `[0,1)`.
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```javascript
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var v = minstd.normalized();
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// returns <number>
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```
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#### minstd.factory( \[options] )
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Returns a linear congruential pseudorandom number generator ([LCG][lcg]) whose output is shuffled.
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```javascript
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var rand = minstd.factory();
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```
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The function accepts the following `options`:
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- **seed**: pseudorandom number generator seed.
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- **state**: an [`Int32Array`][@stdlib/array/int32] containing pseudorandom number generator state. If provided, the function ignores the `seed` option.
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- **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`.
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By default, a random integer is used to seed the returned generator. To seed the generator, provide either an `integer` on the interval `[1, 2147483646]`
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```javascript
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var rand = minstd.factory({
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'seed': 1234
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});
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var v = rand();
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// returns 1421600654
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```
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or, for arbitrary length seeds, an array-like `object` containing signed 32-bit integers
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```javascript
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var Int32Array = require( '@stdlib/array/int32' );
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var rand = minstd.factory({
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'seed': new Int32Array( [ 1234 ] )
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});
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var r = rand();
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// returns 20739838
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```
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To return a generator having a specific initial state, set the generator `state` option.
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```javascript
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var rand;
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var bool;
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var r;
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var i;
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// Generate pseudorandom numbers, thus progressing the generator state:
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for ( i = 0; i < 1000; i++ ) {
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r = minstd();
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}
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// Create a new PRNG initialized to the current state of `minstd`:
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rand = minstd.factory({
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'state': minstd.state
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});
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// Test that the generated pseudorandom numbers are the same:
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bool = ( rand() === minstd() );
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// returns true
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```
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#### minstd.NAME
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The generator name.
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```javascript
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var str = minstd.NAME;
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// returns 'minstd-shuffle'
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```
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#### minstd.MIN
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Minimum possible value.
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```javascript
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var min = minstd.MIN;
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// returns 1
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```
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#### minstd.MAX
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Maximum possible value.
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```javascript
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var max = minstd.MAX;
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// returns 2147483646
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```
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#### minstd.seed
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The value used to seed `minstd()`.
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```javascript
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var rand;
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var v;
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var i;
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// Generate pseudorandom values...
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for ( i = 0; i < 100; i++ ) {
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v = minstd();
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}
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// Generate the same pseudorandom values...
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rand = minstd.factory({
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'seed': minstd.seed
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});
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for ( i = 0; i < 100; i++ ) {
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v = rand();
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}
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```
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#### minstd.seedLength
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Length of generator seed.
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```javascript
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var len = minstd.seedLength;
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// returns <number>
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```
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#### minstd.state
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Writable property for getting and setting the generator state.
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```javascript
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var r = minstd();
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// returns <number>
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r = minstd();
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// returns <number>
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// ...
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// Get a copy of the current state:
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var state = minstd.state;
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// returns <Int32Array>
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r = minstd();
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// returns <number>
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r = minstd();
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// returns <number>
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// Reset the state:
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minstd.state = state;
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// Replay the last two pseudorandom numbers:
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r = minstd();
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// returns <number>
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r = minstd();
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// returns <number>
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// ...
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```
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#### minstd.stateLength
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Length of generator state.
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```javascript
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var len = minstd.stateLength;
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// returns <number>
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```
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#### minstd.byteLength
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Size (in bytes) of generator state.
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```javascript
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var sz = minstd.byteLength;
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// returns <number>
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```
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#### minstd.toJSON()
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Serializes the pseudorandom number generator as a JSON object.
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```javascript
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var o = minstd.toJSON();
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// returns { 'type': 'PRNG', 'name': '...', 'state': {...}, 'params': [] }
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```
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</section>
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<!-- /.usage -->
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<section class="notes">
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## Notes
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- Before output from a simple linear congruential generator ([LCG][lcg]) is returned, the output is shuffled using the Bays-Durham algorithm. This additional step considerably strengthens the "randomness quality" of a simple [LCG][lcg]'s output.
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- The generator has a period of approximately `2.1e9` (see [Numerical Recipes in C, 2nd Edition](#references), p. 279).
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- An [LCG][lcg] is fast and uses little memory. On the other hand, because the generator is a simple [linear congruential generator][lcg], the generator has recognized shortcomings. By today's PRNG standards, the generator's period is relatively short. In general, this generator is unsuitable for Monte Carlo simulations and cryptographic applications.
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- 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.
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- 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).
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</section>
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<!-- /.notes -->
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<section class="examples">
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## Examples
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<!-- eslint no-undef: "error" -->
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```javascript
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var minstd = require( '@stdlib/random/base/minstd-shuffle' );
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var seed;
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var rand;
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var i;
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// Generate pseudorandom numbers...
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for ( i = 0; i < 100; i++ ) {
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console.log( minstd() );
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}
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// Create a new pseudorandom number generator...
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seed = 1234;
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rand = minstd.factory({
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'seed': seed
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});
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for ( i = 0; i < 100; i++ ) {
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console.log( rand() );
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}
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// Create another pseudorandom number generator using a previous seed...
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rand = minstd.factory({
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'seed': minstd.seed
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});
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for ( i = 0; i < 100; i++ ) {
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console.log( rand() );
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}
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```
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</section>
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<!-- /.examples -->
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* * *
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<section class="references">
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## References
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- Park, S. K., and K. W. Miller. 1988. "Random Number Generators: Good Ones Are Hard to Find." _Communications of the ACM_ 31 (10). New York, NY, USA: ACM: 1192–1201. doi:[10.1145/63039.63042][@park:1988].
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- Bays, Carter, and S. D. Durham. 1976. "Improving a Poor Random Number Generator." _ACM Transactions on Mathematical Software_ 2 (1). New York, NY, USA: ACM: 59–64. doi:[10.1145/355666.355670][@bays:1976].
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- Herzog, T.N., and G. Lord. 2002. _Applications of Monte Carlo Methods to Finance and Insurance_. ACTEX Publications. [https://books.google.com/books?id=vC7I\\\_gdX-A0C][@herzog:2002].
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- Press, William H., Brian P. Flannery, Saul A. Teukolsky, and William T. Vetterling. 1992. _Numerical Recipes in C: The Art of Scientific Computing, Second Edition_. Cambridge University Press.
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</section>
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<!-- /.references -->
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<section class="links">
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[lcg]: https://en.wikipedia.org/wiki/Linear_congruential_generator
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[@park:1988]: http://dx.doi.org/10.1145/63039.63042
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[@bays:1976]: http://dx.doi.org/10.1145/355666.355670
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[@herzog:2002]: https://books.google.com/books?id=vC7I_gdX-A0C
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[@stdlib/array/int32]: https://www.npmjs.com/package/@stdlib/array-int32
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</section>
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<!-- /.links -->
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