[Caml-list] Random number generator
Michał C
Do You maybe have any idea how good is the standard RNG from random.ml
module? I know that it's quite fast but what about the quality of
generated numbers?
I've tried implementing various random number generators for the whole
yesterday but I couldn't bypass ocaml's int limitations. Almost
everything bases on unsigned integers (0..2^32-1) so despiting the
fact my range is half of that (using Int32) I'm having troubles when
integer overflows...
I would like to implement combined MWC (multiple with carry) algorithm
based on 2 x 16bit mwc's. I'ts very easy (at last in c/c++ where i can
use unsigned ints), fast and according to what I've read it's
generating very nice random numbers.
It goes like this:
z = w= some seeds (big numbers)
z = 36969 * (z & 65535) + (z >> 16)
w = 18000 * (w & 65535) + (w >> 16)
return ( (z << 16) + (w & 65535) ) // combining two 16 bit numbers to
one 32 bit
but i cant think of anything by myself, i mean i could use some "abs"
or something but i doubt it wouldn't ruin the whole algorithm.
P.S.
some time ago I promised that I will keep you informed how my ray-
tracer will do, here it is:
http://neos1.blogspot.com
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Till Varoquaux
solid. Now here comes the warning: one can only prove that PRNG are
bad, withstanding the test of time is the best hint fir quality.
Random numbers are a tricky subject; if you are using them for your
ray tracer a low-discrepancy sequence[2] might prove a better match.
Till
[1]http://groups.google.com/group/fa.caml/browse_thread/thread/eb5ba7eef6e43066
[2]http://en.wikipedia.org/wiki/Low-discrepancy_sequence