What is this?

Experiments in fast "random" number generation for Erlang; though they have the same interface as rand:uniform/1, think of them more like phash2/2 with a timestamp -- not really random, but fast (hopefully).

Specifically, some of the PRNGs here use methods that are known to be biased. They are not suitably for any application which assumes uniformity. They are also not guaranteed to produce uncorrelated streams when used in parallel.

Building

Use rebar3. To override the default implementation choice, you can set the IMPLEMENTATION environment variable:

$ IMPLEMENTATION=rdrand rebar3 compile

Interface

All functions take an integer between 1 and 2<sup>32</sup>-1, and return an integer between 1 and the supplied integer, like rand:uniform/1.

`granderl:`

`uniform(N :: 1..4294967295) -> 1..4294967295`

Implementations

`rdrand`

32-bits of RDRAND.

`xorshift`

Marsaglia's original xorshift (with no multiplies), keeping state in thread-local storage. Initialized on first call.

`pcg32`

PCG, TLS.

References

Fog, Agner. "Pseudo-Random Number Generators for Vector Processors and Multicore Processors." Journal of Modern Applied Statistical Methods 14.1 (2015): 308-334.

Marsaglia, George. "Xorshift RNGs." Journal of Statistical Software 8.14 (2003): 1-6.

O'Neill, M.E. "PCG: A Family of Simple Fast Space-Efficient Statistically Good Algorithms for Random Number Generation".

License

Because the pcg32 code is derived from Apache-licensed code (see c_src/pcg32.c), this package is also Apache licensed.