random 0.2.0

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Files changed (25) hide show
  1. data/LICENSE +32 -0
  2. data/README +83 -0
  3. data/Rakefile +247 -0
  4. data/TODO +4 -0
  5. data/VERSION +1 -0
  6. data/doc/simple_example.rb +17 -0
  7. data/ext/random/extconf.rb +9 -0
  8. data/ext/random/mersenne_twister_ext.c +465 -0
  9. data/lib/math/statistics/chi_square.rb +76 -0
  10. data/lib/math/statistics/table_chi_square_probabilities.html +472 -0
  11. data/lib/random.rb +7 -0
  12. data/lib/random/array_random_element.rb +6 -0
  13. data/lib/random/random_number_generator.rb +196 -0
  14. data/lib/random/testing.rb +35 -0
  15. data/test/acceptance/wagner_distribution_1_0/testWagner.out +625 -0
  16. data/test/acceptance/wagner_distribution_1_0/test_compare_to_wagners_test_output.rb +91 -0
  17. data/test/performance/test_mersenne_twister.rb +20 -0
  18. data/test/unit/#mt19937ar.c# +190 -0
  19. data/test/unit/expected_mersenne_4357.txt +200 -0
  20. data/test/unit/test_chi_square.rb +25 -0
  21. data/test/unit/test_mersenne_twister.rb +131 -0
  22. data/test/unit/test_random_number_generator.rb +168 -0
  23. data/test/unit/test_random_testing.rb +22 -0
  24. data/test/unit/test_rng.rb +9 -0
  25. metadata +71 -0
data/test/acceptance/wagner_distribution_1_0/test_compare_to_wagners_test_output.rb ADDED
@@ -0,0 +1,91 @@
1
+ require 'test/unit'
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+
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+ require 'random'
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+ include Random
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+
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+ class ATestWagnerCompare < Test::Unit::TestCase
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+ # MTRand::uint32 bigSeed[4] = { 0x123, 0x234, 0x345, 0x456 };
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+ BigSeed = [0x123, 0x234, 0x345, 0x456]
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+
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+ # MTRand::uint32 oneSeed = 4357UL;
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+ OneSeed = 4357
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+
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+ def read_from_file_at(filename, start_line,
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+ converter = :to_i,
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+ num_numbers = 1000, num_on_each_line = 5)
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+
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+ read_nums, str_len, state = [], start_line.length, :seeking
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+
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+ fpath = File.join(File.dirname(__FILE__), filename)
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+ IO.readlines(fpath).each do |line|
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+ if state == :seeking && (line[0, str_len] == start_line)
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+ state = :reading
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+ elsif state == :reading
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+ if line =~ /(\d+\s+)+/
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+ read_nums.concat( line.split.map {|n| n.strip.send(converter)} )
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+ else
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+ # We are ready and can abort
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+ break
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+ end
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+ end
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+ end
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+
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+ if read_nums.length != num_numbers
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+ raise "Expected #{num_numbers} numbers but found #{read_nums.length}"
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+ else
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+ return read_nums
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+ end
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+ end
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+
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+ def take_next(mt, num, &block)
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+ block ||= proc {mt.next}
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+ Array.new(num).map {block.call(mt)}
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+ end
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+
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+ def assert_float_arrays_equal(expected, actual, delta)
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+ assert_equal(expected.length, actual.length)
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+ 0.upto(expected.length) do |i|
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+ assert_in_delta(expected[i], actual[i], delta)
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+ end
50
+ end
51
+
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+ def test_01_wagner_big_seed
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+ expected =
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+ read_from_file_at("testWagner.out",
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+ "Test of random integer generation:")
56
+
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+ mt = MersenneTwister.new(BigSeed)
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+ assert_equal(expected, take_next(mt, expected.length))
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+
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+ expected_floats =
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+ read_from_file_at("testWagner.out",
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+ "Test of random real number [0,1) generation:",
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+ :to_f)
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+ actual = take_next(mt, expected.length) {|m| m.rand_float_excl}
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+ assert_float_arrays_equal(expected_floats, actual, 0.0000001)
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+ end
67
+
68
+ def test_02_wagner_one_seed
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+ expected_floats =
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+ read_from_file_at("testWagner.out",
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+ "Test of random real number [0,1] generation:",
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+ :to_f)
73
+ mt = MersenneTwister.new(OneSeed)
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+ actual = take_next(mt, expected_floats.length) {|m| m.rand_float}
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+ assert_float_arrays_equal(expected_floats, actual, 0.0000001)
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+ end
77
+
78
+ def test_03_wagner_integer_range_test
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+ mt = MersenneTwister.new
80
+ 10000.times do
81
+ r = mt.rand_int_limited(17)
82
+ assert((0 <= r) && (r <= 17), "r = #{r}")
83
+ end
84
+ end
85
+
86
+ def test_04_autoseed_uniqueness_test
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+ m1, m2, m3 = MersenneTwister.new, MersenneTwister.new, MersenneTwister.new
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+ v1, v2, v3 = m1.rand_float, m2.rand_float, m3.rand_float
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+ assert(v1 != v2 || v2 != v3 || v1 != v3)
90
+ end
91
+ end
data/test/performance/test_mersenne_twister.rb ADDED
@@ -0,0 +1,20 @@
1
+ require 'benchmark'
2
+ require 'rubygems'
3
+
4
+ require 'random'
5
+ include Random
6
+
7
+ NumInts = 1e6.to_i
8
+
9
+ Benchmark.bm(10) do |b|
10
+ b.report("Instantiating MTs") do
11
+ 1e4.to_i.times {mt = MersenneTwister.new(rand(1e5))}
12
+ end
13
+
14
+ mt = MersenneTwister.new(rand(1e6))
15
+ b.report("Gen'ing #{NumInts} ints") do
16
+ NumInts.times {mt.next}
17
+ end
18
+
19
+ #b.report("Generating #{NumInts} ints") {mt.next}
20
+ end
data/test/unit/#mt19937ar.c# ADDED
@@ -0,0 +1,190 @@
1
+ /*
2
+ A C-program for MT19937, with initialization improved 2002/1/26.
3
+ Coded by Takuji Nishimura and Makoto Matsumoto.
4
+
5
+ Before using, initialize the state by using init_genrand(seed)
6
+ or init_by_array(init_key, key_length).
7
+
8
+ Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
9
+ All rights reserved.
10
+
11
+ Redistribution and use in source and binary forms, with or without
12
+ modification, are permitted provided that the following conditions
13
+ are met:
14
+
15
+ 1. Redistributions of source code must retain the above copyright
16
+ notice, this list of conditions and the following disclaimer.
17
+
18
+ 2. Redistributions in binary form must reproduce the above copyright
19
+ notice, this list of conditions and the following disclaimer in the
20
+ documentation and/or other materials provided with the distribution.
21
+
22
+ 3. The names of its contributors may not be used to endorse or promote
23
+ products derived from this software without specific prior written
24
+ permission.
25
+
26
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
27
+ "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
28
+ LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
29
+ A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
30
+ CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
31
+ EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
32
+ PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
33
+ PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
34
+ LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
35
+ NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
36
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
37
+
38
+
39
+ Any feedback is very welcome.
40
+ http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
41
+ email: m-mat @ math.sci.hiroshima-u.ac.jp (remove space)
42
+ */
43
+
44
+ #include <stdio.h>
45
+
46
+ /* Period parameters */
47
+ #define N 624
48
+ #define M 397
49
+ #define MATRIX_A 0x9908b0dfUL /* constant vector a */
50
+ #define UPPER_MASK 0x80000000UL /* most significant w-r bits */
51
+ #define LOWER_MASK 0x7fffffffUL /* least significant r bits */
52
+
53
+ static unsigned long mt[N]; /* the array for the state vector */
54
+ static int mti=N+1; /* mti==N+1 means mt[N] is not initialized */
55
+
56
+ /* initializes mt[N] with a seed */
57
+ void init_genrand(unsigned long s)
58
+ {
59
+ mt[0]= s & 0xffffffffUL;
60
+ for (mti=1; mti<N; mti++) {
61
+ mt[mti] =
62
+ (1812433253UL * (mt[mti-1] ^ (mt[mti-1] >> 30)) + mti);
63
+ /* See Knuth TAOCP Vol2. 3rd Ed. P.106 for multiplier. */
64
+ /* In the previous versions, MSBs of the seed affect */
65
+ /* only MSBs of the array mt[]. */
66
+ /* 2002/01/09 modified by Makoto Matsumoto */
67
+ mt[mti] &= 0xffffffffUL;
68
+ /* for >32 bit machines */
69
+ }
70
+ }
71
+
72
+ /* initialize by an array with array-length */
73
+ /* init_key is the array for initializing keys */
74
+ /* key_length is its length */
75
+ /* slight change for C++, 2004/2/26 */
76
+ void init_by_array(unsigned long init_key[], int key_length)
77
+ {
78
+ int i, j, k;
79
+ init_genrand(19650218UL);
80
+ i=1; j=0;
81
+ k = (N>key_length ? N : key_length);
82
+ for (; k; k--) {
83
+ mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1664525UL))
84
+ + init_key[j] + j; /* non linear */
85
+ mt[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
86
+ i++; j++;
87
+ if (i>=N) { mt[0] = mt[N-1]; i=1; }
88
+ if (j>=key_length) j=0;
89
+ }
90
+ for (k=N-1; k; k--) {
91
+ mt[i] = (mt[i] ^ ((mt[i-1] ^ (mt[i-1] >> 30)) * 1566083941UL))
92
+ - i; /* non linear */
93
+ mt[i] &= 0xffffffffUL; /* for WORDSIZE > 32 machines */
94
+ i++;
95
+ if (i>=N) { mt[0] = mt[N-1]; i=1; }
96
+ }
97
+
98
+ mt[0] = 0x80000000UL; /* MSB is 1; assuring non-zero initial array */
99
+ }
100
+
101
+ /* generates a random number on [0,0xffffffff]-interval */
102
+ unsigned long genrand_int32(void)
103
+ {
104
+ unsigned long y;
105
+ static unsigned long mag01[2]={0x0UL, MATRIX_A};
106
+ /* mag01[x] = x * MATRIX_A for x=0,1 */
107
+
108
+ if (mti >= N) { /* generate N words at one time */
109
+ int kk;
110
+
111
+ if (mti == N+1) /* if init_genrand() has not been called, */
112
+ init_genrand(5489UL); /* a default initial seed is used */
113
+
114
+ for (kk=0;kk<N-M;kk++) {
115
+ y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK);
116
+ mt[kk] = mt[kk+M] ^ (y >> 1) ^ mag01[y & 0x1UL];
117
+ }
118
+ for (;kk<N-1;kk++) {
119
+ y = (mt[kk]&UPPER_MASK)|(mt[kk+1]&LOWER_MASK);
120
+ mt[kk] = mt[kk+(M-N)] ^ (y >> 1) ^ mag01[y & 0x1UL];
121
+ }
122
+ y = (mt[N-1]&UPPER_MASK)|(mt[0]&LOWER_MASK);
123
+ mt[N-1] = mt[M-1] ^ (y >> 1) ^ mag01[y & 0x1UL];
124
+
125
+ mti = 0;
126
+ }
127
+
128
+ y = mt[mti++];
129
+
130
+ /* Tempering */
131
+ y ^= (y >> 11);
132
+ y ^= (y << 7) & 0x9d2c5680UL;
133
+ y ^= (y << 15) & 0xefc60000UL;
134
+ y ^= (y >> 18);
135
+
136
+ return y;
137
+ }
138
+
139
+ /* generates a random number on [0,0x7fffffff]-interval */
140
+ long genrand_int31(void)
141
+ {
142
+ return (long)(genrand_int32()>>1);
143
+ }
144
+
145
+ /* generates a random number on [0,1]-real-interval */
146
+ double genrand_real1(void)
147
+ {
148
+ return genrand_int32()*(1.0/4294967295.0);
149
+ /* divided by 2^32-1 */
150
+ }
151
+
152
+ /* generates a random number on [0,1)-real-interval */
153
+ double genrand_real2(void)
154
+ {
155
+ return genrand_int32()*(1.0/4294967296.0);
156
+ /* divided by 2^32 */
157
+ }
158
+
159
+ /* generates a random number on (0,1)-real-interval */
160
+ double genrand_real3(void)
161
+ {
162
+ return (((double)genrand_int32()) + 0.5)*(1.0/4294967296.0);
163
+ /* divided by 2^32 */
164
+ }
165
+
166
+ /* generates a random number on [0,1) with 53-bit resolution*/
167
+ double genrand_res53(void)
168
+ {
169
+ unsigned long a=genrand_int32()>>5, b=genrand_int32()>>6;
170
+ return(a*67108864.0+b)*(1.0/9007199254740992.0);
171
+ }
172
+ /* These real versions are due to Isaku Wada, 2002/01/09 added */
173
+
174
+ int main(void)
175
+ {
176
+ int i;
177
+ unsigned long init[4]={0x123, 0x234, 0x345, 0x456}, length=4;
178
+ init_by_array(init, length);
179
+ printf("1000 outputs of genrand_int32()\n");
180
+ for (i=0; i<1000; i++) {
181
+ printf("%10lu ", genrand_int32());
182
+ if (i%5==4) printf("\n");
183
+ }
184
+ printf("\n1000 outputs of genrand_real2()\n");
185
+ for (i=0; i<1000; i++) {
186
+ printf("%10.8f ", genrand_real2());
187
+ if (i%5==4) printf("\n");
188
+ }
189
+ return 0;
190
+ }
data/test/unit/expected_mersenne_4357.txt ADDED
@@ -0,0 +1,200 @@
1
+ 2867219139 1585203162 3113124129 2953900839 2463794868
2
+ 3482265796 1164297043 3598195569 589972756 4112233867
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