What is this?
Experiments in fast "random" number generation for Erlang; though they
have the same interface as rand:uniform/1, think of them more like
phash2/2 with a timestamp -- not really random, but fast
(hopefully).
Specifically, some of the PRNGs here use methods that are known to be
biased. They are not suitably for any application which assumes
uniformity. They are also not guaranteed to produce uncorrelated
streams when used in parallel.
Building
Use rebar3. To override the default
implementation choice, you can set the IMPLEMENTATION environment
variable:
$ IMPLEMENTATION=rdrand rebar3 compile
Interface
All functions take an integer between 1 and 232-1, and
return an integer between 1 and the supplied integer, like
rand:uniform/1.
granderl:
uniform(N :: 1..4294967295) -> 1..4294967295
Implementations
rdrand
32-bits of RDRAND.
xorshift
Marsaglia's original
xorshift (with no
multiplies), keeping state in thread-local storage. Initialized on
first call.
pcg32
PCG, TLS.
msws
Middle Square Weyl Sequence, keeping state in thread-local storage.
Initialized on first call.
References
Fog, Agner. "Pseudo-Random Number Generators for Vector Processors and Multicore Processors." Journal of Modern Applied Statistical Methods 14.1 (2015): 308-334.
Marsaglia, George. "Xorshift RNGs." Journal of Statistical Software 8.14 (2003): 1-6.
O'Neill, M.E. "PCG: A Family of Simple Fast Space-Efficient Statistically Good Algorithms for Random Number Generation".
Widynsky, Bernard. "Middle Square Weyl Sequence RNG".
License
Because the pcg32 code is derived from Apache-licensed code (see
c_src/pcg32.c), this package is also
Apache licensed.