Re: Gnat Chat, Random Numbers in GNAT

[Jeff Carter <jrcarter010@earthlink.net>]

"Gisle S�lensminde" wrote:
> 
> In article <SLSi4.702$dw3.34085@news.wenet.net>, Kent Paul Dolan wrote:
> >I want to do some genetic algorithm (GA) programming in GNAT, to do
> >proof of concept for some new approaches I've been mulling to speed up
> >convergence and remove the need for sorts, and I need to know about the
> >kind and quality of the Ada.Numerics.Float_Random implementation in
> >GNAT, to decide whether I can trust it to work well in a statistical
> >distribution sense when called (probably) hundreds of millions of times
> >in a single program run (you may guess that I have abundant cpu cycles
> >at work, and you'd be correct, at least 15 machines behind our firewall
> >sit mostly idle for good reason that my using them for week long low
> >priority GA runs wouldn't impact significantly).
> >
> >Header excerpts from the source, from someone who knows right where to
> >look, so I don't have to slog through it from a zero knowledge starting
> >point, would be a perfectly fine answer, if the info is there.  Formal
> >pseudorandom number generator test reports of whatever style have
> >become popular since I was last doing that kind of quality control
> >personally back in the sixties would be good.  Anecdotal personal
> >experience is also welcome as an answer.  URLs pointing to any of the
> >non-source code information would be equally useful.
> >
> >Thanks for any help.  I read and archive this newsgroup daily, so an
> >email response is welcome, but not necessary.
> 
> In the gnat runtime library sources I found the following comment
> in bot the float_random and discrete_random packages, on how they
> are implemented.
> 
> --  Note: the implementation used in this package was contributed by
> --  Robert Eachus. It is based on the work of L. Blum, M. Blum, and
> --  M. Shub, SIAM Journal of Computing, Vol 15. No 2, May 1986. The
> --  particular choices for P and Q chosen here guarantee a period of
> --  562,085,314,430,582 (about 2**49), and the generated sequence has
> --  excellent randomness properties. For further details, see the
> --  paper "Fast Generation of Trustworthy Random Numbers", by Robert
> --  Eachus, which describes both the algorithm and the efficient
> --  implementation approach used here. This paper is available at
> --  the Ada Core Technologies web site (http://www.gnat.com).

The sources of Ada.Numerics.Float_Random for GNAT are in a-nuflra.ad?

If you have GNAT, you can examine the implementation for yourself.

FWIW (personal experience anecdote), I did a parking-lot test of both
Float_Random and Marsaglia's Universal Random-Number algorithm and no
structure was apparent in either.

I can provide you with Ada source for the Marsaglia generator if you
have tests you'd like to run on it.

-- 
Jeff Carter
"Monsieur Arthur King, who has the brain of a duck, you know."
Monty Python & the Holy Grail