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README.md

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mir-random

Advanced Random Number Generators

Documentation - http://mir-random.libmir.org/

This library is for general-purpose random number generation. Do not use it for cryptography or secret generation.

Example (3 seconds)

void main()
{
    import mir.random;
    import mir.random.variable: normalVar;
    import mir.random.algorithm: randomSlice;

    auto sample = normalVar.randomSlice(10);

    import std.stdio;
    sample[$.randIndex].writeln;
}

Example (10 seconds)

void main()
{
    import mir.random;
    import mir.random.variable: normalVar;
    import mir.random.algorithm: randomSlice;

    // Engines are allocated on stack or global
    auto rng = Random(unpredictableSeed);
    auto sample = rng.randomSlice(normalVar, 10);

    import std.stdio;
    sample[rng.randIndex($)].writeln;
}

Comparison with Phobos

  • Does not depend on DRuntime (Better C concept)
random (new implementation and API)
  • Mir Random rand!float/rand!double/rand!real generates saturated real random numbers in (-1, 1). For example, rand!real can produce more than 2^78 unique numbers. In other hand, std.random.uniform01!real produces less than 2^31 unique numbers with default Engine.
  • Mir Random fixes Phobos integer underflow bugs.
  • Additional optimization was added for enumerated types.
  • Random nd-array (ndslice) generation.
  • Bounded integer generation in randIndex uses Daniel Lemire's fast alternative to modulo reduction. The throughput increase measured for randIndex!uint on an x86-64 processor compiled with LDC 1.6.0 was 1.40x for Mt19937_64 and 1.73x for Xoroshiro128Plus. The throughput increase measured for randIndex!ulong was 2.36x for Mt19937_64 and 4.25x for Xoroshiro128Plus.
random.variable (new)
  • Uniform
  • Exponential
  • Gamma
  • Normal
  • Cauchy
  • ...
random.ndvariable (new)
  • Simplex
  • Sphere
  • Multivariate Normal
  • ...
random.algorithm (new)
  • Ndslice and range API adaptors
random.engine.* (fixed, reworked, new)
  • opCall API instead of range interface is used (similar to C++)
  • No default and copy constructors are allowed for generators.
  • unpredictableSeed has not state, returns size_t
  • unpredictableSeed!UIntType overload for seeds of any unsigned type (merged to Phobos)
  • Any unsigned generators are allowed.
  • min property was removed. Any integer generator can normalize its minimum down to zero.
  • Mt19937: +100% performance for initialization. (merged to Phobos)
  • Mt19937: +54% performance for generation. (merged to Phobos)
  • Mt19937: fixed to be more CPU cache friendly. (merged to Phobos)
  • 64-bit Mt19937 initialization is fixed (merged to Phobos)
  • 64-bit Mt19937 is default for 64-bit targets
  • Permuted Congruential Generators (new)
  • SplitMix generators (new)
  • Fixed XorshiftEngine's support for non-uint word sizes & allow various shift directions (merged to Phobos)
  • XorshiftStar Generators (new)
  • Xoroshiro128Plus generator (new)
  • Xoshiro256StarStar & Xoshiro128StarStar_32 generators (new)
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