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LURE: random

Random number generator

tim@menzies.us
August, 2017

Lua's math.random() is an interface to the C rand() function provided by the OS libc. This implementation varies by platform so the numbers it generates also varies from platform to platform

Can't have that: tests won't port across platforms.

The following library is recommended as a replacement for the ANSI C rand() and srand() functions, particularly in simulation applications where the statistical 'goodness' of the random number generator is important.

The generator used in this library is a so-called 'Lehmer random number generator' which returns a pseudo-random number uniformly distributed 0.0 and 1.0. The period is (m - 1) where m = 2,147,483,647 and the smallest and largest possible values are (1 / m) and 1 - (1 / m) respectively. For more details see:

  • "Random Number Generators: Good Ones Are Hard To Find" Steve Park and Keith Miller Communications of the ACM, October 1988

Also, the raw random number generator is wrapped in a 97 table to increase randomness.

Typical usage:

 R=require "random" 
 R.seed(1)
 print(R.r())

Magic numbers

 
local seed0       = 10013
local seed        = seed0
local multipler   = 16807.0
local modulus     = 2147483647.0
local randomtable = nil

New seed is calulated from the old seed. New random number is calculated from the new seed. Cycle= 2,147,483,646 numbers

 
local function park_miller_randomizer()
  seed = (multipler * seed) % modulus
  return seed / modulus end

Set the random number seed

 
local function rseed(n)
  if n then seed = n else seed = seed0 end
  randomtable = nil end

Set the random number seed using Lua stuff (note: will generate different numbers on different platforms.)

 
local function system()
  return rseed(math.random()*modulus) end

Main driver

 
local function another (       x,i)
  if randomtable == nil then
    randomtable = {}
    for i = 1, 97 do
      randomtable[i] = park_miller_randomizer() end end
  x = park_miller_randomizer()
  i = 1 + math.floor(97*x)
  x, randomtable[i] = randomtable[i], x
  return x end

Public interface

 
return {seed=rseed, system=system,r=another}

Legal

LURE, Copyright (c) 2017, Tim Menzies All rights reserved, BSD 3-Clause License

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