MINSTD
Create an iterator for a linear congruential pseudorandom number generator (LCG) based on Park and Miller.
Usage
var iterator = require( '@stdlib/random/iter/minstd' );
iterator( [options] )
Returns an iterator for generating pseudorandom numbers via a linear congruential pseudorandom number generator (LCG) based on Park and Miller.
var it = iterator();
// returns <Object>
var r = it.next().value;
// returns <number>
r = it.next().value;
// returns <number>
r = it.next().value;
// returns <number>
// ...
The function accepts the following options
:
- normalized:
boolean
indicating whether to return pseudorandom numbers on the interval[0,1)
. - seed: pseudorandom number generator seed.
- state: an
Int32Array
containing pseudorandom number generator state. If provided, the function ignores theseed
option. - copy:
boolean
indicating whether to copy a provided pseudorandom number generator state. Setting this option tofalse
allows sharing state between two or more pseudorandom number generators. Setting this option totrue
ensures that a returned iterator has exclusive control over its internal pseudorandom number generator state. Default:true
. - iter: number of iterations.
To return pseudorandom numbers on the interval [0,1)
, set the normalized
option.
var it = iterator({
'normalized': true
});
var r = it.next().value;
// returns <number>
To return an iterator having a specific initial state, set the iterator state
option.
var bool;
var it1;
var it2;
var r;
var i;
it1 = iterator();
// Generate pseudorandom numbers, thus progressing the generator state:
for ( i = 0; i < 1000; i++ ) {
r = it1.next().value;
}
// Create a new iterator initialized to the current state of `it1`:
it2 = iterator({
'state': it1.state
});
// Test that the generated pseudorandom numbers are the same:
bool = ( it1.next().value === it2.next().value );
// returns true
To seed the iterator, set the seed
option.
var it = iterator({
'seed': 12345
});
var r = it.next().value;
// returns 207482415
it = iterator({
'seed': 12345
});
r = it.next().value;
// returns 207482415
To limit the number of iterations, set the iter
option.
var it = iterator({
'iter': 2
});
var r = it.next().value;
// returns <number>
r = it.next().value;
// returns <number>
r = it.next().done;
// returns true
The returned iterator protocol-compliant object has the following properties:
- next: function which returns an iterator protocol-compliant object containing the next iterated value (if one exists) assigned to a
value
property and adone
property having aboolean
value indicating whether the iterator is finished. - return: function which closes an iterator and returns a single (optional) argument in an iterator protocol-compliant object.
- seed: pseudorandom number generator seed.
- seedLength: length of generator seed.
- state: writable property for getting and setting the generator state.
- stateLength: length of generator state.
- byteLength: size (in bytes) of generator state.
Notes
- If an environment supports
Symbol.iterator
, the returned iterator is iterable. - The generator has a period of approximately
2.1e9
(see Numerical Recipes in C, 2nd Edition, p. 279). - An LCG is fast and uses little memory. On the other hand, because the generator is a simple linear congruential generator, the generator has recognized shortcomings. By today's PRNG standards, the generator's period is relatively short. More importantly, the "randomness quality" of the generator's output is lacking. These defects make the generator unsuitable, for example, in Monte Carlo simulations and in cryptographic applications.
- If PRNG state is "shared" (meaning a state array was provided during iterator creation and not copied) and one sets the underlying generator state to a state array having a different length, the iterator does not update the existing shared state and, instead, points to the newly provided state array. In order to synchronize the output of the underlying generator according to the new shared state array, the state array for each relevant iterator and/or PRNG must be explicitly set.
- If PRNG state is "shared" and one sets the underlying generator state to a state array of the same length, the PRNG state is updated (along with the state of all other iterator and/or PRNGs sharing the PRNG's state array).
Examples
var iterator = require( '@stdlib/random/iter/minstd' );
var it;
var r;
// Create a seeded iterator for generating pseudorandom numbers:
it = iterator({
'seed': 1234,
'iter': 10
});
// Perform manual iteration...
while ( true ) {
r = it.next();
if ( r.done ) {
break;
}
console.log( r.value );
}
References
- Park, S. K., and K. W. Miller. 1988. "Random Number Generators: Good Ones Are Hard to Find." Communications of the ACM 31 (10). New York, NY, USA: ACM: 1192–1201. doi:10.1145/63039.63042.
- Press, William H., Brian P. Flannery, Saul A. Teukolsky, and William T. Vetterling. 1992. Numerical Recipes in C: The Art of Scientific Computing, Second Edition. Cambridge University Press.