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PcgRandom: Fix/improve documentation
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@ -2865,7 +2865,9 @@ It can be created via `PcgRandom(seed)` or `PcgRandom(seed, sequence)`.
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* `next()`: return next integer random number [`-2147483648`...`2147483647`]
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* `next()`: return next integer random number [`-2147483648`...`2147483647`]
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* `next(min, max)`: return next integer random number [`min`...`max`]
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* `next(min, max)`: return next integer random number [`min`...`max`]
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* `rand_normal_dist(min, max, num_trials=6)`: return normally distributed random number [`min`...`max`]
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* `rand_normal_dist(min, max, num_trials=6)`: return normally distributed random number [`min`...`max`]
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* This is only a rough approximation of a normal distribution with mean=(max-min)/2 and variance=1
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* This is only a rough approximation of a normal distribution with:
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* mean = (max - min) / 2, and
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* variance = (((max - min + 1) ^ 2) - 1) / (12 * num_trials)
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* Increasing num_trials improves accuracy of the approximation
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* Increasing num_trials improves accuracy of the approximation
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### `SecureRandom`
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### `SecureRandom`
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@ -93,22 +93,31 @@ u32 PcgRandom::range(u32 bound)
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// If the bound is 0, we cover the whole RNG's range
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// If the bound is 0, we cover the whole RNG's range
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if (bound == 0)
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if (bound == 0)
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return next();
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return next();
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/*
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This is an optimization of the expression:
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0x100000000ull % bound
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since 64-bit modulo operations typically much slower than 32.
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*/
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u32 threshold = -bound % bound;
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u32 r;
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/*
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/*
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If the bound is not a multiple of the RNG's range, it may cause bias,
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If the bound is not a multiple of the RNG's range, it may cause bias,
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e.g. a RNG has a range from 0 to 3 and we take want a number 0 to 2.
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e.g. a RNG has a range from 0 to 3 and we take want a number 0 to 2.
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Using rand() % 3, the number 0 would be twice as likely to appear.
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Using rand() % 3, the number 0 would be twice as likely to appear.
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With a very large RNG range, the effect becomes less prevalent but
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With a very large RNG range, the effect becomes less prevalent but
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still present. This can be solved by modifying the range of the RNG
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still present.
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to become a multiple of bound by dropping values above the a threshold.
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In our example, threshold == 4 - 3 = 1 % 3 == 1, so reject 0, thus
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making the range 3 with no bias.
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This loop looks dangerous, but will always terminate due to the
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This can be solved by modifying the range of the RNG to become a
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multiple of bound by dropping values above the a threshold.
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In our example, threshold == 4 % 3 == 1, so reject values < 1
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(that is, 0), thus making the range == 3 with no bias.
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This loop may look dangerous, but will always terminate due to the
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RNG's property of uniformity.
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RNG's property of uniformity.
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*/
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*/
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u32 threshold = -bound % bound;
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u32 r;
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while ((r = next()) < threshold)
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while ((r = next()) < threshold)
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;
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;
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