用Python测试线性同余生成器

时间:2019-07-16 17:19:17

标签: python random lcg

此python中的LCG应该执行哪些测试?

我想到的一切都是:Diehard,卡方,kol-smirnov,这显然足以满足我的目的(这是一项家庭作业),但是我阅读了一些有关这些测试的文章和文档,以更好地理解它们,但是对我而言,以Python代码的形式编写代码还是很抽象的

import numpy as np

class LCG(object):

    UZERO: np.uint32 = np.uint32(0)
    UONE : np.uint32 = np.uint32(1)

    def __init__(self, seed: np.uint32, a: np.uint32, c: np.uint32) -> None:
        self._seed: np.uint32 = np.uint32(seed)
        self._a   : np.uint32 = np.uint32(a)
        self._c   : np.uint32 = np.uint32(c)

    def next(self) -> np.uint32:
        self._seed = self._a * self._seed + self._c
        return self._seed

    def seed(self) -> np.uint32:
        return self._seed

    def set_seed(self, seed: np.uint32) -> np.uint32:
        self._seed = seed

    def skip(self, ns: np.int32) -> None:
        """
        Signed argument - skip forward as well as backward

        The algorithm here to determine the parameters used to skip ahead is
        described in the paper F. Brown, "Random Number Generation with Arbitrary Stride,"
        Trans. Am. Nucl. Soc. (Nov. 1994). This algorithm is able to skip ahead in
        O(log2(N)) operations instead of O(N). It computes parameters
        A and C which can then be used to find x_N = A*x_0 + C mod 2^M.
        """

        nskip: np.uint32 = np.uint32(ns)

        a: np.uint32 = self._a
        c: np.uint32 = self._c

        a_next: np.uint32 = LCG.UONE
        c_next: np.uint32 = LCG.UZERO

        while nskip > LCG.UZERO:
            if (nskip & LCG.UONE) != LCG.UZERO:
                a_next = a_next * a
                c_next = c_next * a + c

            c = (a + LCG.UONE) * c
            a = a * a

            nskip = nskip >> LCG.UONE

        self._seed = a_next * self._seed + c_next

#%%
np.seterr(over='ignore')

a = np.uint32(1664525)
c = np.uint32(1013904223)
seed = np.uint32(1)

rng = LCG(seed, a, c)

print(rng.next())
print(rng.next())
print(rng.next())

rng.skip(-3) # back by 3
print(rng.next())
print(rng.next())
print(rng.next())

rng.skip(-3) # back by 3
rng.skip(2) # forward by 2
print(rng.next())

#%% 10k
#np.seterr(over='ignore')

#a = np.uint32(1664525)
#c = np.uint32(1013904223)
#seed = np.uint32(1)

#rng = LCG(seed, a, c)
#q = [rng.next() for _ in range(0, 10000)]
#print(q)

0 个答案:

没有答案