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course 4.1.2.2

Level: intermediate
4.1.2.2.1
Generating Randomness
Linear congruential generators and their properties, sub-random processes, testing randomness, Monte Carlo simulation, CPAN modules, idioms for shuffling.
session 1/2 | Random Numbers and Distributions | Martin K

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Generating Randomness
Generating Randomness
Martin Krzywinski

#!/usr/local/bin/perl -w

use strict;
use lib "/home/martink/export/extern/perl/lib/site_perl/5.005";
use Math::BaseCalc;
use Math::VecStat qw(average);
use constant PI => 3.1415926535897932;

$\="\n";
$,=" ";

# initialize base converters
my @bases = (3,5);
my $bobj;
for my $b (@bases) {
    $bobj->{$b} = Math::BaseCalc->new(digits=>[0..$b-1]);
}

for my $j (1..7) {
    my @pi;
    my $num = 10**$j;
    #my @h = makehaltonpoints($num,[3,5]);
    for my $iter (0..0) {
	my @h = map { [rand(),rand()] } (0..$num-1);
	my $c;
	for my $h (@h) {
	    my ($x,$y) = @$h;
	    my $d = (0.5-$x)*(0.5-$x) + (0.5-$y)*(0.5-$y);
	    my $dt = int ($d < 0.25);
	    $c ++ if $dt;
	}
	my $pi = 4*$c/$num;
	push(@pi,$pi);
    }
    print "value",$num,average(@pi);
    print "diff",$num,abs(average(@pi) - PI)/PI;
}

sub makehaltonpoints {
    my $n = shift;
    my @h;
    for my $i (0..$n-1) {
	my @v;
	for my $b (@bases) {
	    my $n = $bobj->{$b}->to_base($i);
	    my $nr = "0.".join("", reverse split("",$n));
	    push(@v,$bobj->{$b}->from_base($nr));
	}
	push(@h,\@v);
    }
    return @h;
}

1 | Generating Randomness | 4.1.2.2.1

4.1.2.2.1.c1 | brownnoise.wav | Martin Krzywinski | code
4.1.2.2.1.c2 | devrandom | Martin Krzywinski | code
4.1.2.2.1.c3 | drophaltonrice | Martin Krzywinski | code
4.1.2.2.1.c4 | droprice | Martin Krzywinski | code
4.1.2.2.1.c5 | halton | Martin Krzywinski | code
4.1.2.2.1.c6 | halton.11.13.txt | Martin Krzywinski | code
4.1.2.2.1.c7 | halton.3.5.1000.txt | Martin Krzywinski | code
4.1.2.2.1.c8 | halton.3.5.10000.txt | Martin Krzywinski | code
4.1.2.2.1.c9 | halton.3.5.200.txt | Martin Krzywinski | code
4.1.2.2.1.c10 | halton.3.5.2000.txt | Martin Krzywinski | code
4.1.2.2.1.c11 | halton.3.5.400.txt | Martin Krzywinski | code
4.1.2.2.1.c12 | halton.3.5.4000.txt | Martin Krzywinski | code
4.1.2.2.1.c13 | halton.3.5.600.txt | Martin Krzywinski | code
4.1.2.2.1.c14 | halton.3.5.800.txt | Martin Krzywinski | code
4.1.2.2.1.c15 | halton.3.5.txt | Martin Krzywinski | code
4.1.2.2.1.c16 | halton.5.7.txt | Martin Krzywinski | code
4.1.2.2.1.c17 | halton.7.17.txt | Martin Krzywinski | code
4.1.2.2.1.c18 | halton.new.txt | Martin Krzywinski | code
4.1.2.2.1.c19 | haltonrice.diff.txt | Martin Krzywinski | code
4.1.2.2.1.c20 | haltonrice.txt | Martin Krzywinski | code
4.1.2.2.1.c21 | pinknoise.wav | Martin Krzywinski | code
4.1.2.2.1.c22 | prng | Martin Krzywinski | code
4.1.2.2.1.c23 | prng.1.txt | Martin Krzywinski | code
4.1.2.2.1.c24 | prng.2.txt | Martin Krzywinski | code
4.1.2.2.1.c25 | prng.3.txt | Martin Krzywinski | code
4.1.2.2.1.c26 | randbase | Martin Krzywinski | code
4.1.2.2.1.c27 | randrice.diff.txt | Martin Krzywinski | code
4.1.2.2.1.c28 | randrice.txt | Martin Krzywinski | code
4.1.2.2.1.c29 | randstring | Martin Krzywinski | code
4.1.2.2.1.c30 | randtests | Martin Krzywinski | code
4.1.2.2.1.c31 | rice.diff.txt | Martin Krzywinski | code
4.1.2.2.1.c32 | rice.results.txt | Martin Krzywinski | code
4.1.2.2.1.c33 | rice.txt | Martin Krzywinski | code
4.1.2.2.1.c34 | rice.value.txt | Martin Krzywinski | code
4.1.2.2.1.c35 | shake | Martin Krzywinski | code
4.1.2.2.1.c36 | trulyrandom | Martin Krzywinski | code
4.1.2.2.1.c37 | whitenoise.wav | Martin Krzywinski | code
4.1.2.2.1.a1 | Generating Randomness | Martin Krzywinski | pdf
4.1.2.2.1.p1 | Generating Randomness | Martin Krzywinski | ppt
4.1.2.2.1.s1 | Generating Randomness | Martin Krzywinski | slides