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Generate high quality pseudorandom numbers purely using a Mersenne Twister

License: Other

Haskell 41.47% C 58.53%

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bitonic joshvera lehins felixonmars

mersenne-random-pure64's Issues

On implementing split

I was surprised to find that randomRs failed with an exception because of the RandomGen default implementation based on split, which is not implemented for PureMT.

This got me curious about why it wasn't implemented, and if it could be. Is there some more insight about the state of split?

I did a few empirical tests using a naive implementation (very naive: split g = (g, pureMT $ fst $ randomWord64 g)) on random sequences of 50k elements, which appears to show an expected correlation of zero (t(99)=-0.29, 95% CI=[-0.0010, 0.00075], p=0.7694) and the same maximum cross-correlation as for independent streams (t(198)=-0.107, CI=[-5.138e-4,4.608e-4], p=0.9146). This makes me think a similar method, perhaps with some mixing, would be acceptable.

Otherwise, would a method such as this be appropriate? http://www.math.sci.hiroshima-u.ac.jp/m-mat/MT/JUMP/

Missing instance of RandomGen?

In the latest version of the library, there doesn't appear to be an instance of RandomGen, whilst the documentation states there should be one. There is, however, an instance in 0.2.0.4.

Is this intentional? If it is, the documentation should probably be updated to remove the text referring to it.

build failure with time < 1.6

$ stack build mersenne-random-pure64-0.2.1.0 --resolver lts-6.13
Run from outside a project, using implicit global project config
Using resolver: lts-6.13 specified on command line
random-1.1: configure
random-1.1: build
random-1.1: copy/register
mersenne-random-pure64-0.2.1.0: download
mersenne-random-pure64-0.2.1.0: configure
mersenne-random-pure64-0.2.1.0: build
Completed 2 action(s).

--  While building package mersenne-random-pure64-0.2.1.0 using:
      /Users/adam/.stack/setup-exe-cache/x86_64-osx/setup-Simple-Cabal-1.22.5.0-ghc-7.10.3 --builddir=.stack-work/dist/x86_64-osx/Cabal-1.22.5.0 build --ghc-options " -ddump-hi -ddump-to-file"
    Process exited with code: ExitFailure 1
    Logs have been written to: /Users/adam/.stack/global-project/.stack-work/logs/mersenne-random-pure64-0.2.1.0.log

    Configuring mersenne-random-pure64-0.2.1.0...
    Building mersenne-random-pure64-0.2.1.0...
    Preprocessing library mersenne-random-pure64-0.2.1.0...
    clang: warning: optimization flag '-finline-functions' is not supported
    clang: warning: argument unused during compilation: '--param max-inline-insns-single=1800'
    clang: warning: optimization flag '-finline-functions' is not supported
    clang: warning: argument unused during compilation: '--param max-inline-insns-single=1800'
    [1 of 4] Compiling System.Random.Mersenne.Pure64.Base ( .stack-work/dist/x86_64-osx/Cabal-1.22.5.0/build/System/Random/Mersenne/Pure64/Base.hs, .stack-work/dist/x86_64-osx/Cabal-1.22.5.0/build/System/Random/Mersenne/Pure64/Base.o )
    [2 of 4] Compiling System.Random.Mersenne.Pure64.Internal ( System/Random/Mersenne/Pure64/Internal.hs, .stack-work/dist/x86_64-osx/Cabal-1.22.5.0/build/System/Random/Mersenne/Pure64/Internal.o )
    [3 of 4] Compiling System.Random.Mersenne.Pure64.MTBlock ( System/Random/Mersenne/Pure64/MTBlock.hs, .stack-work/dist/x86_64-osx/Cabal-1.22.5.0/build/System/Random/Mersenne/Pure64/MTBlock.o )
    [4 of 4] Compiling System.Random.Mersenne.Pure64 ( System/Random/Mersenne/Pure64.hs, .stack-work/dist/x86_64-osx/Cabal-1.22.5.0/build/System/Random/Mersenne/Pure64.o )

    /private/var/folders/sd/d9hgvrbx4dggjz1bxkpw5qgc0000gn/T/stack56422/mersenne-random-pure64-0.2.1.0/System/Random/Mersenne/Pure64.hs:64:50:
        Not in scope: ‘diffTimeToPicoseconds’

build error (cc failed) with ghc-8.10

I am using ghc-8.10.0.20191121 , and I get

Configuring mersenne-random-pure64-0.2.2.0...
...
[4 of 4] Compiling System.Random.Mersenne.Pure64 ( System/Random/Mersenne/Pure64.hs, dist/build/System/Random/Mersenne/Pure64.p_o )
cc: error: max-inline-insns-single=1800: No such file or directory
`cc' failed in phase `C Compiler'. (Exit code: 1)

The cabal file has

library
    ..
    cc-options:
        ..
        -fno-strict-aliasing --param max-inline-insns-single=1800

The command line that calls the C compiler has this:

/opt/ghc/ghc-8.10.0.20191121/bin/ghc -c -fPIC ... -optc-fno-strict-aliasing -optc--param '-optcmax-inline-insns-single=1800' ...

Perhaps the behaviour of ghc changed?

bgamari / mersenne-random-pure64 Goto Github PK

mersenne-random-pure64's People

Contributors

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mersenne-random-pure64's Issues

On implementing split

Missing instance of RandomGen?

build failure with time < 1.6

build error (cc failed) with ghc-8.10

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