mir-random Release 2.2.11

Dlang Random Number Generators

Keywords
library, optimized_cpu, generic, general, scientific, numeric, dub, mir-random, phobos, random, random-generation, rng, tinflex
Licenses
SSPL-1.0/Apache-2.0/libpng-2.0
Install
``` dub fetch mir-random --version 2.2.11 ```

mir-random

Advanced Random Number Generators

Documentation - http://docs.random.dlang.io

Example (3 seconds)

```void main()
{
import mir.random;
import mir.random.variable: normalVar;
import mir.random.algorithm: randomSlice;

auto sample = normalVar.randomSlice(10);

import std.stdio;
sample[\$.randIndex].writeln;
}```

Example (10 seconds)

```void main()
{
import mir.random;
import mir.random.variable: normalVar;
import mir.random.algorithm: randomSlice;

// Engines are allocated on stack or global
auto rng = Random(unpredictableSeed);
auto sample = rng.randomSlice(normalVar, 10);

import std.stdio;
sample[rng.randIndex(\$)].writeln;
}```

Comparison with Phobos

• Does not depend on DRuntime (Better C concept)
`random` (new implementation and API)
• Mir Random `rand!float`/`rand!double`/`rand!real` generates saturated real random numbers in `(-1, 1)`. For example, `rand!real` can produce more than 2^78 unique numbers. In other hand, `std.random.uniform01!real` produces less than `2^31` unique numbers with default Engine.
• Mir Random fixes Phobos integer underflow bugs.
• Additional optimization was added for enumerated types.
• Random nd-array (ndslice) generation.
• Bounded integer generation in `randIndex` uses Daniel Lemire's fast alternative to modulo reduction. The throughput increase measured for `randIndex!uint` on an x86-64 processor compiled with LDC 1.6.0 was 1.40x for `Mt19937_64` and 1.73x for `Xoroshiro128Plus`. The throughput increase measured for `randIndex!ulong` was 2.36x for `Mt19937_64` and 4.25x for `Xoroshiro128Plus`.
• Uniform
• Exponential
• Gamma
• Normal
• Cauchy
• ...
`random.ndvariable` (new)
• Simplex
• Sphere
• Multivariate Normal
• ...
`random.algorithm` (new)
• Ndslice and range API adaptors
`random.engine.*` (fixed, reworked, new)
• `opCall` API instead of range interface is used (similar to C++)
• No default and copy constructors are allowed for generators.
• `unpredictableSeed` has not state, returns `size_t`
• `unpredictableSeed!UIntType` overload for seeds of any unsigned type (merged to Phobos)
• Any unsigned generators are allowed.
• `min` property was removed. Any integer generator can normalize its minimum down to zero.
• Mt19937: +100% performance for initialization. (merged to Phobos)
• Mt19937: +54% performance for generation. (merged to Phobos)
• Mt19937: fixed to be more CPU cache friendly. (merged to Phobos)
• 64-bit Mt19937 initialization is fixed (merged to Phobos)
• 64-bit Mt19937 is default for 64-bit targets
• Permuted Congruential Generators (new)
• SplitMix generators (new)
• Fixed XorshiftEngine's support for non-`uint` word sizes & allow various shift directions (merged to Phobos)
• XorshiftStar Generators (new)
• Xoroshiro128Plus generator (new)
• Xoshiro256StarStar & Xoshiro128StarStar_32 generators (new)