crandom_api.md

STC crandom: Pseudo Random Number Generator

This features a 64-bit PRNG named stc64, and can generate bounded uniform and normal distributed random numbers.

See random for similar c++ functionality.

Description

stc64 is a novel, extremely fast PRNG by Tyge Løvset, suited for parallel usage. It features a Weyl-sequence as part of the state. In general testing, stc64 is the fastest among pcg64, xoshiro256**, sfc64, and lehmer64. wyrand is faster on platforms with fast 128-bit multiplication, and has 2^64 period length (lemire/SwiftWyhash#10). However, it is not suited for massive parallel usage due to its limited total minimal period length.

stc64 does not require multiplication or 128-bit integer operations. It has 256 bit state, but updates only 192 bit per generated number.

There is no jump function, but each odd number Weyl-increment (state[3]) starts a new unique 2^64 minimum length period. For a single thread, a minimum period of 2^127 is generated when the Weyl-increment is incremented by 2 every 2^64 output.

stc64 passes PractRand (tested up to 8TB output), Vigna's Hamming weight test, and simple correlation tests, i.e. n interleaved streams with only one-bit differences in initial state.

For more, see the PRNG shootout by Vigna: http://prng.di.unimi.it and the debate between the authors of xoshiro and pcg (Vigna/O'Neill) PRNGs: https://www.pcg-random.org/posts/on-vignas-pcg-critique.html

Header file

All crandom definitions and prototypes are available by including a single header file.

#include "stc/crandom.h"

Methods

void                stc64_srandom(uint64_t seed);                            // seed global rng
uint64_t            stc64_random(void);                                      // range [0, 2^64 - 1]

stc64_t             stc64_init(uint64_t seed);
stc64_t             stc64_with_seq(uint64_t seed, uint64_t seq);             // init with stream

uint64_t            stc64_rand(stc64_t* rng);                                // range [0, 2^64 - 1]
double              stc64_randf(stc64_t* rng);                               // range [0.0, 1.0)

stc64_uniform_t     stc64_uniform_init(int64_t low, int64_t high);           // uniform-distribution
int64_t             stc64_uniform(stc64_t* rng, stc64_uniform_t* dist);      // range [low, high]
stc64_uniformf_t    stc64_uniformf_init(double lowf, double highf);
double              stc64_uniformf(stc64_t* rng, stc64_uniformf_t* dist);    // range [lowf, highf)

stc64_normalf_t     stc64_normalf_init(double mean, double stddev);          // normal-distribution
double              stc64_normalf(stc64_t* rng, stc64_normalf_t* dist);

Types

Name	Type definition	Used to represent...
stc64_t	struct {uint64_t state[4];}	The PRNG engine type
stc64_uniform_t	struct {int64_t lower; uint64_t range;}	Integer uniform distribution
stc64_uniformf_t	struct {double lower, range;}	Real number uniform distr.
stc64_normalf_t	struct {double mean, stddev;}	Normal distribution type

Example

#include <stdio.h>
#include <time.h>

#include <stc/crandom.h>
#include <stc/csmap.h>
#include <stc/cstr.h>

// Declare int -> int sorted map. Uses typetag 'i' for ints.
using_csmap(i, int, size_t);

int main()
{
    enum {N = 10000000};
    const double Mean = -12.0, StdDev = 6.0, Scale = 74;

    printf("Demo of gaussian / normal distribution of %d random samples\n", N);

    // Setup random engine with normal distribution.
    uint64_t seed = time(NULL);
    stc64_t rng = stc64_init(seed);
    stc64_normalf_t dist = stc64_normalf_init(Mean, StdDev);

    // Create histogram map
    csmap_i mhist = csmap_i_init();
    c_forrange (N) {
        int index = (int) round( stc64_normalf(&rng, &dist) );
        ++ csmap_i_emplace(&mhist, index, 0).ref->second;
    }

    // Print the gaussian bar chart
    cstr bar = cstr_init();
    c_foreach (i, csmap_i, mhist) {
        size_t n = (size_t) (i.ref->second * StdDev * Scale * 2.5 / N);
        if (n > 0) {
            cstr_resize(&bar, n, '*');
            printf("%4d %s\n", i.ref->first, bar.str);
        }
    }
    // Cleanup
    cstr_del(&bar);
    csmap_i_del(&mhist);
}

Output:

Demo of gaussian / normal distribution of 10000000 random samples
 -29 *
 -28 **
 -27 ***
 -26 ****
 -25 *******
 -24 *********
 -23 *************
 -22 ******************
 -21 ***********************
 -20 ******************************
 -19 *************************************
 -18 ********************************************
 -17 ****************************************************
 -16 ***********************************************************
 -15 *****************************************************************
 -14 *********************************************************************
 -13 ************************************************************************
 -12 *************************************************************************
 -11 ************************************************************************
 -10 *********************************************************************
  -9 *****************************************************************
  -8 ***********************************************************
  -7 ****************************************************
  -6 ********************************************
  -5 *************************************
  -4 ******************************
  -3 ***********************
  -2 ******************
  -1 *************
   0 *********
   1 *******
   2 ****
   3 ***
   4 **
   5 *