random

package module

v0.0.0-...-d740340 Latest Latest Go to latest Published: Jun 4, 2022 License: MIT Imports: 0 Imported by: 0

Details

Valid go.mod file
Redistributable license
Tagged version
Stable version
Learn more about best practices

Repository

github.com/shivakar/random

Links

Open Source Insights

README ¶

random

Package random implements pseudo-random number generators and random variate generators.

Installation

go get github.com/shivakar/random

Features

PRNG Engines available:

Mersenne Twister: mt19937 64-bit
- See http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt64.html for details and reference implementation
SplitMix64: Pseduo RNG based on avalanching function
- See http://prng.di.unimi.it/splitmix64.c for details and reference implementation
Xorshift128Plus: Fast generator passing BigCrush
- See http://xorshift.di.unimi.it/xorshift128plus.c for details and reference implementation
Xorshift1024Star: Fast generator with maximal period of 2^1024 - 1
- See http://xorshift.di.unimi.it/xorshift1024star.c for details and reference implementation
Xoroshiro128Plus: The successor to xorshift128+
- See http://xoroshiro.di.unimi.it/xoroshiro128plus.c for details and reference implementation

Random variables and variate generators are available for the following distributions:

Continuous Uniform distribution:
- See https://en.wikipedia.org/wiki/Uniform_distribution_%28continuous%29 for details
Normal distribution:
- See https://en.wikipedia.org/wiki/Normal_distribution for details
LogNormal distribution:
- See https://en.wikipedia.org/wiki/Log-normal_distribution for details
Cauchy distribution:
- See https://en.wikipedia.org/wiki/Cauchy_distribution for details

Testing and Benchmarks

To run prng long tests that require more than 1e9 random number draws, use command:

go test -v -race -cover -covermode=atomic ./prng/<prng> -long -timeout 1h

Example:

go test -v -race -cover -covermode=atomic ./prng/mt19337 -long -timeout 1h

Or use the Makefile provided as follows:

make mt19937-long

Generate coverage report and locally view it using elinks:

make <prng or distribution>-coverage

Example:

make uniform-coverage

Output:

Test and bench output for posterity:

$ go test -v -cover -covermode=atomic -bench . ./...
?   	github.com/shivakar/random	[no test files]
?   	github.com/shivakar/random/distribution	[no test files]
=== RUN   Test_Cauchy_GetParams
--- PASS: Test_Cauchy_GetParams (0.00s)
=== RUN   Test_Cauchy_PDF
--- PASS: Test_Cauchy_PDF (0.00s)
=== RUN   Test_Cauchy_CDF
--- PASS: Test_Cauchy_CDF (0.00s)
=== RUN   Test_Cauchy_Float64
--- PASS: Test_Cauchy_Float64 (0.04s)
=== RUN   ExampleCauchy
--- PASS: ExampleCauchy (0.00s)
goos: darwin
goarch: arm64
pkg: github.com/shivakar/random/distribution/cauchy
Benchmark_BuiltInPRNG_CauchyFloat64
Benchmark_BuiltInPRNG_CauchyFloat64-8         	49134766	        21.83 ns/op
Benchmark_Cauchy_MT19937_Float64
Benchmark_Cauchy_MT19937_Float64-8            	41710718	        28.21 ns/op
Benchmark_Cauchy_SplitMix64_Float64
Benchmark_Cauchy_SplitMix64_Float64-8         	44029762	        26.55 ns/op
Benchmark_Cauchy_Xoroshiro128Plus_Float64
Benchmark_Cauchy_Xoroshiro128Plus_Float64-8   	51687748	        22.88 ns/op
Benchmark_Cauchy_Xorshift128Plus_Float64
Benchmark_Cauchy_Xorshift128Plus_Float64-8    	47147956	        24.93 ns/op
Benchmark_Cauchy_Xorshift1024Star_Float64
Benchmark_Cauchy_Xorshift1024Star_Float64-8   	39433796	        29.67 ns/op
PASS
coverage: 86.7% of statements
ok  	github.com/shivakar/random/distribution/cauchy	7.273s
?   	github.com/shivakar/random/distribution/internal/distribtest	[no test files]
=== RUN   Test_PolyEval
--- PASS: Test_PolyEval (0.00s)
=== RUN   Test_NormICDF
--- PASS: Test_NormICDF (0.00s)
PASS
coverage: 100.0% of statements
ok  	github.com/shivakar/random/distribution/internal/mathutils	0.100s
=== RUN   Test_LogNormal_GetParams
--- PASS: Test_LogNormal_GetParams (0.00s)
=== RUN   Test_LogNormal_PDF
--- PASS: Test_LogNormal_PDF (0.00s)
=== RUN   Test_LogNormal_CDF
--- PASS: Test_LogNormal_CDF (0.00s)
=== RUN   Test_LogNormal_Float64
--- PASS: Test_LogNormal_Float64 (0.12s)
=== RUN   ExampleLogNormal
--- PASS: ExampleLogNormal (0.00s)
goos: darwin
goarch: arm64
pkg: github.com/shivakar/random/distribution/lognormal
Benchmark_BuiltInPRNG_LogNormFloat64
Benchmark_BuiltInPRNG_LogNormFloat64-8           	100000000	        10.80 ns/op
Benchmark_LogNormal_MT19937_Float64
Benchmark_LogNormal_MT19937_Float64-8            	37045088	        31.79 ns/op
Benchmark_LogNormal_SplitMix64_Float64
Benchmark_LogNormal_SplitMix64_Float64-8         	39418467	        29.75 ns/op
Benchmark_LogNormal_Xoroshiro128Plus_Float64
Benchmark_LogNormal_Xoroshiro128Plus_Float64-8   	39440600	        29.51 ns/op
Benchmark_LogNormal_Xorshift128Plus_Float64
Benchmark_LogNormal_Xorshift128Plus_Float64-8    	39729945	        29.47 ns/op
Benchmark_LogNormal_Xorshift1024Star_Float64
Benchmark_LogNormal_Xorshift1024Star_Float64-8   	38525077	        30.71 ns/op
PASS
coverage: 89.5% of statements
ok  	github.com/shivakar/random/distribution/lognormal	7.308s
=== RUN   Test_Normal_GetParams
--- PASS: Test_Normal_GetParams (0.00s)
=== RUN   Test_Normal_CDF
--- PASS: Test_Normal_CDF (0.00s)
=== RUN   Test_Normal_PDF
--- PASS: Test_Normal_PDF (0.00s)
=== RUN   Test_Normal_Float64
--- PASS: Test_Normal_Float64 (0.14s)
=== RUN   ExampleNormal
--- PASS: ExampleNormal (0.00s)
goos: darwin
goarch: arm64
pkg: github.com/shivakar/random/distribution/normal
Benchmark_BuiltInPRNG_NormFloat64
Benchmark_BuiltInPRNG_NormFloat64-8           	257363085	         4.632 ns/op
Benchmark_Normal_MT19937_Float64
Benchmark_Normal_MT19937_Float64-8            	35767732	        32.42 ns/op
Benchmark_Normal_SplitMix64_Float64
Benchmark_Normal_SplitMix64_Float64-8         	38368486	        30.28 ns/op
Benchmark_Normal_Xoroshiro128Plus_Float64
Benchmark_Normal_Xoroshiro128Plus_Float64-8   	38912450	        30.05 ns/op
Benchmark_Normal_Xorshift128Plus_Float64
Benchmark_Normal_Xorshift128Plus_Float64-8    	38469758	        30.02 ns/op
Benchmark_Normal_Xorshift1024Star_Float64
Benchmark_Normal_Xorshift1024Star_Float64-8   	37099489	        31.11 ns/op
PASS
coverage: 87.5% of statements
ok  	github.com/shivakar/random/distribution/normal	7.873s
=== RUN   Test_Uniform_GetParams
--- PASS: Test_Uniform_GetParams (0.00s)
=== RUN   Test_Uniform_CDF
--- PASS: Test_Uniform_CDF (0.00s)
=== RUN   Test_Uniform_PDF
--- PASS: Test_Uniform_PDF (0.00s)
=== RUN   Test_Uniform_Float64
--- PASS: Test_Uniform_Float64 (0.01s)
=== RUN   ExampleUniform
--- PASS: ExampleUniform (0.00s)
goos: darwin
goarch: arm64
pkg: github.com/shivakar/random/distribution/uniform
Benchmark_BuiltInPRNG_Float64
Benchmark_BuiltInPRNG_Float64-8                	494987222	         2.392 ns/op
Benchmark_Uniform_MT19937_Float64
Benchmark_Uniform_MT19937_Float64-8            	153106050	         7.829 ns/op
Benchmark_Uniform_SplitMix64_Float64
Benchmark_Uniform_SplitMix64_Float64-8         	174184448	         6.881 ns/op
Benchmark_Uniform_Xoroshiro128Plus_Float64
Benchmark_Uniform_Xoroshiro128Plus_Float64-8   	173764304	         6.880 ns/op
Benchmark_Uniform_Xorshift128Plus_Float64
Benchmark_Uniform_Xorshift128Plus_Float64-8    	173992126	         6.887 ns/op
Benchmark_Uniform_Xorshift1024Star_Float64
Benchmark_Uniform_Xorshift1024Star_Float64-8   	174063404	         6.887 ns/op
PASS
coverage: 90.0% of statements
ok  	github.com/shivakar/random/distribution/uniform	11.118s
goos: darwin
goarch: arm64
pkg: github.com/shivakar/random/prng
Benchmark_BuiltInPRNG_Int63
Benchmark_BuiltInPRNG_Int63-8     	517982815	         2.264 ns/op
Benchmark_BuiltInPRNG_Float64
Benchmark_BuiltInPRNG_Float64-8   	478866602	         2.341 ns/op
PASS
coverage: [no statements]
ok  	github.com/shivakar/random/prng	2.866s
?   	github.com/shivakar/random/prng/internal/prngtest	[no test files]
2022/06/03 05:57:05 Note: Running tests that require less than 1e9 PRNG draws.
	To run all tests run with -long flag.
=== RUN   Test_MT19937_GetSetSeed
--- PASS: Test_MT19937_GetSetSeed (0.00s)
=== RUN   Test_MT19937_GetSetState
--- PASS: Test_MT19937_GetSetState (0.00s)
=== RUN   Test_MT19937_Uint64
--- PASS: Test_MT19937_Uint64 (0.59s)
=== RUN   Test_MT19937_Float64
--- PASS: Test_MT19937_Float64 (1.30s)
=== RUN   Test_MT19937_Float64OO
--- PASS: Test_MT19937_Float64OO (0.65s)
goos: darwin
goarch: arm64
pkg: github.com/shivakar/random/prng/mt19937
Benchmark_MT19937_Uint64
Benchmark_MT19937_Uint64-8      	85182152	        13.81 ns/op
Benchmark_MT19937_Float64
Benchmark_MT19937_Float64-8     	76847131	        15.36 ns/op
Benchmark_MT19937_Float64OO
Benchmark_MT19937_Float64OO-8   	74261065	        15.37 ns/op
PASS
coverage: 96.6% of statements
ok  	github.com/shivakar/random/prng/mt19937	6.177s
2022/06/03 05:57:12 Note: Running tests that require less than 1e9 PRNG draws.
	To run all tests run with -long flag.
=== RUN   Test_SplitMix64_GetSetSeed
--- PASS: Test_SplitMix64_GetSetSeed (0.00s)
=== RUN   Test_SplitMix64_GetSetState
--- PASS: Test_SplitMix64_GetSetState (0.00s)
=== RUN   Test_SplitMix64_Uint64
--- PASS: Test_SplitMix64_Uint64 (0.30s)
=== RUN   Test_SplitMix64_Float64
--- PASS: Test_SplitMix64_Float64 (0.58s)
=== RUN   Test_SplitMix64_Float64OO
--- PASS: Test_SplitMix64_Float64OO (0.29s)
goos: darwin
goarch: arm64
pkg: github.com/shivakar/random/prng/splitmix64
Benchmark_SplitMix64_Uint64
Benchmark_SplitMix64_Uint64-8      	174118483	         6.883 ns/op
Benchmark_SplitMix64_Float64
Benchmark_SplitMix64_Float64-8     	174083362	         6.881 ns/op
Benchmark_SplitMix64_Float64OO
Benchmark_SplitMix64_Float64OO-8   	174201991	         6.884 ns/op
PASS
coverage: 97.2% of statements
ok  	github.com/shivakar/random/prng/splitmix64	6.956s
2022/06/03 05:57:19 Note: Running tests that require less than 1e9 PRNG draws.
	To run all tests run with -long flag.
=== RUN   Test_xoroshiro128Plus_GetSetSeed
--- PASS: Test_xoroshiro128Plus_GetSetSeed (0.00s)
=== RUN   Test_xoroshiro128Plus_GetSetState
--- PASS: Test_xoroshiro128Plus_GetSetState (0.00s)
=== RUN   Test_xoroshiro128Plus_Uint64
--- PASS: Test_xoroshiro128Plus_Uint64 (0.35s)
=== RUN   Test_xoroshiro128Plus_Float64
--- PASS: Test_xoroshiro128Plus_Float64 (0.88s)
=== RUN   Test_xoroshiro128Plus_Float64OO
--- PASS: Test_xoroshiro128Plus_Float64OO (0.44s)
=== RUN   ExampleXoroshiro128plus
--- PASS: ExampleXoroshiro128plus (0.00s)
goos: darwin
goarch: arm64
pkg: github.com/shivakar/random/prng/xoroshiro128plus
Benchmark_xoroshiro128Plus_Uint64
Benchmark_xoroshiro128Plus_Uint64-8      	147447513	         8.131 ns/op
Benchmark_xoroshiro128Plus_Float64
Benchmark_xoroshiro128Plus_Float64-8     	100000000	        10.33 ns/op
Benchmark_xoroshiro128Plus_Float64OO
Benchmark_xoroshiro128Plus_Float64OO-8   	100000000	        10.32 ns/op
PASS
coverage: 97.8% of statements
ok  	github.com/shivakar/random/prng/xoroshiro128plus	5.885s
2022/06/03 05:57:24 Note: Running tests that require less than 1e9 PRNG draws.
	To run all tests run with -long flag.
=== RUN   Test_Xorshift1024star_GetSetSeed
--- PASS: Test_Xorshift1024star_GetSetSeed (0.00s)
=== RUN   Test_Xorshift1024star_GetSetState
--- PASS: Test_Xorshift1024star_GetSetState (0.00s)
=== RUN   Test_Xorshift1024star_Uint64
--- PASS: Test_Xorshift1024star_Uint64 (0.30s)
=== RUN   Test_Xorshift1024star_Float64
--- PASS: Test_Xorshift1024star_Float64 (0.58s)
=== RUN   Test_Xorshift1024star_Float64OO
--- PASS: Test_Xorshift1024star_Float64OO (0.29s)
goos: darwin
goarch: arm64
pkg: github.com/shivakar/random/prng/xorshift1024star
Benchmark_Xorshift1024star_Uint64
Benchmark_Xorshift1024star_Uint64-8      	174198703	         6.883 ns/op
Benchmark_Xorshift1024star_Float64
Benchmark_Xorshift1024star_Float64-8     	173330251	         6.917 ns/op
Benchmark_Xorshift1024star_Float64OO
Benchmark_Xorshift1024star_Float64OO-8   	173174510	         6.916 ns/op
PASS
coverage: 95.9% of statements
ok  	github.com/shivakar/random/prng/xorshift1024star	6.969s
2022/06/03 05:57:31 Note: Running tests that require less than 1e9 PRNG draws.
	To run all tests run with -long flag.
=== RUN   Test_Xorshift128Plus_GetSetSeed
--- PASS: Test_Xorshift128Plus_GetSetSeed (0.00s)
=== RUN   Test_Xorshift128Plus_GetSetState
--- PASS: Test_Xorshift128Plus_GetSetState (0.00s)
=== RUN   Test_Xorshift128Plus_Uint64
--- PASS: Test_Xorshift128Plus_Uint64 (0.30s)
=== RUN   Test_Xorshift128Plus_Float64
--- PASS: Test_Xorshift128Plus_Float64 (0.58s)
=== RUN   Test_Xorshift128Plus_Float64OO
--- PASS: Test_Xorshift128Plus_Float64OO (0.29s)
goos: darwin
goarch: arm64
pkg: github.com/shivakar/random/prng/xorshift128plus
Benchmark_Xorshift128Plus_Uint64
Benchmark_Xorshift128Plus_Uint64-8      	174225312	         6.883 ns/op
Benchmark_Xorshift128Plus_Float64
Benchmark_Xorshift128Plus_Float64-8     	174144057	         6.886 ns/op
Benchmark_Xorshift128Plus_Float64OO
Benchmark_Xorshift128Plus_Float64OO-8   	174072472	         6.880 ns/op
PASS
coverage: 97.6% of statements
ok  	github.com/shivakar/random/prng/xorshift128plus	6.956s

License

Random is licensed under a MIT license.

Documentation ¶

Overview ¶

Package random implements pseudo-random number generators and random variate generators

Index ¶

Constants

Constants ¶

View Source

const Version = "0.3.0"

Version of the random package

Variables ¶

This section is empty.

Functions ¶

This section is empty.

Types ¶

This section is empty.

Source Files ¶

View all Source files

Directories ¶

Path	Synopsis
distribution Package distribution defines interfaces to be implemented by packages that implement random variables	Package distribution defines interfaces to be implemented by packages that implement random variables
cauchy Package cauchy implements a cauchy continuous random variable	Package cauchy implements a cauchy continuous random variable
internal/distribtest Package distribtest defines utilities for testing Distributions	Package distribtest defines utilities for testing Distributions
internal/mathutils Package mathutils defines math and statistics utilities for developing probability distributions	Package mathutils defines math and statistics utilities for developing probability distributions
lognormal Package lognormal implements a lognormal continuous random variable	Package lognormal implements a lognormal continuous random variable
normal Package normal implements a normal continuous random variable	Package normal implements a normal continuous random variable
uniform Package uniform implements a uniform continuous random variable	Package uniform implements a uniform continuous random variable
prng Package prng defines interfaces to be implemented by packages that implement PRNG engines	Package prng defines interfaces to be implemented by packages that implement PRNG engines
internal/prngtest Package prngtest defines utilities for testing PRNG Engines	Package prngtest defines utilities for testing PRNG Engines
mt19937 Package mt19937 implements 64-bit variant of Mersenne Twister pseudo-random number generator.	Package mt19937 implements 64-bit variant of Mersenne Twister pseudo-random number generator.
splitmix64 Package splitmix64 implements SplitMix64 pseudo-random number gnerator.	Package splitmix64 implements SplitMix64 pseudo-random number gnerator.
xoroshiro128plus Package xoroshiro128plus provides implementation for xoroshiro PRNG algorithm	Package xoroshiro128plus provides implementation for xoroshiro PRNG algorithm
xorshift1024star Package xorshift1024star provides implementation for xorshift PRNG algorithm with multiplication as the non-linear transformation function.	Package xorshift1024star provides implementation for xorshift PRNG algorithm with multiplication as the non-linear transformation function.
xorshift128plus Package xorshift128plus provides implementation for xorshift PRNG algorithm with addition as the non-linear transformation function.	Package xorshift128plus provides implementation for xorshift PRNG algorithm with addition as the non-linear transformation function.

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