aboutsummaryrefslogtreecommitdiffstats
path: root/lib/stdlib/doc/src/rand.xml
blob: 2ddf3021acef9ff1a02ad4077e2480a09d8fa520 (plain) (blame)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
<?xml version="1.0" encoding="utf-8" ?>
<!DOCTYPE erlref SYSTEM "erlref.dtd">

<erlref>
  <header>
    <copyright>
      <year>2015</year><year>2016</year>
      <holder>Ericsson AB. All Rights Reserved.</holder>
    </copyright>
    <legalnotice>
      Licensed under the Apache License, Version 2.0 (the "License");
      you may not use this file except in compliance with the License.
      You may obtain a copy of the License at
 
          http://www.apache.org/licenses/LICENSE-2.0

      Unless required by applicable law or agreed to in writing, software
      distributed under the License is distributed on an "AS IS" BASIS,
      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
      See the License for the specific language governing permissions and
      limitations under the License.

    </legalnotice>

    <title>rand</title>
    <prepared></prepared>
    <responsible></responsible>
    <docno>1</docno>
    <approved></approved>
    <checked></checked>
    <date></date>
    <rev>A</rev>
    <file>rand.xml</file>
  </header>
  <module>rand</module>
  <modulesummary>Pseudo random number generation.</modulesummary>
  <description>
    <p>This module provides a random number generator. The module contains
      a number of algorithms. The uniform distribution algorithms use the
      <url href="http://xorshift.di.unimi.it">scrambled Xorshift algorithms by
      Sebastiano Vigna</url>. The normal distribution algorithm uses the
      <url href="http://www.jstatsoft.org/v05/i08">Ziggurat Method by Marsaglia
      and Tsang</url>.</p>
    <p>For some algorithms, jump functions are provided for generating
        non-overlapping sequences for parallel computations.
        The jump functions perform calculations
        equivalent to perform a large number of repeated calls
        for calculating new states. </p>

    <p>The following algorithms are provided:</p>

    <taglist>
      <tag><c>exsplus</c></tag>
      <item>
        <p>Xorshift116+, 58 bits precision and period of 2^116-1</p>
        <p>Jump function: equivalent to 2^64 calls</p>
      </item>
      <tag><c>exs64</c></tag>
      <item>
        <p>Xorshift64*, 64 bits precision and a period of 2^64-1</p>
        <p>Jump function: not available</p>
      </item>
      <tag><c>exs1024</c></tag>
      <item>
        <p>Xorshift1024*, 64 bits precision and a period of 2^1024-1</p>
        <p>Jump function: equivalent to 2^512 calls</p>
      </item>
    </taglist>

    <p>The default algorithm is <c>exsplus</c>. If a specific algorithm is
      required, ensure to always use <seealso marker="#seed-1">
      <c>seed/1</c></seealso> to initialize the state.</p>

    <p>Every time a random number is requested, a state is used to
      calculate it and a new state is produced. The state can either be
      implicit or be an explicit argument and return value.</p>

    <p>The functions with implicit state use the process dictionary
      variable <c>rand_seed</c> to remember the current state.</p>

    <p>If a process calls
      <seealso marker="#uniform-0"><c>uniform/0</c></seealso> or
      <seealso marker="#uniform-1"><c>uniform/1</c></seealso> without
      setting a seed first, <seealso marker="#seed-1"><c>seed/1</c></seealso>
      is called automatically with the default algorithm and creates a
      non-constant seed.</p>

    <p>The functions with explicit state never use the process dictionary.</p>

    <p><em>Examples:</em></p>

    <p>Simple use; creates and seeds the default algorithm
      with a non-constant seed if not already done:</p>

    <pre>
R0 = rand:uniform(),
R1 = rand:uniform(),</pre>

    <p>Use a specified algorithm:</p>

    <pre>
_ = rand:seed(exs1024),
R2 = rand:uniform(),</pre>

    <p>Use a specified algorithm with a constant seed:</p>

    <pre>
_ = rand:seed(exs1024, {123, 123534, 345345}),
R3 = rand:uniform(),</pre>

   <p>Use the functional API with a non-constant seed:</p>

   <pre>
S0 = rand:seed_s(exsplus),
{R4, S1} = rand:uniform_s(S0),</pre>

   <p>Create a standard normal deviate:</p>

   <pre>
{SND0, S2} = rand:normal_s(S1),</pre>

    <note>
      <p>The builtin random number generator algorithms are not
        cryptographically strong. If a cryptographically strong
        random number generator is needed, use something like
        <seealso marker="crypto:crypto#rand_seed-0"><c>crypto:rand_seed/0</c></seealso>.
      </p>
    </note>

  </description>
  <datatypes>
    <datatype>
      <name name="builtin_alg"/>
    </datatype>
    <datatype>
      <name name="alg"/>
    </datatype>
    <datatype>
      <name name="alg_handler"/>
    </datatype>
    <datatype>
      <name name="alg_state"/>
    </datatype>
    <datatype>
      <name name="exs64_state"/>
      <desc><p>Algorithm specific internal state</p></desc>
    </datatype>
    <datatype>
      <name name="exsplus_state"/>
      <desc><p>Algorithm specific internal state</p></desc>
    </datatype>
    <datatype>
      <name name="exs1024_state"/>
      <desc><p>Algorithm specific internal state</p></desc>
    </datatype>
    <datatype>
      <name name="state"/>
      <desc><p>Algorithm-dependent state.</p></desc>
    </datatype>
    <datatype>
      <name name="export_state"/>
      <desc>
	<p>
	  Algorithm-dependent state that can be printed or saved to file.
	</p>
      </desc>
    </datatype>
  </datatypes>

  <funcs>
    <func>
      <name name="export_seed" arity="0"/>
      <fsummary>Export the random number generation state.</fsummary>
      <desc><marker id="export_seed-0"/>
        <p>Returns the random number state in an external format.
          To be used with <seealso marker="#seed-1"><c>seed/1</c></seealso>.</p>
      </desc>
    </func>

    <func>
      <name name="export_seed_s" arity="1"/>
      <fsummary>Export the random number generation state.</fsummary>
      <desc><marker id="export_seed_s-1"/>
        <p>Returns the random number generator state in an external format.
          To be used with <seealso marker="#seed-1"><c>seed/1</c></seealso>.</p>
      </desc>
    </func>

    <func>
      <name name="jump" arity="0"/>
      <fsummary>Return the seed after performing jump calculation
          to the state in the process dictionary.</fsummary>
      <desc><marker id="jump-0" />
          <p>Returns the state
              after performing jump calculation
              to the state in the process dictionary.</p>
      <p>This function generates a <c>not_implemented</c> error exception
           when the jump function is not implemented for
           the algorithm specified in the state
           in the process dictionary.</p>
      </desc>
    </func>

    <func>
      <name name="jump" arity="1"/>
      <fsummary>Return the seed after performing jump calculation.</fsummary>
      <desc><marker id="jump-1" />
          <p>Returns the state after performing jump calculation
              to the given state. </p>
      <p>This function generates a <c>not_implemented</c> error exception
           when the jump function is not implemented for
           the algorithm specified in the state.</p>
      </desc>
    </func>

    <func>
      <name name="normal" arity="0"/>
      <fsummary>Return a standard normal distributed random float.</fsummary>
      <desc>
        <p>Returns a standard normal deviate float (that is, the mean
          is 0 and the standard deviation is 1) and updates the state in
          the process dictionary.</p>
      </desc>
    </func>

    <func>
      <name name="normal_s" arity="1"/>
      <fsummary>Return a standard normal distributed random float.</fsummary>
      <desc>
        <p>Returns, for a specified state, a standard normal
          deviate float (that is, the mean is 0 and the standard
          deviation is 1) and a new state.</p>
      </desc>
    </func>

    <func>
      <name name="seed" arity="1"/>
      <fsummary>Seed random number generator.</fsummary>
      <desc>
        <marker id="seed-1"/>
        <p>
	  Seeds random number generation with the specifed algorithm and
          time-dependent data if <c><anno>AlgOrStateOrExpState</anno></c>
	  is an algorithm.
	</p>
        <p>Otherwise recreates the exported seed in the process dictionary,
          and returns the state. See also
          <seealso marker="#export_seed-0"><c>export_seed/0</c></seealso>.</p>
      </desc>
    </func>

    <func>
      <name name="seed" arity="2"/>
      <fsummary>Seed the random number generation.</fsummary>
      <desc>
        <p>Seeds random number generation with the specified algorithm and
          integers in the process dictionary and returns the state.</p>
      </desc>
    </func>

    <func>
      <name name="seed_s" arity="1"/>
      <fsummary>Seed random number generator.</fsummary>
      <desc>
        <p>
	  Seeds random number generation with the specifed algorithm and
          time-dependent data if <c><anno>AlgOrStateOrExpState</anno></c>
	  is an algorithm.
	</p>
        <p>Otherwise recreates the exported seed and returns the state.
          See also <seealso marker="#export_seed-0">
          <c>export_seed/0</c></seealso>.</p>
      </desc>
    </func>

    <func>
      <name name="seed_s" arity="2"/>
      <fsummary>Seed the random number generation.</fsummary>
      <desc>
        <p>Seeds random number generation with the specified algorithm and
          integers and returns the state.</p>
      </desc>
    </func>

    <func>
      <name name="uniform" arity="0"/>
      <fsummary>Return a random float.</fsummary>
      <desc><marker id="uniform-0"/>
        <p>Returns a random float uniformly distributed in the value
          range <c>0.0 =&lt; <anno>X</anno> &lt; 1.0</c> and
          updates the state in the process dictionary.</p>
      </desc>
    </func>

    <func>
      <name name="uniform" arity="1"/>
      <fsummary>Return a random integer.</fsummary>
      <desc><marker id="uniform-1"/>
        <p>Returns, for a specified integer <c><anno>N</anno> >= 1</c>,
          a random integer uniformly distributed in the value range
          <c>1 =&lt; <anno>X</anno> =&lt; <anno>N</anno></c> and
          updates the state in the process dictionary.</p>
      </desc>
    </func>

    <func>
      <name name="uniform_s" arity="1"/>
      <fsummary>Return a random float.</fsummary>
      <desc>
        <p>Returns, for a specified state, random float
          uniformly distributed in the value range <c>0.0 =&lt;
          <anno>X</anno> &lt; 1.0</c> and a new state.</p>
      </desc>
    </func>

    <func>
      <name name="uniform_s" arity="2"/>
      <fsummary>Return a random integer.</fsummary>
      <desc>
        <p>Returns, for a specified integer <c><anno>N</anno> >= 1</c>
          and a state, a random integer uniformly distributed in the value
          range <c>1 =&lt; <anno>X</anno> =&lt; <anno>N</anno></c> and a
          new state.</p>
      </desc>
    </func>
  </funcs>
</erlref>