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authorRaymond Hettinger <python@rcn.com>2002-12-29 23:03:38 (GMT)
committerRaymond Hettinger <python@rcn.com>2002-12-29 23:03:38 (GMT)
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SF patch 658251: Install a C implementation of the Mersenne Twister as the
core generator for random.py.
Diffstat (limited to 'Doc/lib/librandom.tex')
-rw-r--r--Doc/lib/librandom.tex138
1 files changed, 55 insertions, 83 deletions
diff --git a/Doc/lib/librandom.tex b/Doc/lib/librandom.tex
index 1783659..df05203 100644
--- a/Doc/lib/librandom.tex
+++ b/Doc/lib/librandom.tex
@@ -8,30 +8,26 @@
This module implements pseudo-random number generators for various
distributions.
+
For integers, uniform selection from a range.
-For sequences, uniform selection of a random element, and a function to
-generate a random permutation of a list in-place.
+For sequences, uniform selection of a random element, a function to
+generate a random permutation of a list in-place, and a function for
+random sampling without replacement.
+
On the real line, there are functions to compute uniform, normal (Gaussian),
lognormal, negative exponential, gamma, and beta distributions.
-For generating distribution of angles, the circular uniform and
-von Mises distributions are available.
+For generating distributions of angles, the von Mises distribution
+is available.
Almost all module functions depend on the basic function
\function{random()}, which generates a random float uniformly in
-the semi-open range [0.0, 1.0). Python uses the standard Wichmann-Hill
-generator, combining three pure multiplicative congruential
-generators of modulus 30269, 30307 and 30323. Its period (how many
-numbers it generates before repeating the sequence exactly) is
-6,953,607,871,644. While of much higher quality than the \function{rand()}
-function supplied by most C libraries, the theoretical properties
-are much the same as for a single linear congruential generator of
-large modulus. It is not suitable for all purposes, and is completely
-unsuitable for cryptographic purposes.
-
-The functions in this module are not threadsafe: if you want to call these
-functions from multiple threads, you should explicitly serialize the calls.
-Else, because no critical sections are implemented internally, calls
-from different threads may see the same return values.
+the semi-open range [0.0, 1.0). Python uses the Mersenne Twister as
+the core generator. It produces 53-bit precision floats and has a
+period of 2**19937-1. The underlying implementation in C
+is both fast and threadsafe. The Mersenne Twister is one of the most
+extensively tested random number generators in existence. However, being
+completely deterministic, it is not suitable for all purposes, and is
+completely unsuitable for cryptographic purposes.
The functions supplied by this module are actually bound methods of a
hidden instance of the \class{random.Random} class. You can
@@ -39,58 +35,19 @@ instantiate your own instances of \class{Random} to get generators
that don't share state. This is especially useful for multi-threaded
programs, creating a different instance of \class{Random} for each
thread, and using the \method{jumpahead()} method to ensure that the
-generated sequences seen by each thread don't overlap (see example
-below).
+generated sequences seen by each thread don't overlap.
Class \class{Random} can also be subclassed if you want to use a
different basic generator of your own devising: in that case, override
the \method{random()}, \method{seed()}, \method{getstate()},
\method{setstate()} and \method{jumpahead()} methods.
-Here's one way to create threadsafe distinct and non-overlapping generators:
-
-\begin{verbatim}
-def create_generators(num, delta, firstseed=None):
- """Return list of num distinct generators.
- Each generator has its own unique segment of delta elements
- from Random.random()'s full period.
- Seed the first generator with optional arg firstseed (default
- is None, to seed from current time).
- """
-
- from random import Random
- g = Random(firstseed)
- result = [g]
- for i in range(num - 1):
- laststate = g.getstate()
- g = Random()
- g.setstate(laststate)
- g.jumpahead(delta)
- result.append(g)
- return result
-
-gens = create_generators(10, 1000000)
-\end{verbatim}
-
-That creates 10 distinct generators, which can be passed out to 10
-distinct threads. The generators don't share state so can be called
-safely in parallel. So long as no thread calls its \code{g.random()}
-more than a million times (the second argument to
-\function{create_generators()}, the sequences seen by each thread will
-not overlap. The period of the underlying Wichmann-Hill generator
-limits how far this technique can be pushed.
-
-Just for fun, note that since we know the period, \method{jumpahead()}
-can also be used to ``move backward in time:''
-
-\begin{verbatim}
->>> g = Random(42) # arbitrary
->>> g.random()
-0.25420336316883324
->>> g.jumpahead(6953607871644L - 1) # move *back* one
->>> g.random()
-0.25420336316883324
-\end{verbatim}
+As an example of subclassing, the \module{random} module provides
+the \class{WichmannHill} class which implements an alternative generator
+in pure Python. The class provides a backward compatible way to
+reproduce results from earlier versions of Python which used the
+Wichmann-Hill algorithm as the core generator.
+\versionchanged[Substituted MersenneTwister for Wichmann-Hill]{2.3}
Bookkeeping functions:
@@ -104,18 +61,6 @@ Bookkeeping functions:
If \var{x} is not \code{None} or an int or long,
\code{hash(\var{x})} is used instead.
If \var{x} is an int or long, \var{x} is used directly.
- Distinct values between 0 and 27814431486575L inclusive are guaranteed
- to yield distinct internal states (this guarantee is specific to the
- default Wichmann-Hill generator, and may not apply to subclasses
- supplying their own basic generator).
-\end{funcdesc}
-
-\begin{funcdesc}{whseed}{\optional{x}}
- This is obsolete, supplied for bit-level compatibility with versions
- of Python prior to 2.1.
- See \function{seed} for details. \function{whseed} does not guarantee
- that distinct integer arguments yield distinct internal states, and can
- yield no more than about 2**24 distinct internal states in all.
\end{funcdesc}
\begin{funcdesc}{getstate}{}
@@ -134,17 +79,20 @@ Bookkeeping functions:
\end{funcdesc}
\begin{funcdesc}{jumpahead}{n}
- Change the internal state to what it would be if \function{random()}
- were called \var{n} times, but do so quickly. \var{n} is a
- non-negative integer. This is most useful in multi-threaded
+ Change the internal state to one different from and likely far away from
+ the current state. \var{n} is a non-negative integer which is used to
+ scramble the current state vector. This is most useful in multi-threaded
programs, in conjuction with multiple instances of the \class{Random}
- class: \method{setstate()} or \method{seed()} can be used to force
- all instances into the same internal state, and then
- \method{jumpahead()} can be used to force the instances' states as
- far apart as you like (up to the period of the generator).
+ class: \method{setstate()} or \method{seed()} can be used to force all
+ instances into the same internal state, and then \method{jumpahead()}
+ can be used to force the instances' states far apart.
\versionadded{2.1}
+ \versionchanged[Instead of jumping to a specific state, \var{n} steps
+ ahead, \method{jumpahead(\var{n})} jumps to another state likely to be
+ separated by many steps.]{2.3}
\end{funcdesc}
+
Functions for integers:
\begin{funcdesc}{randrange}{\optional{start,} stop\optional{, step}}
@@ -279,8 +227,32 @@ these equations can be found in any statistics text.
\var{beta} is the shape parameter.
\end{funcdesc}
+Alternative Generator
+
+\begin{classdesc}{WichmannHill}{\optional{seed}}
+Class that implements the Wichmann-Hill algorithm as the core generator.
+Has all of the same methods as \class{Random} plus the \method{whseed}
+method described below. Because this class is implemented in pure
+Python, it is not threadsafe and may require locks between calls. The
+period of the generator is 6,953,607,871,644 which is small enough to
+require care that two independent random sequences do not overlap.
+\end{classdesc}
+
+\begin{funcdesc}{whseed}{\optional{x}}
+ This is obsolete, supplied for bit-level compatibility with versions
+ of Python prior to 2.1.
+ See \function{seed} for details. \function{whseed} does not guarantee
+ that distinct integer arguments yield distinct internal states, and can
+ yield no more than about 2**24 distinct internal states in all.
+\end{funcdesc}
\begin{seealso}
+ \seetext{M. Matsumoto and T. Nishimura, ``Mersenne Twister: A
+ 623-dimensionally equidistributed uniform pseudorandom
+ number generator'',
+ \citetitle{ACM Transactions on Modeling and Computer Simulation}
+ Vol. 8, No. 1, January pp.3-30 1998.}
+
\seetext{Wichmann, B. A. \& Hill, I. D., ``Algorithm AS 183:
An efficient and portable pseudo-random number generator'',
\citetitle{Applied Statistics} 31 (1982) 188-190.}