From: Charles Mills <cmills@...>
Date: 2004-08-15T08:38:49+09:00
Subject: Re: Random variable library?

On Aug 14, 2004, at 4:12 PM, Robert Feldt wrote:

> 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.
Could you explain this more?

>>
>> [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;
>
I don't think that is legal C :)

> 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.
Then have something like the following?
s = RandomStreamClass.new(seed)
r = s.rand

-Charlie

>
> 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
>
>
>