time-to-botec/squiggle/node_modules/@stdlib/random/iter/mt19937/README.md

MT19937

Create an iterator for a 32-bit Mersenne Twister pseudorandom number generator.

Usage

var iterator = require( '@stdlib/random/iter/mt19937' );

iterator( [options] )

Returns an iterator for generating pseudorandom numbers via a 32-bit Mersenne Twister pseudorandom number generator.

var it = iterator();
// returns <Object>

var r = it.next().value;
// returns <number>

r = it.next().value;
// returns <number>

r = it.next().value;
// returns <number>

// ...

The function accepts the following options:

• normalized: boolean indicating whether to return pseudorandom numbers on the interval [0,1).
• seed: pseudorandom number generator seed.
• state: a Uint32Array containing pseudorandom number generator state. If provided, the function ignores the seed option.
• 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 iterator has exclusive control over its internal pseudorandom number generator state. Default: true.
• iter: number of iterations.

To return pseudorandom numbers on the interval [0,1), set the normalized option.

var it = iterator({
    'normalized': true
});

var r = it.next().value;
// returns <number>

To return an iterator having a specific initial state, set the iterator state option.

var bool;
var it1;
var it2;
var r;
var i;

it1 = iterator();

// Generate pseudorandom numbers, thus progressing the generator state:
for ( i = 0; i < 1000; i++ ) {
    r = it1.next().value;
}

// Create a new iterator initialized to the current state of `it1`:
it2 = iterator({
    'state': it1.state
});

// Test that the generated pseudorandom numbers are the same:
bool = ( it1.next().value === it2.next().value );
// returns true

To seed the iterator, set the seed option.

var it = iterator({
    'seed': 12345
});

var r = it.next().value;
// returns 3992670690

it = iterator({
    'seed': 12345
});

r = it.next().value;
// returns 3992670690

To limit the number of iterations, set the iter option.

var it = iterator({
    'iter': 2
});

var r = it.next().value;
// returns <number>

r = it.next().value;
// returns <number>

r = it.next().done;
// returns true

The returned iterator protocol-compliant object has the following properties:

• next: function which returns an iterator protocol-compliant object containing the next iterated value (if one exists) assigned to a value property and a done property having a boolean value indicating whether the iterator is finished.
• return: function which closes an iterator and returns a single (optional) argument in an iterator protocol-compliant object.
• seed: pseudorandom number generator seed.
• seedLength: length of generator seed.
• state: writable property for getting and setting the generator state.
• stateLength: length of generator state.
• byteLength: size (in bytes) of generator state.

Notes

• If an environment supports Symbol.iterator, the returned iterator is iterable.
• Mersenne Twister is not a cryptographically secure PRNG, as the PRNG is based on a linear recursion. Any pseudorandom number sequence generated by a linear recursion is insecure, due to the fact that one can predict future generated outputs by observing a sufficiently long subsequence of generated values.
• The PRNG has a period of 2^19937 - 1.
• If PRNG state is "shared" (meaning a state array was provided during iterator creation and not copied) and one sets the underlying generator state to a state array having a different length, the iterator does not update the existing shared state and, instead, points to the newly provided state array. In order to synchronize the output of the underlying generator according to the new shared state array, the state array for each relevant iterator and/or PRNG must be explicitly set.
• If PRNG state is "shared" and one sets the underlying generator state to a state array of the same length, the PRNG state is updated (along with the state of all other iterator and/or PRNGs sharing the PRNG's state array).

Examples

var iterator = require( '@stdlib/random/iter/mt19937' );

var it;
var r;

// Create a seeded iterator for generating pseudorandom numbers:
it = iterator({
    'seed': 1234,
    'iter': 10
});

// Perform manual iteration...
while ( true ) {
    r = it.next();
    if ( r.done ) {
        break;
    }
    console.log( r.value );
}

---

References

• Matsumoto, Makoto, and Takuji Nishimura. 1998. "Mersenne Twister: A 623-dimensionally Equidistributed Uniform Pseudo-random Number Generator." ACM Transactions on Modeling and Computer Simulation 8 (1). New York, NY, USA: ACM: 3–30. doi:10.1145/272991.272995.
• Harase, Shin. 2017. "Conversion of Mersenne Twister to double-precision floating-point numbers." ArXiv abs/1708.06018 (September). https://arxiv.org/abs/1708.06018.