From: Robert Feldt <feldt@...>
Date: 2004-08-15T08:12:11+09:00
Subject: Re: Random variable library?

Joel VanderWerf wrote:

> Mike wrote:
>
>> Martin DeMello  wrote:
>>
>>
>>>> Anyone know of a Ruby library that defines random variables[1]?  
>>>> I'd like
>>>> access to a variety of distributions.  
>>>
>>
>>
>>> http://users.rcn.com/m3ha11/ruby/Rand.rb looks good to me
>>
>>
>>
>> Heh... I was going to say that.  :-)
>>
>> It's just a collection of various distributions that I've seen in 
>> different places.
>> Like Joel said, it starts with Kernel.rand, so it's ultimately no 
>> better than that.
>> But, it should give you different distributions that you need.
>
>
> Not that there's anything wrong with Kernel.rand--it uses MT19937, 
> which seems to be very good for all but crypto purposes.[1] That plus 
> Rand.rb would be ideal for a single stream sampled from one of the 
> many distributions that Rand.rb implements. With caution, you could 
> use it for a small number of streams, too.
>
> It's just that if you need arbitrarily many streams of numbers, then 
> you want to be able to instantiate more generators. Actually, I 
> suppose you could use Kernel#srand to switch between streams. That 
> would be slow, because the state vector has to be recreated each time, 
> but would save on the space needed for all those state vectors.
>
> [1] http://en.wikipedia.org/wiki/Mersenne_twister
>
This has been discussed/proposed before so isn't it time someone patched 
random.c in Ruby sources to work on a MT19937 class instead of the 
static vars?

If matz is pro this change it would be a slim change; introduce

typedef struct Rmt {
  unsigned long state[N]; /* the array for the state vector  */
  int left = 1;
  int initf = 0;
  unsigned long *next;
} RMT;

and then change the methods to access these instead of the static ones. 
Come on now, do it and hone your Ruby-c-extension writing skills!

The "old" rand + srand would simply work on a global var/constant 
RANDOM_VALUE which would be an object of the MMT19937 class, ie

def rand
  RANDOM_VALUE.rand
end

def srand(seed)
 RANDOM_VALUE.reseed(seed)
end

etc.

Maybe there is already a RCR on this? It is so important in many 
scientific / simulation apps to be able to have multiple, independent 
streams of random values.

In the mean time one could use 
http://rubyvm.sourceforge.net/subprojects/randomr/

/R