Getting started

Create a factory, then take streams from it

Every stream comes from a RandomStreamFactory. A new factory uses the default seed of L'Ecuyer et al. (2002), which is six copies of 12345. The first stream starts at that seed, and each later stream starts 2^127 values after the one before it.

using Mrg32k3a.NET;

var factory = new RandomStreamFactory();
RandomStream stream = factory.CreateStream("demand");

To use a different seed, pass an Mrg32k3aState:

var seed = new Mrg32k3aState(1, 2, 3, 4, 5, 6);
var factory = new RandomStreamFactory(seed);

A seed must follow the MRG32k3a rules. The first three values must be below 4294967087, the last three below 4294944443, and neither group of three may be all zero. The constructor throws ArgumentException if a rule is broken. If you'd rather check without an exception, use TryCreate.

Draw values

double u = stream.NextDouble();                // strictly between 0 and 1
double fine = stream.NextDoubleHighPrecision(); // about 53 bits, uses two steps

int die = stream.NextInt32Inclusive(1, 6);      // closed range [1, 6]
int index = stream.Next(10);                    // half-open range [0, 10), like System.Random
long big = stream.NextInt64(0, 1_000_000_000_000);

var buffer = new double[1024];
stream.NextDoubles(buffer);                     // fill in bulk

Methods named ...Inclusive include the upper bound. Next and NextInt64 exclude it, as System.Random does.

Precision and antithetic variates

• HighPrecision makes NextDouble return about 53 bits instead of 32. Each draw then uses two steps of the generator, so set this flag before you start drawing, not partway through.
• Antithetic makes the stream return 1 - u instead of u. This does not change how far each draw advances the state, so a stream and its antithetic twin stay in sync.

Threading

A factory can hand out streams to several threads at once. The streams themselves are not thread safe, so give each worker its own stream.