Package random implements pseudo-random number generators and random variate generators.
go get github.com/shivakar/random
PRNG Engines available:
- Mersenne Twister: mt19937 64-bit
- See http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt64.html for details and reference implementation
- SplitMix64: Pseduo RNG based on avalanching function
- See http://prng.di.unimi.it/splitmix64.c for details and reference implementation
- Xorshift128Plus: Fast generator passing BigCrush
- See http://xorshift.di.unimi.it/xorshift128plus.c for details and reference implementation
- Xorshift1024Star: Fast generator with maximal period of 2^1024 - 1
- See http://xorshift.di.unimi.it/xorshift1024star.c for details and reference implementation
- Xoroshiro128Plus: The successor to xorshift128+
- See http://xoroshiro.di.unimi.it/xoroshiro128plus.c for details and reference implementation
Random variables and variate generators are available for the following distributions:
- Continuous Uniform distribution:
- Normal distribution:
- See https://en.wikipedia.org/wiki/Normal_distribution for details
- LogNormal distribution:
- See https://en.wikipedia.org/wiki/Log-normal_distribution for details
- Cauchy distribution:
- See https://en.wikipedia.org/wiki/Cauchy_distribution for details
To run prng long tests that require more than 1e9 random number draws, use command:
go test -v -race -cover -covermode=atomic ./prng/<prng> -long -timeout 1h
Example:
go test -v -race -cover -covermode=atomic ./prng/mt19337 -long -timeout 1h
Or use the Makefile provided as follows:
make mt19937-long
Generate coverage report and locally view it using elinks:
make <prng or distribution>-coverage
Example:
make uniform-coverage
Output:
Test and bench output for posterity:
$ go test -v -cover -covermode=atomic -bench . ./...
? github.com/shivakar/random [no test files]
? github.com/shivakar/random/distribution [no test files]
=== RUN Test_Cauchy_GetParams
--- PASS: Test_Cauchy_GetParams (0.00s)
=== RUN Test_Cauchy_PDF
--- PASS: Test_Cauchy_PDF (0.00s)
=== RUN Test_Cauchy_CDF
--- PASS: Test_Cauchy_CDF (0.00s)
=== RUN Test_Cauchy_Float64
--- PASS: Test_Cauchy_Float64 (0.04s)
=== RUN ExampleCauchy
--- PASS: ExampleCauchy (0.00s)
goos: darwin
goarch: arm64
pkg: github.com/shivakar/random/distribution/cauchy
Benchmark_BuiltInPRNG_CauchyFloat64
Benchmark_BuiltInPRNG_CauchyFloat64-8 49134766 21.83 ns/op
Benchmark_Cauchy_MT19937_Float64
Benchmark_Cauchy_MT19937_Float64-8 41710718 28.21 ns/op
Benchmark_Cauchy_SplitMix64_Float64
Benchmark_Cauchy_SplitMix64_Float64-8 44029762 26.55 ns/op
Benchmark_Cauchy_Xoroshiro128Plus_Float64
Benchmark_Cauchy_Xoroshiro128Plus_Float64-8 51687748 22.88 ns/op
Benchmark_Cauchy_Xorshift128Plus_Float64
Benchmark_Cauchy_Xorshift128Plus_Float64-8 47147956 24.93 ns/op
Benchmark_Cauchy_Xorshift1024Star_Float64
Benchmark_Cauchy_Xorshift1024Star_Float64-8 39433796 29.67 ns/op
PASS
coverage: 86.7% of statements
ok github.com/shivakar/random/distribution/cauchy 7.273s
? github.com/shivakar/random/distribution/internal/distribtest [no test files]
=== RUN Test_PolyEval
--- PASS: Test_PolyEval (0.00s)
=== RUN Test_NormICDF
--- PASS: Test_NormICDF (0.00s)
PASS
coverage: 100.0% of statements
ok github.com/shivakar/random/distribution/internal/mathutils 0.100s
=== RUN Test_LogNormal_GetParams
--- PASS: Test_LogNormal_GetParams (0.00s)
=== RUN Test_LogNormal_PDF
--- PASS: Test_LogNormal_PDF (0.00s)
=== RUN Test_LogNormal_CDF
--- PASS: Test_LogNormal_CDF (0.00s)
=== RUN Test_LogNormal_Float64
--- PASS: Test_LogNormal_Float64 (0.12s)
=== RUN ExampleLogNormal
--- PASS: ExampleLogNormal (0.00s)
goos: darwin
goarch: arm64
pkg: github.com/shivakar/random/distribution/lognormal
Benchmark_BuiltInPRNG_LogNormFloat64
Benchmark_BuiltInPRNG_LogNormFloat64-8 100000000 10.80 ns/op
Benchmark_LogNormal_MT19937_Float64
Benchmark_LogNormal_MT19937_Float64-8 37045088 31.79 ns/op
Benchmark_LogNormal_SplitMix64_Float64
Benchmark_LogNormal_SplitMix64_Float64-8 39418467 29.75 ns/op
Benchmark_LogNormal_Xoroshiro128Plus_Float64
Benchmark_LogNormal_Xoroshiro128Plus_Float64-8 39440600 29.51 ns/op
Benchmark_LogNormal_Xorshift128Plus_Float64
Benchmark_LogNormal_Xorshift128Plus_Float64-8 39729945 29.47 ns/op
Benchmark_LogNormal_Xorshift1024Star_Float64
Benchmark_LogNormal_Xorshift1024Star_Float64-8 38525077 30.71 ns/op
PASS
coverage: 89.5% of statements
ok github.com/shivakar/random/distribution/lognormal 7.308s
=== RUN Test_Normal_GetParams
--- PASS: Test_Normal_GetParams (0.00s)
=== RUN Test_Normal_CDF
--- PASS: Test_Normal_CDF (0.00s)
=== RUN Test_Normal_PDF
--- PASS: Test_Normal_PDF (0.00s)
=== RUN Test_Normal_Float64
--- PASS: Test_Normal_Float64 (0.14s)
=== RUN ExampleNormal
--- PASS: ExampleNormal (0.00s)
goos: darwin
goarch: arm64
pkg: github.com/shivakar/random/distribution/normal
Benchmark_BuiltInPRNG_NormFloat64
Benchmark_BuiltInPRNG_NormFloat64-8 257363085 4.632 ns/op
Benchmark_Normal_MT19937_Float64
Benchmark_Normal_MT19937_Float64-8 35767732 32.42 ns/op
Benchmark_Normal_SplitMix64_Float64
Benchmark_Normal_SplitMix64_Float64-8 38368486 30.28 ns/op
Benchmark_Normal_Xoroshiro128Plus_Float64
Benchmark_Normal_Xoroshiro128Plus_Float64-8 38912450 30.05 ns/op
Benchmark_Normal_Xorshift128Plus_Float64
Benchmark_Normal_Xorshift128Plus_Float64-8 38469758 30.02 ns/op
Benchmark_Normal_Xorshift1024Star_Float64
Benchmark_Normal_Xorshift1024Star_Float64-8 37099489 31.11 ns/op
PASS
coverage: 87.5% of statements
ok github.com/shivakar/random/distribution/normal 7.873s
=== RUN Test_Uniform_GetParams
--- PASS: Test_Uniform_GetParams (0.00s)
=== RUN Test_Uniform_CDF
--- PASS: Test_Uniform_CDF (0.00s)
=== RUN Test_Uniform_PDF
--- PASS: Test_Uniform_PDF (0.00s)
=== RUN Test_Uniform_Float64
--- PASS: Test_Uniform_Float64 (0.01s)
=== RUN ExampleUniform
--- PASS: ExampleUniform (0.00s)
goos: darwin
goarch: arm64
pkg: github.com/shivakar/random/distribution/uniform
Benchmark_BuiltInPRNG_Float64
Benchmark_BuiltInPRNG_Float64-8 494987222 2.392 ns/op
Benchmark_Uniform_MT19937_Float64
Benchmark_Uniform_MT19937_Float64-8 153106050 7.829 ns/op
Benchmark_Uniform_SplitMix64_Float64
Benchmark_Uniform_SplitMix64_Float64-8 174184448 6.881 ns/op
Benchmark_Uniform_Xoroshiro128Plus_Float64
Benchmark_Uniform_Xoroshiro128Plus_Float64-8 173764304 6.880 ns/op
Benchmark_Uniform_Xorshift128Plus_Float64
Benchmark_Uniform_Xorshift128Plus_Float64-8 173992126 6.887 ns/op
Benchmark_Uniform_Xorshift1024Star_Float64
Benchmark_Uniform_Xorshift1024Star_Float64-8 174063404 6.887 ns/op
PASS
coverage: 90.0% of statements
ok github.com/shivakar/random/distribution/uniform 11.118s
goos: darwin
goarch: arm64
pkg: github.com/shivakar/random/prng
Benchmark_BuiltInPRNG_Int63
Benchmark_BuiltInPRNG_Int63-8 517982815 2.264 ns/op
Benchmark_BuiltInPRNG_Float64
Benchmark_BuiltInPRNG_Float64-8 478866602 2.341 ns/op
PASS
coverage: [no statements]
ok github.com/shivakar/random/prng 2.866s
? github.com/shivakar/random/prng/internal/prngtest [no test files]
2022/06/03 05:57:05 Note: Running tests that require less than 1e9 PRNG draws.
To run all tests run with -long flag.
=== RUN Test_MT19937_GetSetSeed
--- PASS: Test_MT19937_GetSetSeed (0.00s)
=== RUN Test_MT19937_GetSetState
--- PASS: Test_MT19937_GetSetState (0.00s)
=== RUN Test_MT19937_Uint64
--- PASS: Test_MT19937_Uint64 (0.59s)
=== RUN Test_MT19937_Float64
--- PASS: Test_MT19937_Float64 (1.30s)
=== RUN Test_MT19937_Float64OO
--- PASS: Test_MT19937_Float64OO (0.65s)
goos: darwin
goarch: arm64
pkg: github.com/shivakar/random/prng/mt19937
Benchmark_MT19937_Uint64
Benchmark_MT19937_Uint64-8 85182152 13.81 ns/op
Benchmark_MT19937_Float64
Benchmark_MT19937_Float64-8 76847131 15.36 ns/op
Benchmark_MT19937_Float64OO
Benchmark_MT19937_Float64OO-8 74261065 15.37 ns/op
PASS
coverage: 96.6% of statements
ok github.com/shivakar/random/prng/mt19937 6.177s
2022/06/03 05:57:12 Note: Running tests that require less than 1e9 PRNG draws.
To run all tests run with -long flag.
=== RUN Test_SplitMix64_GetSetSeed
--- PASS: Test_SplitMix64_GetSetSeed (0.00s)
=== RUN Test_SplitMix64_GetSetState
--- PASS: Test_SplitMix64_GetSetState (0.00s)
=== RUN Test_SplitMix64_Uint64
--- PASS: Test_SplitMix64_Uint64 (0.30s)
=== RUN Test_SplitMix64_Float64
--- PASS: Test_SplitMix64_Float64 (0.58s)
=== RUN Test_SplitMix64_Float64OO
--- PASS: Test_SplitMix64_Float64OO (0.29s)
goos: darwin
goarch: arm64
pkg: github.com/shivakar/random/prng/splitmix64
Benchmark_SplitMix64_Uint64
Benchmark_SplitMix64_Uint64-8 174118483 6.883 ns/op
Benchmark_SplitMix64_Float64
Benchmark_SplitMix64_Float64-8 174083362 6.881 ns/op
Benchmark_SplitMix64_Float64OO
Benchmark_SplitMix64_Float64OO-8 174201991 6.884 ns/op
PASS
coverage: 97.2% of statements
ok github.com/shivakar/random/prng/splitmix64 6.956s
2022/06/03 05:57:19 Note: Running tests that require less than 1e9 PRNG draws.
To run all tests run with -long flag.
=== RUN Test_xoroshiro128Plus_GetSetSeed
--- PASS: Test_xoroshiro128Plus_GetSetSeed (0.00s)
=== RUN Test_xoroshiro128Plus_GetSetState
--- PASS: Test_xoroshiro128Plus_GetSetState (0.00s)
=== RUN Test_xoroshiro128Plus_Uint64
--- PASS: Test_xoroshiro128Plus_Uint64 (0.35s)
=== RUN Test_xoroshiro128Plus_Float64
--- PASS: Test_xoroshiro128Plus_Float64 (0.88s)
=== RUN Test_xoroshiro128Plus_Float64OO
--- PASS: Test_xoroshiro128Plus_Float64OO (0.44s)
=== RUN ExampleXoroshiro128plus
--- PASS: ExampleXoroshiro128plus (0.00s)
goos: darwin
goarch: arm64
pkg: github.com/shivakar/random/prng/xoroshiro128plus
Benchmark_xoroshiro128Plus_Uint64
Benchmark_xoroshiro128Plus_Uint64-8 147447513 8.131 ns/op
Benchmark_xoroshiro128Plus_Float64
Benchmark_xoroshiro128Plus_Float64-8 100000000 10.33 ns/op
Benchmark_xoroshiro128Plus_Float64OO
Benchmark_xoroshiro128Plus_Float64OO-8 100000000 10.32 ns/op
PASS
coverage: 97.8% of statements
ok github.com/shivakar/random/prng/xoroshiro128plus 5.885s
2022/06/03 05:57:24 Note: Running tests that require less than 1e9 PRNG draws.
To run all tests run with -long flag.
=== RUN Test_Xorshift1024star_GetSetSeed
--- PASS: Test_Xorshift1024star_GetSetSeed (0.00s)
=== RUN Test_Xorshift1024star_GetSetState
--- PASS: Test_Xorshift1024star_GetSetState (0.00s)
=== RUN Test_Xorshift1024star_Uint64
--- PASS: Test_Xorshift1024star_Uint64 (0.30s)
=== RUN Test_Xorshift1024star_Float64
--- PASS: Test_Xorshift1024star_Float64 (0.58s)
=== RUN Test_Xorshift1024star_Float64OO
--- PASS: Test_Xorshift1024star_Float64OO (0.29s)
goos: darwin
goarch: arm64
pkg: github.com/shivakar/random/prng/xorshift1024star
Benchmark_Xorshift1024star_Uint64
Benchmark_Xorshift1024star_Uint64-8 174198703 6.883 ns/op
Benchmark_Xorshift1024star_Float64
Benchmark_Xorshift1024star_Float64-8 173330251 6.917 ns/op
Benchmark_Xorshift1024star_Float64OO
Benchmark_Xorshift1024star_Float64OO-8 173174510 6.916 ns/op
PASS
coverage: 95.9% of statements
ok github.com/shivakar/random/prng/xorshift1024star 6.969s
2022/06/03 05:57:31 Note: Running tests that require less than 1e9 PRNG draws.
To run all tests run with -long flag.
=== RUN Test_Xorshift128Plus_GetSetSeed
--- PASS: Test_Xorshift128Plus_GetSetSeed (0.00s)
=== RUN Test_Xorshift128Plus_GetSetState
--- PASS: Test_Xorshift128Plus_GetSetState (0.00s)
=== RUN Test_Xorshift128Plus_Uint64
--- PASS: Test_Xorshift128Plus_Uint64 (0.30s)
=== RUN Test_Xorshift128Plus_Float64
--- PASS: Test_Xorshift128Plus_Float64 (0.58s)
=== RUN Test_Xorshift128Plus_Float64OO
--- PASS: Test_Xorshift128Plus_Float64OO (0.29s)
goos: darwin
goarch: arm64
pkg: github.com/shivakar/random/prng/xorshift128plus
Benchmark_Xorshift128Plus_Uint64
Benchmark_Xorshift128Plus_Uint64-8 174225312 6.883 ns/op
Benchmark_Xorshift128Plus_Float64
Benchmark_Xorshift128Plus_Float64-8 174144057 6.886 ns/op
Benchmark_Xorshift128Plus_Float64OO
Benchmark_Xorshift128Plus_Float64OO-8 174072472 6.880 ns/op
PASS
coverage: 97.6% of statements
ok github.com/shivakar/random/prng/xorshift128plus 6.956s
Random is licensed under a MIT license.