# random

© 2011-2013 John Abbott, Anna M. Bigatti; code by John Abbott
GNU Free Documentation License, Version 1.2

- Examples
- User documentation
  - Constructors
    - RandomSource
    - RandomSeqXXXX
  - RandomSource Operations
  - RandomSeqXXXX Operations
- Maintainer documentation
  - RandomSource
  - RandomSeqLong and RandomSeqBigInt
  - RandomSeqBool
- Bugs, shortcomings and other ideas
  - Doubts common to RandomSeqBigInt, RandomSeqBool, RandomSeqLong
- Main changes

CoCoALib Documentation Index

## Examples

- ex-RandomSource1.C
- ex-RandomSource2.C
- ex-RandomLong1.C
- ex-RandomBool1.C
- ex-RandomBigInt1.C

Here is a typical example of how to use a `RandomSeqLong`; note that we create the generator before entering the loop, then inside the loop we use the function `NextValue` to get 100 successive random values (between -9 and 9) from the generator:

        RandomSeqLong rnd(-9,9);
        for (int i=0; i < 100; ++i)
          cout << NextValue(rnd) << endl;

## User documentation

Below, in `random` RandomSourceOperations we list these handy functions for generating random values:

`RandomBool()`, `RandomLong(lo, hi)`, `RandomBigInt(lo, hi)`

they are probably just what you want in a simple program, but using them will make your code thread-unsafe (which is quite acceptable in a small program for personal use).

For a thread-safe solution you should create your own random generator. If you just want to generate many random values of the same type, you should consider using one of the three specialized random sequence generators (which are faster than the more general `RandomSource`):

- The class `RandomSeqLong` is for representing generators of (independent) uniformly distributed random integers (`long`) in a given range; the range is specified when creating the generator (and cannot later be changed).

- The class `RandomSeqBigInt` is for representing generators of (independent) uniformly distributed random integers (`BigInt`) in a given range; the range is specified when creating the generator (and cannot later be changed).

- The class `RandomSeqBool` models a binary random variable (with independent `bool` samples, each having 50% probability of being true and 50% of being false).

- The class `RandomSource` is for representing general sources of (pseudo-)randomness: you can use it to produce random `bool`, `long`, and `BigInt` values.

### Constructors

All constructors have an optional argument which is the initial seed -- it determines the initial state of the generator. If you do not give a seed, the default is `0`.

If you create several random sequence generators of the same kind and with the same seed, they will each produce exactly the same sequence of values. If you want to obtain different results each time a program is run, you can seed the generator with the system time (e.g. by supplying as argument `time(0)`); this is likely desirable unless you're trying to debug a randomized algorithm.

For `RandomSource` see also the `reseed` function documented below in RandomSource Operations.

#### RandomSource

`RandomSource()` | seeded with `0`
`RandomSource(n)` | seeded with `n`

For convenience, there is a global `RandomSource` object (belonging to `GlobalManager`); you can get a reference to it by calling `GlobalRandomSource()`, but using it will make your code thread-unsafe.

#### RandomSeqXXXX

`RandomSeqBigInt(lo,hi)` | seeded with `0`
`RandomSeqLong(lo,hi)` | seeded with `0`
`RandomSeqBool()` | seeded with `0`
`RandomSeqBigInt(lo,hi, n)` | seeded with `abs(n)`
`RandomSeqLong(lo,hi, n)` | seeded with `abs(n)`
`RandomSeqBool(n)` | seeded with `abs(n)`

Each `RandomSeqBigInt` (or `RandomSeqLong`) will produce (pseudo) random values uniformly distributed in the range from `lo` to `hi` (with both extremes included). An `ERR::BadArg` exception is thrown if `lo > hi`; the case `lo == hi` is allowed.

### RandomSource Operations

These are the most convenient functions for generating random values; but they use `GlobalRandomSource`, so they are thread-unsafe:

- `RandomBool()` -- returns `true` with probability 50%
- `RandomBiasedBool(P)` -- returns `true` with probability `P`
- `RandomLong(lo, hi)` -- in range `lo`..`hi` (both ends included)
- `RandomBigInt(lo, hi)` -- in range `lo`..`hi` (both ends included)

A cleaner way is to pass as an argument the specific `RandomSource` object to be used (in these examples we call it `RndSrc`):

- `RandomBool(RndSrc)`
- `RandomLong(RndSrc, lo, hi)` -- in range `lo`..`hi` (both ends included)
- `RandomBigInt(RndSrc, lo, hi)` -- in range `lo`..`hi` (both ends included)

A `RandomSource` object may be reseeded at any time; immediately after reseeding it will generate the same random sequence as a newly created `RandomSource` initialized with that same seed. The seed must be an integer value.

- `reseed(RndSrc, seed)`

Note about thread-safety: the various operations on a fixed `RandomSource` object are not thread-safe; to achieve thread safety, you should use different objects in different threads. In particular, it is best not to use `GlobalRandomSource()` in a multi-threaded environment.

### RandomSeqXXXX Operations

Once you have created a `RandomSeqXXXX` you may perform the following operations on it:

- `*rnd` -- get the current value of rnd (as a boolean).
- `++rnd` -- advance to next value of rnd.
- `rnd++` -- advance to next value of rnd INEFFICIENTLY.
- `NextValue(rnd)` -- advance and then return new value; same as *++rnd
- `out << rnd` -- print some information about rnd.
- `rnd.myIndex()` -- number of times rnd has been advanced, (same as the number of random bools generated).

  Note that a `RandomSeqXXXX` supports input iterator syntax.

  Moreover, for `RandomSeqBool` there is a special function
- `NextBiasedBool(RndBool, P)` -- use several samples from `RndBool` to produce a boolean with probability `P` of being true; may consume many values from `RndBool` but on average consumes less than 2 values per call.

You may assign or create copies of `RandomSeqXXXX` objects; the copies acquire the complete state of the original, so will go on to produce exactly the same sequence of values as the original will produce.

## Maintainer documentation

#### RandomSource

The impl is mostly quite straightforward since almost all the work is done by GMP.

`RandomLong(RndSrc, lo, hi)` is a bit messy for two reasons:

1. CoCoALib uses signed longs while GMP uses unsigned longs;
2. the case when (`lo,hi`) specify the whole range of representable longs requires special handling.

#### RandomSeqLong and RandomSeqBigInt

The idea is very simple: use the pseudo-random number generator of GMP to generate a random machine integer in the range 0 to `myRange-1` (where `myRange` was set in the ctor to be `1+myUpb-myLwb`) and then add that to `myLwb`. The result is stored in the data member `myValue` so that input iterator syntax can be supported.

There are two non essential data members: `mySeed` and `myCounter`. I put these in to help any poor blighter who has to debug a randomized algorithm, and who may want to fast forward the random sequence to the right place.

The data member `myState` holds all the state information used by the GMP generator. Its presence makes the ctors, dtor and assignment messier than they would have been otherwise.

The advancing and reading member functions (i.e. `operator++` and `operator*`) are inline for efficiency, as is the `NextValue` function.

`myGetValue` is a little messy because the value generated by the GMP function `gmp_urandomm_ui` cannot generate the full range of `unsigned long` values. Instead I have to call `gmp_urandomb_ui` if the full range is needed.

The data members `myLwb`, `myUpb` and `myRange` are morally constant, but I cannot make them `const` because I wanted to allow assignment of `RandomSeqLong` objects.

#### RandomSeqBool

The idea is very simple: use the pseudo-random number generator of GMP to generate a random integer, and then give out the bits of this integer one at at time; when the last bit has been given out, get a new random integer from the GMP generator. The random integer is kept in the data member `myBuffer`, and `myBitIndex` is used to read the bits one at a time.

The condition for refilling `myBuffer` is when the index goes beyond the number of bits held in `myBuffer`.

`myFillBuffer` also sets the data member `myBitIndex` to zero; it seemed most sensible to do this here.

The function `prob` is nifty; if you think about it for a moment, it is obviously right (and economical on random bits). It would be niftier still if the probability were specified as an `unsigned long` -- on a 64-bit machine this ought to be sufficient for almost all purposes. If the requested probability is of the form N/2^k for some odd integer N, then the average number of bits consumed by `prob` is 2-2^(1-k), which always lies between 1 and 2. If the requested probability is 0 or 1, no bits are consumed.

## Bugs, shortcomings and other ideas

The printing function gives only partial information; e.g. two `RandomSource` objects with different internal states might be printed out identically.

The implementation simply calls the GMP pseudo-random generator; this generator is deterministic (so always produces the same sequence), but if you change versions of GMP, the sequence of generated values may change. You will have to read the GMP documentation to know more.

Discarded idea: have a ctor which takes a ref to a `RandomSource`, and which uses that to obtain randomness. I discarded the idea because of the risks of an invisible external reference (e.g. a dangling reference, or problems in multithreaded code). Instead of passing a reference to a `RandomSource` to the ctor, you can use the `RandomSource` to create an initial seed which is handed to the ctor -- this gives better separation.

Why can `RandomSource` be seeded with a `BigInt` but the others not? Does anyone really care?

### Doubts common to RandomSeqBigInt, RandomSeqBool, RandomSeqLong

It might be neater to put `++myCounter` inside `myGenValue`, though this would mean that `myCounter` gets incremented inside the ctor.

Should `NextValue` advance before or after getting the value?

Is the information printed by `myOutputSelf` adequate? Time will tell.

Is there a better way of writing the four ctors (for `RandomSeqBigInt`) without repeating many lines of essentially identical source code?

Are there too many inline fns? Is run-time speed so important here? How many algorithms really consume millions of random bits/numbers? Surely the computations on the random values should exceed the cost of generating them, shouldn't they?

## Main changes

- December 2012 (v0.9953)
  - major rewriting: now all classes are defined in one single file `random.[HC]`
  - some classes and functions have been renamed: `RandomXXXXSource` to `RandomSeqXXXX`, and `sample` to `NextValue`
  - documentation is unified in `random.txt`
- October 2012 (v0.9952)
  - clarified doc; added comments about thread-safety.
- February 2011 (v0.9949)
  - removed `RandomLong(src)` (i.e. with no range)
  - added `RandomBool()`, `RandomLong(lo,hi)`, `RandomBigInt(lo,hi)` (i.e. with no `RandomSource`)
- April 2011 (v0.9943) first release