Box-Muller Transform

Usage

var randn = require( '@stdlib/random/base/box-muller' );

randn()

Returns a standard normally distributed pseudorandom number.

var r = randn();
// returns <number>

randn.factory( [options] )

Returns a pseudorandom number generator (PRNG) for generating standard normally distributed pseudorandom numbers.

var rand = randn.factory();

The function accepts the following options:

• prng: pseudorandom number generator for generating uniformly distributed pseudorandom numbers on the interval [0,1). If provided, the function ignores both the state and seed options. In order to seed the returned pseudorandom number generator, one must seed the provided prng (assuming the provided prng is seedable).
• seed: pseudorandom number generator seed.
• state: a Uint32Array containing pseudorandom number generator state. If provided, the function ignores the seed option.
• copy: boolean indicating whether to copy a provided pseudorandom number generator state. Setting this option to false allows sharing state between two or more pseudorandom number generators. Setting this option to true ensures that a returned generator has exclusive control over its internal state. Default: true.

To use a custom PRNG as the underlying source of uniformly distributed pseudorandom numbers, set the prng option.

var minstd = require( '@stdlib/random/base/minstd' );

var rand = randn.factory({
    'prng': minstd.normalized
});

var r = rand();
// returns <number>

To seed a pseudorandom number generator, set the seed option.

var rand1 = randn.factory({
    'seed': 12345
});

var r1 = rand1();
// returns <number>

var rand2 = randn.factory({
    'seed': 12345
});

var r2 = rand2();
// returns <number>

var bool = ( r1 === r2 );
// returns true

To return a generator having a specific initial state, set the generator state option.

var rand;
var bool;
var r;
var i;

// Generate pseudorandom numbers, thus progressing the generator state:
for ( i = 0; i < 1000; i++ ) {
    r = randn();
}

// Create a new PRNG initialized to the current state of `randn`:
rand = randn.factory({
    'state': randn.state
});

// Test that the generated pseudorandom numbers are the same:
bool = ( rand() === randn() );
// returns true

randn.NAME

The generator name.

var str = randn.NAME;
// returns 'box-muller'

randn.PRNG

The underlying pseudorandom number generator for uniformly distributed numbers on the interval [0,1).

var prng = randn.PRNG;
// returns <Function>

randn.MIN

Minimum possible value.

var min = randn.MIN;
// returns <number>

Note that this value is computed based on the minimum value of the underlying PRNG for uniformly distributed numbers. If the underlying PRNG does not have a MIN property, this value is null.

var rand = randn.factory({
    'prng': Math.random
});

var min = rand.MIN;
// returns null

randn.MAX

Maximum possible value.

var max = randn.MAX;
// returns <number>

Note that this value is computed based on the minimum value of the underlying PRNG for uniformly distributed numbers. If the underlying PRNG does not have a MIN property, this value is null.

var rand = randn.factory({
    'prng': Math.random
});

var max = rand.MAX;
// returns null

randn.seed

The value used to seed randn().

var rand;
var r;
var i;

// Generate pseudorandom values...
for ( i = 0; i < 100; i++ ) {
    r = randn();
}

// Generate the same pseudorandom values...
rand = randn.factory({
    'seed': randn.seed
});
for ( i = 0; i < 100; i++ ) {
    r = rand();
}

If provided a PRNG for uniformly distributed numbers, this value is null.

var rand = randn.factory({
    'prng': Math.random
});

var seed = rand.seed;
// returns null

randn.seedLength

Length of generator seed.

var len = randn.seedLength;
// returns <number>

If provided a PRNG for uniformly distributed numbers, this value is null.

var rand = randn.factory({
    'prng': Math.random
});

var len = rand.seedLength;
// returns null

randn.state

Writable property for getting and setting the generator state.

var r = randn();
// returns <number>

r = randn();
// returns <number>

// ...

// Get a copy of the current state:
var state = randn.state;
// returns <Uint32Array>

r = randn();
// returns <number>

r = randn();
// returns <number>

// Reset the state:
randn.state = state;

// Replay the last two pseudorandom numbers:
r = randn();
// returns <number>

r = randn();
// returns <number>

// ...

If provided a PRNG for uniformly distributed numbers, this value is null.

var rand = randn.factory({
    'prng': Math.random
});

var state = rand.state;
// returns null

randn.stateLength

Length of generator state.

var len = randn.stateLength;
// returns <number>

If provided a PRNG for uniformly distributed numbers, this value is null.

var rand = randn.factory({
    'prng': Math.random
});

var len = rand.stateLength;
// returns null

randn.byteLength

Size (in bytes) of generator state.

var sz = randn.byteLength;
// returns <number>

If provided a PRNG for uniformly distributed numbers, this value is null.

var rand = randn.factory({
    'prng': Math.random
});

var sz = rand.byteLength;
// returns null

randn.toJSON()

Serializes the pseudorandom number generator as a JSON object.

var o = randn.toJSON();
// returns { 'type': 'PRNG', 'name': '...', 'state': {...}, 'params': [] }

If provided a PRNG for uniformly distributed numbers, this method returns null.

var rand = randn.factory({
    'prng': Math.random
});

var o = rand.toJSON();
// returns null