线性同余生成器的分析是错误的?

时间:2017-07-07 00:45:40

标签: c++ random modular-arithmetic lcg

因此,为了更好地理解MSVC ++对rand的实现,我重新实现了它,并尝试更好地理解它(我猜测一般都是LCG)。

我的实现(几乎完全匹配MSVC ++)如下:

// vc++ impl. of random
// Xn+1 = (aXn + i) mod m
// a = 214013, i = 2531011, m = 32768
unsigned int seed = 0;
unsigned int random()
{
    seed = seed * 214013L + 2531011L;
    // return (seed/(1<<16)) % 32768; (equiv to below)
    return seed>>16 & 0x7FFF;
}

为了找到2个种子新生成的种子的差异,我认为它只是(214013*h) % 2^32,其中h是2个初始种子之间的差异。使用相同的逻辑,我计算了2个随机生成的数字之间的差异,给定初始种子为x,下一个种子为x+h,我在种子中采用了这个不同,将其除以2 ^ 16(或移位)这是正确的16位),并摆脱了最重要的位。

除非在某些情况下,例如当x = 100且h = 5000时,此产生的值似乎是正确的。

以下是整个代码:

#include <iostream>
#include <cstdlib>

// vc++ impl. of random
// Xn+1 = (aXn + i) mod m
// a = 214013, i = 2531011, m = 32768
unsigned int seed = 0;
unsigned int random()
{
    seed = seed * 214013L + 2531011L;
    return seed>>16 & 0x7FFF;
}

int main()
{
    // f(x) = (214013x + 2531011) mod 2^32 [LCG]
    // g(x) = floor(f(x)/2^16) mod 2^15 [RND]
    // h(x) = f(x + h) - f(x) ?= 214013*h mod 2^32
    // j(x) = g(x + h) - g(x) ?= 214013*h/2^16 mod 2^15

    // x: initial seed
    // h: displaecment to next seed (next seed: x + h)
    // a, b: first and second randomly generated values using C rand
    // c, d: first and second randomly generated values using random
    // newSeedA, newSeedB: seed generated from LCG after x and x + h respectively
    // diffExp: experimental difference in random values
    // diffCalc: calculated/theoretical difference in random vlaues
    unsigned int x = 100, h = 50000;
    unsigned int a, b, c, d;
    unsigned int newSeedA, newSeedB;
    int diffExp, diffCalc;

    srand(x);
    seed = x;
    a = rand();
    c = random();
    newSeedA = seed;

    srand(x + h);
    seed = x + h;
    b = rand();
    d = random();
    newSeedB = seed;

    diffExp = (d - c) % 32768;
    diffCalc = (214013*h)>>16 & 0x7FFF;


    std::cout << "RANDOM VALUES\n";
    std::cout << "  VC++ rand: " << a << ", " << b << "\n";
    std::cout << "Custom rand: " << c << ", " << d << "\n";
    std::cout << "\n";

    std::cout << "DIFFERENCE IN SEED\n";
    std::cout << "Experimental Difference: " << (newSeedB - newSeedA) << "\n";
    std::cout << "  Calculated Difference: " << (static_cast<unsigned int>(214013)*h) << "\n";
    std::cout << "\n";

    std::cout << "DIFFERENCE IN VALUES\n";
    std::cout << "Experimental Difference: " << diffExp << "\n";
    std::cout << "  Calculated Difference: " << diffCalc << "\n";
    std::cout << "\n";
    return 0;
}

然而,对于这些值,2个随机生成的值之间的估计差异比实际差异小1。我做了一件明显不对的事吗?

1 个答案:

答案 0 :(得分:1)

新种子之间的区别确实是214013*h

这会产生种子ss + 214013*h,产生的随机输出之间的差异将是(简化之前)diff = ((s + 214013*h >> 16) & 0x7fff) - ((s >> 16) & 0x7fff)。那么问题基本上就是这个表达式独立于s

不是。例如,即使采用h = 1diff也可以是3(例如s = 0)或4(例如s = 0x0000bc03)。