Re: [Help-gsl] Uniform random number generation

[Maxime Boissonneault]

(Quasi)Random number generators are initiated by a seed. Then, each time 
they are called, they return a different number.

In fact, quasirandom number generators are computing quasirandom number 
following a well defined cyclic serie, but this serie has the properties 
of random numbers. The seed simply set the starting point in the serie.

This means that if you have the same seed, you will always get the same 
serie.
It also means that quasirandom number generators have a period. If you 
would extract an infinite number of quasirandom numbers out of it, you 
would get a sequence of numbers that is repeated. This is however not a 
problem as long as the period is much longer than the number of numbers 
you extract. There are number generators that have a period of 10^20 and 
more. See the GSL documentation for more information.


Maxime

ozgur a écrit :
> On Thu, Nov 27, 2008 at 3:41 PM, Maxime Boissonneault 
> <address@hidden 
> <mailto:address@hidden>> wrote:
>
>     I would say to initialize the seed only once when the program
>     starts (ie keep the random generator in a static variable). Also,
>     you could use a more precise time function which returns the
>     number of ticks (CPU cycles) and not the number of seconds or
>     milliseconds.
>
>     Maxime Boissonneault
>
> I did something like this ( copying from the previous posts  to the 
> list; sorry for duplication, i had not done an elaborate search that 
> time)  using /dev/random . It works fine for now. But i did not 
> understand a thing in your reply Maxime . If i keep random generator 
> in a static variable, how can it return different serie each time when 
> i call it? BTW thanks for the quick reply.
>
> vector<double> rn_uniform(int n)
> {
>     vector<double> rn_array;
>     // Define GSL RNG parameters.
>     const gsl_rng_type * T;
>     gsl_rng *r;
>    
>     T = gsl_rng_taus2; // RNG type
>     r = gsl_rng_alloc(T);// Allocate memory
>    
>
>     srand(time(NULL));
>     unsigned int stb_seed = rand(); // System time based random seed
>     unsigned int seed;
>    
>     FILE *dev_random;
>     dev_random = fopen("/dev/random","r");
>     if (dev_random == NULL)
>       {
>         fprintf(stderr,"Can not open /dev/random - seeding failed\n");
>         seed = stb_seed;
>       }
>     else
>       {
>         fread(&seed , sizeof(seed), 1, dev_random);
>         fclose(dev_random);
>       }
>    
>     gsl_rng_set(r, seed); // Set the seed for GSL RNG
>    
>     int i;
>     for(i=0; i< n; i++)
>         {
>             double u = gsl_rng_uniform(r);
>             rn_array.push_back(u);
>         }
>
>     gsl_rng_free(r); // Free memory
>
>     return rn_array;
> };
>
>
> --
> Ozgur