random 0.2.0

data/lib/random.rb

@@ -0,0 +1,7 @@
+require 'random/array_random_element'
+require 'random/random_number_generator'
+require 'random/mersenne_twister_ext'
+
+# The MersenneTwister is the default RNG
+Random::RNG = Random::MersenneTwister
+

data/lib/random/array_random_element.rb

@@ -0,0 +1,6 @@
+class Array
+  # Select one element in the array randomly.
+  def random_element
+    self[rand(self.length)]
+  end
+end

data/lib/random/random_number_generator.rb

@@ -0,0 +1,196 @@
+module Random
+  # Abstract Base class for Random Number Generators. The default values
+  # for the methods is to work as for a generator giving 32 random bits
+  # for each call to next, but there is no requirement that sub-classes
+  # must obey this.
+  class RandomNumberGenerator
+    # Initialize a random number generator given a _seed_. The _seed_ is
+    # either an integer or an array of integers.
+    def initialize(seed); end
+
+    # Returns the minimum value that can be returned by a call to next.
+    # Default is 0.
+    def min; 0; end
+
+    MAX_32BIT_UNSIGNED = (2**32)-1
+
+    # Returns the maximum value that can be returned by a call to next.
+    # Default is MAX_32BIT_UNSIGNED.
+    def max; MAX_32BIT_UNSIGNED; end
+
+    # Max number of random bits returned in a call to _next_.
+    def num_random_bits
+      @num_random_bits ||= (Math.log(1 + max - min)/Math.log(2)).floor
+    end
+
+    # Max number of random bytes returned in a call to _next_.
+    def num_random_bytes
+      @num_random_bytes ||= (num_random_bits / 8)
+    end
+
+    ##########################################################################
+    # Basic generation methods
+    ##########################################################################
+
+    # Generate the next random number in this PRNG stream. All numbers 
+    # in (_min_.._max_) are equally likely.
+    def next; raise NotImplementedError; end
+
+    # Generate a 32 bit integer in (0..(2**32 - 1)). This implementation
+    # assumes the next method generates exactly this; BEWARE that for
+    # generators where this is not true you should override this method.
+    def gen_uint32; self.next; end
+    
+    ##########################################################################
+    # Derived generation methods - rand_X methods that use the basic gen_X
+    #   methods in generating more complex data (or using a more complex
+    #   interface)
+    ##########################################################################
+
+    # Generate an integer in (0..n) inclusive, ie including both 0 and n.
+    # Much faster than rand_int_big_limited.
+    #   pre  {|n|   n >= 0 && n < 2**32}
+    #   post {|res| res >= 0 && res <= n}
+    def rand_int_small_limited(n)
+      used_bits = mask_for_int(n)
+      r = gen_uint32() & used_bits
+      while (r > n)
+        r = gen_uint32() & used_bits
+      end
+      r
+    end
+
+    # Generate an integer in (0..n) inclusive, ie including both 0 and n.
+    # Same as rand_int_limited but less efficient if n < 2**32.
+    #   pre  {|n|   n >= 0}
+    #   post {|res| res >= 0 && res <= n}
+    def rand_int_big_limited(n)
+      num_bits = num_bits_to_represent(n)
+      r = rand_int_with_bits(num_bits)
+      while r > n
+        r = rand_int_with_bits(num_bits)
+      end
+      r
+    end
+
+    # Generate an integer with the given number of bits set randomly.
+    #   post {|res| res < 2**numBits}
+    def rand_int_with_bits(numBits)
+      num_bits_left = numBits
+      r = 0
+      while num_bits_left > 0
+        new_bits = self.next
+        bits_to_use = [num_bits_left, num_random_bits].min
+        r = add_bits(r, bits_to_use, new_bits)
+        num_bits_left -= bits_to_use
+      end
+      r
+    end
+
+    # Generate an integer in (0..n) inclusive, ie including both 0 and n.
+    #   pre  {|n|   n >= 0}
+    #   post {|res| result >= 0 && result <= n}
+    def rand_int_limited(n)
+      if n >= 2**32
+        rand_int_big_limited(n)
+      else
+        rand_int_small_limited(n)
+      end
+    end
+
+    FloatMultiplier = (1.0/4294967295.0)
+    FloatMultiplierExclusive = (1.0/4294967296.0)
+
+    # Generate a random float value in (0.0, 1.0) which means that both 0.0
+    # and 1.0 is included in the interval.
+    #   post {|res| res.kind_of?(Float)}
+    #   post {|res| res >= 0.0}
+    #   post {|res| res <= 1.0}
+    def rand_float
+      gen_uint32 * FloatMultiplier
+    end
+
+    # Generate a random float value in (0.0, 1.0( which means that 0.0
+    # is included in the interval while 1.0 is not.
+    #   post {|res| res.kind_of?(Float)}
+    #   post {|res| res >= 0.0}
+    #   post {|res| res < 1.0}
+    def rand_float_exclusive
+      gen_uint32 * FloatMultiplierExclusive
+    end
+
+    # Same as Ruby's standard rand method.
+    #
+    # Converts _max_ to an integer using max1 = max.to_i.abs. If the result 
+    # is zero, returns a floating point number >= 0.0 and < 1.0. Otherwise, 
+    # returns an integer >= 0 and < max1.
+    def rand(max = 0)
+      max1 = max.to_i.abs
+      if max1 == 0
+        rand_float_exclusive
+      else
+        rand_int_limited(max1 - 1)
+      end
+    end
+
+    # Generate a random integer in the range (a..b) inclusive.
+    #   pre {a >= 0}
+    #   pre {b >= 0 && b >= a}
+    def rand_num(a, b)
+      a + rand_int_limited(b - a)
+    end
+
+    # Return a string with _numBytes random bytes.
+    def rand_bytes(numBytes)
+      str, index = " " * numBytes, 0
+      while index < numBytes
+        r = self.next
+        [numBytes-index, num_random_bytes].min.times do
+          str[index] = r & 0xff
+          r >>= 8
+          index += 1
+        end
+      end
+      str
+    end
+
+    protected
+
+    def mask_for_int(anInteger)
+      mask(num_bits_to_represent(anInteger))
+    end
+
+    # Above this value the Math.log calculation is unsure
+    MaxForMathLog = (2**1020)-1
+
+    # Number of bits needed to represent an integer
+    def num_bits_to_represent(anInteger)
+      return 1 if anInteger == 0
+      if anInteger > MaxForMathLog
+        anInteger.to_s(2).length
+      else
+        1 + (Math.log(anInteger)/Math.log(2)).floor
+      end
+    end
+
+    @@mask = 
+      [0x00, 
+       0x01, 0x03, 0x07, 0x0f, 
+       0x1f, 0x3f, 0x7f, 0xff,
+       0x1ff, 0x3ff, 0x7ff, 0xfff, 
+       0x1fff, 0x3fff, 0x7fff, 0xffff,
+       0x1ffff, 0x3ffff, 0x7ffff, 0xfffff]
+
+    def mask(bits)
+      @@mask[bits] ||= calc_mask(bits)
+    end
+
+    def calc_mask(anInteger)
+      (2**anInteger)-1
+    end
+
+    def add_bits(orig, numBits, newBits)
+      (orig << numBits) | (newBits & mask(numBits))
+    end
+  end
+end

data/lib/random/testing.rb

@@ -0,0 +1,35 @@
+require 'math/statistics/chi_square'
+
+module Random; end
+
+# Methods related to testing randomness
+module Random::Testing
+  # Perform the Chi Square test at a given _alpha_ level. Returns true iff
+  # the given _distribution_ can be assumed to come from a uniform 
+  # distribution at an _alpha_ level of confidence.
+  def self.chi_square_test(distribution, alpha = 0.01)
+    labels, counts = distribution.keys, distribution.values
+    degrees_of_freedom = labels.length - 1
+    chisq = chi_square_statistic(counts)
+    # puts("ChiSq statistic = %.4f" % chisq)
+    # puts("Degrees of freedom = #{degrees_of_freedom}")
+    critical_chi_square_value = 
+      Math::Statistics.critical_chi_square_value(degrees_of_freedom, alpha)
+    # If the calculated chi-square statistic is less than the critical value
+    # we accept the distribution as coming from a uniform process.
+    chisq < critical_chi_square_value
+  end
+
+  # Calculate the chi square statistic for the counts for each bin
+  # given in _binCounts_ (an Array of integers).
+  def self.chi_square_statistic(binCounts)
+    num_bins = binCounts.length
+    sum = binCounts.inject(0) {|s,e| s+e}
+    expected = sum.to_f / num_bins
+    # puts("Expected = #{expected}")
+    binCounts.inject(0) do |chisq, observed|
+      d = observed - expected
+      chisq + ((d * d) / expected)
+    end
+  end
+end

data/test/acceptance/wagner_distribution_1_0/testWagner.out

@@ -0,0 +1,625 @@
+Testing output and speed of MersenneTwister.h
+
+Test of random integer generation:
+1067595299  955945823  477289528 4107218783 4228976476 
+3344332714 3355579695  227628506  810200273 2591290167 
+2560260675 3242736208  646746669 1479517882 4245472273 
+1143372638 3863670494 3221021970 1773610557 1138697238 
+1421897700 1269916527 2859934041 1764463362 3874892047 
+3965319921   72549643 2383988930 2600218693 3237492380 
+2792901476  725331109  605841842  271258942  715137098 
+3297999536 1322965544 4229579109 1395091102 3735697720 
+2101727825 3730287744 2950434330 1661921839 2895579582 
+2370511479 1004092106 2247096681 2111242379 3237345263 
+4082424759  219785033 2454039889 3709582971  835606218 
+2411949883 2735205030  756421180 2175209704 1873865952 
+2762534237 4161807854 3351099340  181129879 3269891896 
+ 776029799 2218161979 3001745796 1866825872 2133627728 
+  34862734 1191934573 3102311354 2916517763 1012402762 
+2184831317 4257399449 2899497138 3818095062 3030756734 
+1282161629  420003642 2326421477 2741455717 1278020671 
+3744179621  271777016 2626330018 2560563991 3055977700 
+4233527566 1228397661 3595579322 1077915006 2395931898 
+1851927286 3013683506 1999971931 3006888962 1049781534 
+1488758959 3491776230  104418065 2448267297 3075614115 
+3872332600  891912190 3936547759 2269180963 2633455084 
+1047636807 2604612377 2709305729 1952216715  207593580 
+2849898034  670771757 2210471108  467711165  263046873 
+3569667915 1042291111 3863517079 1464270005 2758321352 
+3790799816 2301278724 3106281430    7974801 2792461636 
+ 555991332  621766759 1322453093  853629228  686962251 
+1455120532  957753161 1802033300 1021534190 3486047311 
+1902128914 3701138056 4176424663 1795608698  560858864 
+3737752754 3141170998 1553553385 3367807274  711546358 
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+ 969527843 3529327173 2736343040 2987196734 1649016367 
+2206175811 3048174801 3662503553 3138851612 2660143804 
+1663017612 1816683231  411916003 3887461314 2347044079 
+1015311755 1203592432 2170947766 2569420716  813872093 
+1105387678 1431142475  220570551 4243632715 4179591855 
+2607469131 3090613241  282341803 1734241730 1391822177 
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+2681007391 2299624053  647443547  233600422  608168955 
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+3755670074  842839565 2819894466 2414718973 1010060670 
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+2852724304  879944024 1785007662 2748284463 1354768064 
+3267784736 2269127717 3001240761 3179796763  895723219 
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+4282731467 2746170170 2832568330  433439009 3175778732 
+  26248366 2551382801  183214346 3893339516 1928168445 
+1337157619 3429096554 3275170900 1782047316 4264403756 
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+  82378136  420615890 3467563163  541562091 3535949864 
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+2860855349   76448234 2264934035  744914583 2586791259 
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+1793831094  276463159  360132945 4178212058  595015228 
+ 177071838 2800080290 1573557746 1548998935  378454223 
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+3580042847 1913901014  614021289 4278528023 1905177404 
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+3082092067 3960461946 1663304043 2087473241 4162589986 
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+ 780290914 2715195096 3390957695  163151474 2309534542 
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+ 815943045  929020012 2995251018 3371283296 3608029049 
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+1186786476 3155969091 2242941310 1765554882  279121160 
+4279838515 1641578514 3796324015   13351065  103516986 
+1609694427  551411743 2493771609 1316337047 3932650856 
+4189700203  463397996 2937735066 1855616529 2626847990 
+  55091862 3823351211  753448970 4045045500 1274127772 
+1124182256   92039808 2126345552  425973257  386287896 
+2589870191 1987762798 4084826973 2172456685 3366583455 
+3602966653 2378803535 2901764433 3716929006 3710159000 
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+ 782634401 2161109003  570039522 1886241521   14249488 
+2230804228 1604941699 3928713335 3921942509 2155806892 
+ 134366254  430507376 1924011722  276713377  196481886 
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+3078397001 3472037921 1748894853 2740861475  316056182 
+1660426908  168885906  956005527 3984354789  566521563 
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+2308537115 2659155028 1450441945 3532257603 3186324194 
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+ 497144426 3302689335 4057485630 3603530763 4087252587 
+ 427812652  286876201  823134128 1627554964 3745564327 
+2589226092 4202024494   62878473 3275585894 3987124064 
+2791777159 1916869511 2585861905 1375038919 1403421920 
+  60249114 3811870450 3021498009 2612993202  528933105 
+2757361321 3341402964 2621861700  273128190 4015252178 
+3094781002 1621621288 2337611177 1796718448 1258965619 
+4241913140 2138560392 3022190223 4174180924  450094611 
+3274724580  617150026 2704660665 1469700689 1341616587 
+ 356715071 1188789960 2278869135 1766569160 2795896635 
+  57824704 2893496380 1235723989 1630694347 3927960522 
+ 428891364 1814070806 2287999787 4125941184 3968103889 
+3548724050 1025597707 1404281500 2002212197   92429143 
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+1768520622 1803542985  844848113 3006139921 1410888995 
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+2511931187 1680542666  231857466 1154981000  157168255 
+1454112128 3505872099 1929775046 2309422350 2143329496 
+2960716902  407610648 2938108129 2581749599  538837155 
+2342628867  430543915  740188568 1937713272 3315215132 
+2085587024 4030765687  766054429 3517641839  689721775 
+1294158986 1753287754 4202601348 1974852792   33459103 
+3568087535 3144677435 1686130825 4134943013 3005738435 
+3599293386  426570142  754104406 3660892564 1964545167 
+ 829466833  821587464 1746693036 1006492428 1595312919 
+1256599985 1024482560 1897312280 2902903201  691790057 
+1037515867 3176831208 1968401055 2173506824 1089055278 
+1748401123 2941380082  968412354 1818753861 2973200866 
+3875951774 1119354008 3988604139 1647155589 2232450826 
+3486058011 3655784043 3759258462  847163678 1082052057 
+ 989516446 2871541755 3196311070 3929963078  658187585 
+3664944641 2175149170 2203709147 2756014689 2456473919 
+3890267390 1293787864 2830347984 3059280931 4158802520 
+1561677400 2586570938  783570352 1355506163   31495586 
+3789437343 3340549429 2092501630  896419368  671715824 
+3530450081 3603554138 1055991716 3442308219 1499434728 
+3130288473 3639507000   17769680 2259741420  487032199 
+4227143402 3693771256 1880482820 3924810796  381462353 
+4017855991 2452034943 2736680833 2209866385 2128986379 
+ 437874044  595759426  641721026 1636065708 3899136933 
+ 629879088 3591174506  351984326 2638783544 2348444281 
+2341604660 2123933692  143443325 1525942256  364660499 
+ 599149312  939093251 1523003209  106601097  376589484 
+1346282236 1297387043  764598052 3741218111  933457002 
+1886424424 3219631016  525405256 3014235619  323149677 
+2038881721 4100129043 2851715101 2984028078 1888574695 
+2014194741 3515193880 4180573530 3461824363 2641995497 
+3179230245 2902294983 2217320456 4040852155 1784656905 
+3311906931   87498458 2752971818 2635474297 2831215366 
+3682231106 2920043893 3772929704 2816374944  309949752 
+2383758854  154870719  385111597 1191604312 1840700563 
+ 872191186 2925548701 1310412747 2102066999 1504727249 
+3574298750 1191230036 3330575266 3180292097 3539347721 
+ 681369118 3305125752 3648233597  950049240 4173257693 
+1760124957  512151405  681175196  580563018 1169662867 
+4015033554 2687781101  699691603 2673494188 1137221356 
+ 123599888  472658308 1053598179 1012713758 3481064843 
+3759461013 3981457956 3830587662 1877191791 3650996736 
+ 988064871 3515461600 4089077232 2225147448 1249609188 
+2643151863 3896204135 2416995901 1397735321 3460025646 
+
+Test of random real number [0,1) generation:
+0.76275443 0.99000644 0.98670464 0.10143112 0.27933125 
+0.69867227 0.94218740 0.03427201 0.78842173 0.28180608 
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+
+Test of random real number [0,1] generation:
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+
+Test of time to generate 300 million random integers:
+Time elapsed =    5.080 s
+
+Test of generation rates in various distributions:
+  Integers in [0,2^32-1]        58.82 million per second
+  Integers in [0,100]           37.88 million per second
+  Reals in [0,1]                59.52 million per second
+  Reals in [0,7]                58.82 million per second
+  Reals in normal distribution   4.27 million per second
+
+Tests of functionality:
+Passed array save/load test
+Passed stream save/load test
+Passed integer range test
+Passed float range test
+Passed Gaussian distribution test
+Passed auto-seed uniqueness test