We believe in a future in which the web is a preferred environment for numerical computation. To help realize this future, we've built stdlib. stdlib is a standard library, with an emphasis on numerical and scientific computation, written in JavaScript (and C) for execution in browsers and in Node.js.
The library is fully decomposable, being architected in such a way that you can swap out and mix and match APIs and functionality to cater to your exact preferences and use cases.
When you use stdlib, you can be absolutely certain that you are using the most thorough, rigorous, well-written, studied, documented, tested, measured, and high-quality code out there.
To join us in bringing numerical computing to the web, get started by checking us out on GitHub, and please consider financially supporting stdlib. We greatly appreciate your continued support!
Improved Ziggurat Method
[![NPM version][npm-image]][npm-url] [![Build Status][test-image]][test-url] [![Coverage Status][coverage-image]][coverage-url]
Standard normally distributed pseudorandom numbers using the [Improved Ziggurat][ziggurat-algorithm] method.
bash
npm install @stdlib/random-base-improved-ziggurat
javascript
var randn = require( '@stdlib/random-base-improved-ziggurat' );
#### randn()
Returns a standard normally distributed pseudorandom number.
javascript
var r = randn();
// returns <number>
#### randn.factory( [options] )
Returns a pseudorandom number generator (PRNG) for generating standard normally distributed pseudorandom numbers.
javascript
var rand = randn.factory();
The function accepts the following options
:
- prng: pseudorandom number generator for generating uniformly distributed pseudorandom numbers on the interval [0,1)
. If provided, the function ignores both the state
and seed
options. In order to seed the returned pseudorandom number generator, one must seed the provided prng
(assuming the provided prng
is seedable).
- seed: pseudorandom number generator seed.
- state: a [Uint32Array
][@stdlib/array/uint32] containing pseudorandom number generator state. If provided, the function ignores the seed
option.
- copy: boolean
indicating whether to copy a provided pseudorandom number generator state. Setting this option to false
allows sharing state between two or more pseudorandom number generators. Setting this option to true
ensures that a returned generator has exclusive control over its internal state. Default: true
.
To use a custom PRNG as the underlying source of uniformly distributed pseudorandom numbers, set the prng
option.
javascript
var minstd = require( '@stdlib/random-base-minstd' );
var rand = randn.factory({
'prng': minstd.normalized
});
var r = rand();
// returns <number>
To seed a pseudorandom number generator, set the seed
option.
javascript
var rand1 = randn.factory({
'seed': 12345
});
var r1 = rand1();
// returns <number>
var rand2 = randn.factory({
'seed': 12345
});
var r2 = rand2();
// returns <number>
var bool = ( r1 === r2 );
// returns true
To return a generator having a specific initial state, set the generator state
option.
javascript
var rand;
var bool;
var r;
var i;
// Generate pseudorandom numbers, thus progressing the generator state:
for ( i = 0; i < 1000; i++ ) {
r = randn();
}
// Create a new PRNG initialized to the current state of `randn`:
rand = randn.factory({
'state': randn.state
});
// Test that the generated pseudorandom numbers are the same:
bool = ( rand() === randn() );
// returns true
#### randn.NAME
The generator name.
javascript
var str = randn.NAME;
// returns 'improved-ziggurat'
#### randn.PRNG
The underlying pseudorandom number generator for uniformly distributed numbers on the interval [0,1)
.
javascript
var prng = randn.PRNG;
// returns <Function>
#### randn.seed
The value used to seed randn()
.
javascript
var rand;
var r;
var i;
// Generate pseudorandom values...
for ( i = 0; i < 100; i++ ) {
r = randn();
}
// Generate the same pseudorandom values...
rand = randn.factory({
'seed': randn.seed
});
for ( i = 0; i < 100; i++ ) {
r = rand();
}
If provided a PRNG for uniformly distributed numbers, this value is null
.
javascript
var rand = randn.factory({
'prng': Math.random
});
var seed = rand.seed;
// returns null
#### randn.seedLength
Length of generator seed.
javascript
var len = randn.seedLength;
// returns <number>
If provided a PRNG for uniformly distributed numbers, this value is null
.
javascript
var rand = randn.factory({
'prng': Math.random
});
var len = rand.seedLength;
// returns null
#### randn.state
Writable property for getting and setting the generator state.
javascript
var r = randn();
// returns <number>
r = randn();
// returns <number>
// ...
// Get a copy of the current state:
var state = randn.state;
// returns <Uint32Array>
r = randn();
// returns <number>
r = randn();
// returns <number>
// Reset the state:
randn.state = state;
// Replay the last two pseudorandom numbers:
r = randn();
// returns <number>
r = randn();
// returns <number>
// ...
If provided a PRNG for uniformly distributed numbers, this value is null
.
javascript
var rand = randn.factory({
'prng': Math.random
});
var state = rand.state;
// returns null
#### randn.stateLength
Length of generator state.
javascript
var len = randn.stateLength;
// returns <number>
If provided a PRNG for uniformly distributed numbers, this value is null
.
javascript
var rand = randn.factory({
'prng': Math.random
});
var len = rand.stateLength;
// returns null
#### randn.byteLength
Size (in bytes) of generator state.
javascript
var sz = randn.byteLength;
// returns <number>
If provided a PRNG for uniformly distributed numbers, this value is null
.
javascript
var rand = randn.factory({
'prng': Math.random
});
var sz = rand.byteLength;
// returns null
#### randn.toJSON()
Serializes the pseudorandom number generator as a JSON object.
javascript
var o = randn.toJSON();
// returns { 'type': 'PRNG', 'name': '...', 'state': {...}, 'params': [] }
If provided a PRNG for uniformly distributed numbers, this method returns null
.
javascript
var rand = randn.factory({
'prng': Math.random
});
var o = rand.toJSON();
// returns null
javascript
var randn = require( '@stdlib/random-base-improved-ziggurat' );
var seed;
var rand;
var i;
// Generate pseudorandom numbers...
for ( i = 0; i < 100; i++ ) {
console.log( randn() );
}
// Create a new pseudorandom number generator...
seed = 1234;
rand = randn.factory({
'seed': seed
});
for ( i = 0; i < 100; i++ ) {
console.log( rand() );
}
// Create another pseudorandom number generator using a previous seed...
rand = randn.factory({
'seed': randn.seed
});
for ( i = 0; i < 100; i++ ) {
console.log( rand() );
}
@stdlib/random-iter/improved-ziggurat
][@stdlib/random/iter/improved-ziggurat]: create an iterator for generating pseudorandom numbers drawn from a standard normal distribution using the Improved Ziggurat algorithm.
- [@stdlib/random-streams/improved-ziggurat
][@stdlib/random/streams/improved-ziggurat]: create a readable stream for generating pseudorandom numbers drawn from a standard normal distribution using the Improved Ziggurat algorithm.