My offer of RNG's for C was an invitation to dance;
I did not expect the Tarantella. I hope this post will
stop the music, or at least slow it to a stately dance
for language chauvinists and software police---under
a different heading.
In response to a number of requests for good RNG's in
C, and mindful of the desirability of having a variety
of methods readily available, I offered several. They
were implemented as in-line functions using the #define
feature of C.
Numerous responses have led to improvements; the result
is the listing below, with comments describing the
generators.
I thank all the experts who contributed suggestions, either
directly to me or as part of the numerous threads.
It seems necessary to use a (circular) table in order
to get extremely long periods for some RNG's. Each new
number is some combination of the previous r numbers, kept
in the circular table. The circular table has to keep
at least the last r, but possible more than r, numbers.
For speed, an 8-bit index seems best for accessing
members of the table---at least for Fortran, where an
8-bit integer is readily available via integer*1, and
arithmetic on the index is automatically mod 256
(least-absolute-residue).
Having little experience with C, I got out my little
(but BIG) Kernighan and Ritchie book to see if there
were an 8-bit integer type. I found none, but I did
find char and unsigned char: one byte. Furthemore, K&R
said arithmetic on characters was ok. That, and a study
of the #define examples, led me to propose #define's
for in-line generators LFIB4 and SWB, with monster
periods. But it turned out that char arithmetic jumps
"out of character", other than for simple cases such as
c++ or c+=1. So, for safety, the index arithmetic
below is kept in character by the UC definition.
Another improvement on the original version takes
advantage of the comma operator, which, to my chagrin,
I had not seen in K&R. It is there, but only with an
example of (expression,expression). From the advice of
contributors, I found that the comma operator allows
(expression,...,expression,expression) with the
last expression determining the value. That makes it
much easier to create in-line functions via #define
(see SHR3, LFIB4, SWB and FIB below).
The improved #define's are listed below, with a
function to initialize the table and a main program
that calls each of the in-line functions one million
times and then compares the result to what I got with
a DOS version of gcc. That main program can serve
as a test to see if your system produces the same
results as mine.
_________________________________________
|If you run the program below, your output|
| should be seven lines, each a 0 (zero).|
-----------------------------------------
Some readers of the threads are not much interested
in the philosophical aspects of computer languages,
but want to know: what is the use of this stuff?
Here are simple examples of the use of the in-line
functions: Include the #define's in your program, with
the accompanying static variable declarations, and a
procedure, such as the example, for initializing
the static variable (seeds) and the table.
Then any one of those in-line functions, inserted
in a C expression, will provide a random 32-bit
integer, or a random float if UNI or VNI is used.
For example, KISS&255; would provide a random byte,
while 5.+2.*UNI; would provide a random real (float)
from 5 to 7. Or 1+MWC%10; would provide the
proverbial "take a number from 1 to 10",
(but with not quite, but virtually, equal
probabilities).
More generally, something such as 1+KISS%n; would
provide a practical uniform random choice from 1 to n,
if n is not too big.
A key point is: a wide variety of very fast, high-
quality, easy-to-use RNG's are available by means of
the nine in-line functions below, used individually or
in combination.
The comments after the main test program describe the
generators. These descriptions are much as in the first
post, for those who missed them. Some of the
generators (KISS, MWC, LFIB4) seem to pass all tests of
randomness, particularly the DIEHARD battery of tests,
and combining virtually any two or more of them should
provide fast, reliable, long period generators. (CONG
or FIB alone and CONG+FIB are suspect, but quite useful
in combinations.)
Serious users of random numbers may want to
run their simulations with several different
generators, to see if they get consistent results.
These #define's may make it easy to do.
Bonne chance,
George Marsaglia
The C code follows---------------------------------:
#include <stdio.h>
#define znew (z=36969*(z&65535)+(z>>16))
#define wnew (w=18000*(w&65535)+(w>>16))
#define MWC ((znew<<16)+wnew )
#define SHR3 (jsr^=(jsr<<17), jsr^=(jsr>>13), jsr^=(jsr<<5))
#define CONG (jcong=69069*jcong+1234567)
#define FIB ((b=a+b),(a=b-a))
#define KISS ((MWC^CONG)+SHR3)
#define LFIB4 (c++,t[c]=t[c]+t[UC(c+58)]+t[UC(c+119)]+t[UC(c+178)])
#define SWB (c++,bro=(x<y),t[c]=(x=t[UC(c+34)])-(y=t[UC(c+19)]+bro))
#define UNI (KISS*2.328306e-10)
#define VNI ((long) KISS)*4.656613e-10
#define UC (unsigned char) /*a cast operation*/
typedef unsigned long UL;
/* Global static variables: */
static UL z=362436069, w=521288629, jsr=123456789, jcong=380116160;
static UL a=224466889, b=7584631, t[256];
/* Use random seeds to reset z,w,jsr,jcong,a,b, and the table t[256]*/
static UL x=0,y=0,bro; static unsigned char c=0;
/* Example procedure to set the table, using KISS: */
void settable(UL i1,UL i2,UL i3,UL i4,UL i5, UL i6)
{ int i; z=i1;w=i2,jsr=i3; jcong=i4; a=i5; b=i6;
for(i=0;i<256;i=i+1) t[i]=KISS;
}
/* This is a test main program. It should compile and print 7 0's. */
int main(void){
int i; UL k;
settable(12345,65435,34221,12345,9983651,95746118);
for(i=1;i<1000001;i++){k=LFIB4;} printf("%u\n", k-1064612766U);
for(i=1;i<1000001;i++){k=SWB ;} printf("%u\n", k- 627749721U);
for(i=1;i<1000001;i++){k=KISS ;} printf("%u\n", k-1372460312U);
for(i=1;i<1000001;i++){k=CONG ;} printf("%u\n", k-1529210297U);
for(i=1;i<1000001;i++){k=SHR3 ;} printf("%u\n", k-2642725982U);
for(i=1;i<1000001;i++){k=MWC ;} printf("%u\n", k- 904977562U);
for(i=1;i<1000001;i++){k=FIB ;} printf("%u\n", k-3519793928U);
}
/*-----------------------------------------------------
Write your own calling program and try one or more of
the above, singly or in combination, when you run a
simulation. You may want to change the simple 1-letter
names, to avoid conflict with your own choices. */
/* All that follows is comment, mostly from the initial
post. You may want to remove it */
/* Any one of KISS, MWC, FIB, LFIB4, SWB, SHR3, or CONG
can be used in an expression to provide a random 32-bit
integer.
The KISS generator, (Keep It Simple Stupid), is
designed to combine the two multiply-with-carry
generators in MWC with the 3-shift register SHR3 and
the congruential generator CONG, using addition and
exclusive-or. Period about 2^123.
It is one of my favorite generators.
The MWC generator concatenates two 16-bit multiply-
with-carry generators, x(n)=36969x(n-1)+carry,
y(n)=18000y(n-1)+carry mod 2^16, has period about
2^60 and seems to pass all tests of randomness. A
favorite stand-alone generator---faster than KISS,
which contains it.
FIB is the classical Fibonacci sequence
x(n)=x(n-1)+x(n-2),but taken modulo 2^32.
Its period is 3*2^31 if one of its two seeds is odd
and not 1 mod 8. It has little worth as a RNG by
itself, but provides a simple and fast component for
use in combination generators.
SHR3 is a 3-shift-register generator with period
2^32-1. It uses y(n)=y(n-1)(I+L^17)(I+R^13)(I+L^5),
with the y's viewed as binary vectors, L the 32x32
binary matrix that shifts a vector left 1, and R its
transpose. SHR3 seems to pass all except those
related to the binary rank test, since 32 successive
values, as binary vectors, must be linearly
independent, while 32 successive truly random 32-bit
integers, viewed as binary vectors, will be linearly
independent only about 29% of the time.
CONG is a congruential generator with the widely used 69069
multiplier: x(n)=69069x(n-1)+1234567. It has period
2^32. The leading half of its 32 bits seem to pass
tests, but bits in the last half are too regular.
LFIB4 is an extension of what I have previously
defined as a lagged Fibonacci generator:
x(n)=x(n-r) op x(n-s), with the x's in a finite
set over which there is a binary operation op, such
as +,- on integers mod 2^32, * on odd such integers,
exclusive-or(xor) on binary vectors. Except for
those using multiplication, lagged Fibonacci
generators fail various tests of randomness, unless
the lags are very long. (See SWB below).
To see if more than two lags would serve to overcome
the problems of 2-lag generators using +,- or xor, I
have developed the 4-lag generator LFIB4 using
addition: x(n)=x(n-256)+x(n-179)+x(n-119)+x(n-55)
mod 2^32. Its period is 2^31*(2^256-1), about 2^287,
and it seems to pass all tests---in particular,
those of the kind for which 2-lag generators using
+,-,xor seem to fail. For even more confidence in
its suitability, LFIB4 can be combined with KISS,
with a resulting period of about 2^410: just use
(KISS+LFIB4) in any C expression.
SWB is a subtract-with-borrow generator that I
developed to give a simple method for producing
extremely long periods:
x(n)=x(n-222)-x(n-237)- borrow mod 2^32.
The 'borrow' is 0, or set to 1 if computing x(n-1)
caused overflow in 32-bit integer arithmetic. This
generator has a very long period, 2^7098(2^480-1),
about 2^7578. It seems to pass all tests of
randomness, except for the Birthday Spacings test,
which it fails badly, as do all lagged Fibonacci
generators using +,- or xor. I would suggest
combining SWB
...
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