Mrg32k3a.NET 0.2.0

Mrg32k3a.NET

A pseudo-random number generator for .NET that provides many independent streams of random numbers. It is based on Pierre L'Ecuyer's MRG32k3a combined multiple recursive generator, with streams and substreams as described by L'Ecuyer, Simard, Chen and Kelton (2002). It is written entirely in C# and has no dependencies.

• Independent streams of 2^127 values, each split into 2^51 substreams of 2^76 values
• Jump to any stream or substream by index in time logarithmic in the index, not linear
• Bit-for-bit reproducible across netstandard2.0, net8.0 and net10.0, and across x64 and ARM64
• Rewinds for common random numbers, antithetic variates, and 53-bit precision draws
• Serializable stream and factory snapshots, so a run resumes without reissuing live streams
• A System.Random adapter

Install

dotnet add package Mrg32k3a.NET

Example

using Mrg32k3a.NET;

var factory = new RandomStreamFactory();
var arrivals = factory.CreateStream("arrivals");
var service = factory.CreateStream("service");

for (var replication = 0; replication < 100; replication++)
{
    double u = arrivals.NextDouble();
    int k = service.NextInt32Inclusive(1, 6);
    // ...

    arrivals.SkipToNextSubstream();
    service.SkipToNextSubstream();
}

Upgrading from 0.1.0

Stream snapshots moved to version 2 to carry the substream index, which cannot be recovered from the state vectors. LoadState and FromState refuse a version 1 snapshot rather than loading it with a substituted index.

Version 2 adds that one property and changes nothing else, so a saved version 1 document can be migrated by hand: set Version to 2 and add SubstreamIndex, the substream the stream was on. The three state vectors carry over untouched, so the restored stream resumes at exactly the position it was saved at. If that number was not recorded, it cannot be recovered from the snapshot, because the seed and stream index reach only the start of a stream and not a position inside it; take a version 2 snapshot before upgrading, or resume from the start of the stream.

Nothing else changed: the values a stream produces are unmoved.

Documentation

Guides and the API reference are at https://simverk.github.io/Mrg32k3a.NET.

License

Apache License 2.0. See LICENSE and NOTICE.