[gambit-list] fast deterministic random number generation

Marijn Schouten (hkBst) hkBst at gentoo.org
Mon Apr 20 07:34:25 EDT 2009


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lowly coder wrote:
> Hi!
> 
>   I'm doing some work that involves MCMC / gibbs sampling ... and I need
> lots of random numbers, fast! I would also like it to be deterministic
> (after I give it a seed) so debugging / results is replicable. The best I
> have in mind right now ... is to seed something, impelment rc4, and go with
> that. Anyone have a better suggestion / something alread implemented in
> gambit?
> 
> Thanks!

Gambit implements srfi 27 out of the box which I have used in my Monte Carlo
simulations of the Ising model (look on the dumping grounds). The behavior of
the random number generator is identical to that on other implementations that I
have tested on (larceny, PLT, scheme48) except for gauche which implements the
Mersenne Twister thingy.

Marijn

- --
If you cannot read my mind, then listen to what I say.

Marijn Schouten (hkBst), Gentoo Lisp project, Gentoo ML
<http://www.gentoo.org/proj/en/lisp/>, #gentoo-{lisp,ml} on FreeNode
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