X-Git-Url: http://repo.macrolet.net/gitweb/?a=blobdiff_plain;f=doc%2Fmanual%2Fbeyond-ansi.texinfo;h=221ebc5e7f57f5dddbc4a049799aa0dcf83cdbe0;hb=746c4003dd76ea67647c87176e4c818f512d59b7;hp=0c72409f084a6518de059a719c2c24b00b91818f;hpb=8a33bf220856487a5cde4b183476b6ab5103983a;p=sbcl.git diff --git a/doc/manual/beyond-ansi.texinfo b/doc/manual/beyond-ansi.texinfo index 0c72409..221ebc5 100644 --- a/doc/manual/beyond-ansi.texinfo +++ b/doc/manual/beyond-ansi.texinfo @@ -15,6 +15,7 @@ it still has quite a few. @xref{Contributed Modules}. * Tools To Help Developers:: * Resolution of Name Conflicts:: * Hash Table Extensions:: +* Random Number Generation:: * Miscellaneous Extensions:: * Stale Extensions:: * Efficiency Hacks:: @@ -441,6 +442,81 @@ arguments to @code{make-hash-table}. @include fun-sb-ext-hash-table-weakness.texinfo +@node Random Number Generation +@comment node-name, next, previous, up +@section Random Number Generation +@cindex Random Number Generation + +The initial value of @code{*random-state*} is the same each time SBCL +is started. This makes it possible for user code to obtain repeatable +pseudo random numbers using only standard-provided functionality. See +@code{seed-random-state} below for an SBCL extension that allows to +seed the random number generator from given data for an additional +possibility to achieve this. Non-repeatable random numbers can always +be obtained using @code{(make-random-state t)}. + +The sequence of numbers produced by repeated calls to @code{random} +starting with the same random state and using the same sequence of +@code{limit} arguments is guaranteed to be reproducible only in the +same version of SBCL on the same platform, using the same code under +the same evaluator mode and compiler optimization qualities. Just two +examples of differences that may occur otherwise: calls to +@code{random} can be compiled differently depending on how much is +known about the @code{limit} argument at compile time, yielding +different results even if called with the same argument at run time, +and the results can differ depending on the machine's word size, for +example for limits that are fixnums under 64-bit word size but bignums +under 32-bit word size. + +@include fun-sb-ext-seed-random-state.texinfo + +Some notes on random floats: The standard doesn't prescribe a specific +method of generating random floats. The following paragraph describes +SBCL's current implementation and should be taken purely informational, +that is, user code should not depend on any of its specific properties. +The method used has been chosen because it is common, conceptually +simple and fast. + +To generate random floats, SBCL evaluates code that has an equivalent +effect as +@lisp +(* limit + (float (/ (random (expt 2 23)) (expt 2 23)) 1.0f0)) +@end lisp +(for single-floats) and correspondingly (with @code{52} and +@code{1.0d0} instead of @code{23} and @code{1.0f0}) for double-floats. +Note especially that this means that zero is a possible return value +occurring with probability @code{(expt 2 -23)} respectively +@code{(expt 2 -52)}. Also note that there exist twice as many +equidistant floats between 0 and 1 as are generated. For example, the +largest number that @code{(random 1.0f0)} ever returns is +@code{(float (/ (1- (expt 2 23)) (expt 2 23)) 1.0f0)} while +@code{(float (/ (1- (expt 2 24)) (expt 2 24)) 1.0f0)} is the +largest single-float less than 1. This is a side effect of the fact +that the implementation uses the fastest possible conversion from bits +to floats. + +SBCL currently uses the Mersenne Twister as its random number +generator, specifically the 32-bit version under both 32- and 64-bit +word size. The seeding algorithm has been improved several times by +the authors of the Mersenne Twister; SBCL uses the third version +(from 2002) which is still the most recent as of June 2012. The +implementation has been tested to provide output identical to the +recommended C implementation. + +While the Mersenne Twister generates random numbers of much better +statistical quality than other widely used generators, it uses only +linear operations modulo 2 and thus fails some statistical +tests@footnote{See chapter 7 "Testing widely used RNGs" in +@cite{TestU01: A C Library for Empirical Testing of Random Number +Generators} by Pierre L'Ecuyer and Richard Simard, ACM Transactions on +Mathematical Software, Vol. 33, article 22, 2007.}. +For example, the distribution of ranks of (sufficiently large) random +binary matrices is much distorted compared to the theoretically +expected one when the matrices are generated by the Mersenne Twister. +Thus, applications that are sensitive to this aspect should use a +different type of generator. + @node Miscellaneous Extensions @comment node-name, next, previous, up @section Miscellaneous Extensions @@ -448,7 +524,6 @@ arguments to @code{make-hash-table}. @include fun-sb-ext-array-storage-vector.texinfo @include fun-sb-ext-delete-directory.texinfo @include fun-sb-ext-get-time-of-day.texinfo -@include fun-sb-ext-seed-random-state.texinfo @include macro-sb-ext-wait-for.texinfo @node Stale Extensions