~miasb/prng_hare

Library of high quality prngs for hare
Add references
Add exponential distribution generation
Add xoshiro512+ and xoshiro512++

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#Non-cryptographic pseudo random number generators for hare

This library attemps to adapt some common high quality prngs for scientific purposes. Right now xoshiro256+, xoshiro256++, xoshiro512+ and xoshiro512++ are implemented.

Usage:

use prng_hare;

export fn main() void = {
	const SEED: u64 = ...;
	let rng_x256p  = prng_hare::init_xoshiro256p( SEED );
	let rand_float = prng_hare::gen_f64(&rng_x256p);

	let rng_splitmix = prng_hare::init_splitmix64( SEED );

	let SEED: [4]u64 = ...;
	let rng_x256pp = prng_hare::init_xoshiro256pp_from_array( SEED );
	let rand_u64   = prng_hare::gen_u64(&rng_x256p);
	let rand_float = prng_hare::gen_f64(&rng_x256p);
	
	let rng_x512p = prng_hare::init_xoshiro512p( SEED );
	let rand_normal_dist = prng_hare::gen_f64_normal(&rng_x512p);

	let SEED_8 = [8]u64 = ...;
	let rng_x512pp = prng_hare::init_xoshiro512pp_from_array( SEED );
};

All PRNGs provide init_xxx( SEED ) functions which return a variable of type generator.

export type generator = struct {
	state: [8]u64,
	next: *fn(*[8]u64) u64,
};

The output functions take a pointer to this struct instance as argument.

There are output functions for most numerical types.

Function name output notes
gen_u64 u64
gen_u32 u32
gen_i64 i64
gen_i32 i32
gen_f64 f64 u64 >> 12 & exponent = 1023
gen_f32 f32 u64 >> 41 & exponent = 127
gen_f64_normal f64 Box-Muller transform
gen_f64_exponential f64 Inverse transform

The gen_f64_normal(*generator, mu: f64, sigma: f64) function provides normally distributed floats with mean mu and standard deviation sigma. The gen_f64_exponential(*generator, lambda: f64) function produces exponentially distributed floats with rate lambda.

distribution_plots