uniform pseudo random number generation
hi, i would like to use a Pseudo Random Number Generator, that generates 32 different permutations of numbers between [0-360]. In each permutation all numbers 0<=x<360 should appear exactly once. A full period linear congruence generator with modulus 360 was used to obtain what is required with the help of 40 different seeds. The problem is that i find the data too correlated. Hence a much better linear generator,mersenne twister, mt19937's 32 bit implementation was used. It gives integer outputs between 0 and 2^32 -1. 360 consecutive outputs were taken and (each_output modulo 360) was computed. It was found that there are repetitions in the output. However i like to have them without repetitions. Is there anyway to get 'good' uniform pseudo random integers between 0 and user_given_limit, such that it generates all the numbers between 0 and user_given_limit? Thanks, Sarad. ____________________________________________________________________________________ Never miss a thing. Make Yahoo your home page. http://www.yahoo.com/r/hs
Sarad AV <jtrjtrjtr2001@yahoo.com> wrote:
A full period linear congruence generator with modulus 360 was used to obtain what is required with the help of 40 different seeds. The problem is that i find the data too correlated.
Hence a much better linear generator,mersenne twister, mt19937's 32 bit implementation was used. It gives integer outputs between 0 and 2^32 -1. 360 consecutive outputs were taken and (each_output modulo 360) was computed. It was found that there are repetitions in the output. However i like to have them without repetitions.
Is there anyway to get 'good' uniform pseudo random integers between 0 and user_given_limit, such that it generates all the numbers between 0 and user_given_limit?
It seems to me like the extent to which you can decorrelate the output sequences is rather limited because of the requirement that each sequence contain {0..360} precisely once, essentially because the uniqueness requirement means that each sequence is, to a large majority, characterized by the entropy at the beginning of the sequence, but not at the end. For example, let's say you have generated all but one digit of the sequence. Since there is only one unused number remaining, there is no information encoded in the final digit of the sequence. Similarly, the second-last digit is one of only two possibilities, third-last is one of three, et cetera. So, at most, the second-last digit has one bit of entropy, while the first has log2(361) =~ 8.5 bits. If this doesn't trouble you, it should at least motivate you to attempt to appropriately weight the digits in the sequence when you measure correlation (correlation early in the sequence is "worse" than late, since there's more information encoded in the early numbers). So then, on to generating the sequence (and then back, briefly, to the correlation question): Let's assume you get entropy from an oracle, k = rand(state) (implicitly assuming here that, like in the SysV function, state gets updated appropriately). Also, assume the existence of a function newarray = delete(k,array) that removes the kth element from an array and returns a new array with length reduced by 1, and newarray = push(elm, array) that appends elm to array and returns a new array with length increased by 1. Then: (1) Initialize numarray = {0..360}. (2) k = rand(state); (3) nextInd = k mod length(numarray); (4) nextNum = numarray[k]; (5) outarray = push(nextNum, outarray); (5) numarray = delete(k, numarray); (6) goto (2) while length(numarray) >= 0; This should preserve as much entropy as possible in the generation of your sequences. Now, back to the correlation for a second: I claimed earlier that you had to weight the digits by how much information they contain, but I didn't talk about how you might do this. If you generate the sequence with the above method, I claim that you can easily accomplish this by saving the sequence of k's that you generate, as long as you are careful to store each k in a number of bits (approximately, in practice) equal to log2(length(numarray)) for the corresponding step in the sequence. By doing this, the early k's are guaranteed to take up more bits than the late ones; thus correlating the sequence of k's stored in this way gives a truer measure of the correlation of the sequences. Just my $0.02 +/- delta... -=rsw
On Tue, 19 Feb 2008, Sarad AV wrote:
i would like to use a Pseudo Random Number Generator, that generates 32 different permutations of numbers between [0-360]. In each permutation all numbers 0<=x<360 should appear exactly once.
This equivelent to shuffling a deck of 361 cards. Wikipedia has a good article: http://en.wikipedia.org/wiki/Fisher-Yates_shuffle --apb (Alan Barrett)
Alan Barrett <apb@cequrux.com> wrote:
This equivelent to shuffling a deck of 361 cards. Wikipedia has a good article: http://en.wikipedia.org/wiki/Fisher-Yates_shuffle
Huh. Who knew it warranted a name? Just seemed kind of obvious to me... -=rsw
participants (3)
-
Alan Barrett
-
Riad S. Wahby
-
Sarad AV