Random number generator and seeding

Collapse
This topic is closed.
X
X
 
  • Time
  • Show
Clear All
new posts
  • Joe

    Random number generator and seeding

    Hi, I have been working on some code that requires a high use of random
    numbers within. Mostly I either have to either:
    1) flip a coin i.e. 0 or 1, or
    2) generate a double between 0 and 1.

    I have utilised the following random number source code
    Pseudo random number generators. C++ and binary code libraries for generating floating point and integer random numbers with uniform and non-uniform distributions. Fast, accurate and reliable.


    What I have found is that there is a problem with seeding. The code
    generates a seed based on time(0). I have found that I need to increment
    seed and

    A snippet of my code is below. I basically generate a Population object that
    contains various individuals. I want to randomly choose two individuals from
    this population. I wish I could choose these individuals by the following:

    // get two parents
    ind1 = pool.RouletteWh eel();
    ind2 = pool.RouletteWh eel();
  • Howard

    #2
    Re: Random number generator and seeding


    "Joe" <joe@blah.com > wrote in message news:419e46da@d news.tpgi.com.a u...[color=blue]
    > Hi, I have been working on some code that requires a high use of random
    > numbers within. Mostly I either have to either:
    > 1) flip a coin i.e. 0 or 1, or
    > 2) generate a double between 0 and 1.
    >
    > I have utilised the following random number source code
    > http://www.agner.org/random/
    >
    > What I have found is that there is a problem with seeding. The code
    > generates a seed based on time(0). I have found that I need to increment
    > seed and
    >
    > A snippet of my code is below. I basically generate a Population object
    > that contains various individuals. I want to randomly choose two
    > individuals from this population. I wish I could choose these individuals
    > by the following:
    >
    > // get two parents
    > ind1 = pool.RouletteWh eel();
    > ind2 = pool.RouletteWh eel();
    > .
    > .
    > int Population :: RouletteWheel ( )
    > {
    > int seed = time(0);
    > TRandomMersenne rg(seed);
    > return rg.Random();
    > }
    >
    > In the above case all the random functions are contained in the Population
    > class. But when i do this it passes back two identical individuals. So
    > nstead I had to implement passing an incremented seed to the RouletteWheel
    > member function as shown below
    >[/color]
    <snip>[color=blue]
    >
    > I dont like this solution as it enforced defining random functions in the
    > main.cpp class - which i dont want. Is there any way to implement my
    > desired approach (the former). I dont like the idea of passing incremented
    > seeds .. even though it does appear to introduce randomness in my results.
    >
    > Any ideas greatly appreciated!
    >
    > Cheers,
    > Joe
    >[/color]

    You only want to seed a random-number generator once during a given run of a
    program. You then call the RNG multiple times to get "random" values.
    Seeding the RNG multiple times destroys the "randomness " of the RNG.

    -Howard




    Comment

    • Chris Theis

      #3
      Re: Random number generator and seeding


      "Joe" <joe@blah.com > schrieb im Newsbeitrag
      news:419e46da@d news.tpgi.com.a u...[color=blue]
      > Hi, I have been working on some code that requires a high use of random
      > numbers within. Mostly I either have to either:
      > 1) flip a coin i.e. 0 or 1, or
      > 2) generate a double between 0 and 1.
      >
      > I have utilised the following random number source code
      > http://www.agner.org/random/
      >
      > What I have found is that there is a problem with seeding. The code
      > generates a seed based on time(0). I have found that I need to increment
      > seed and
      >
      > A snippet of my code is below. I basically generate a Population object[/color]
      that[color=blue]
      > contains various individuals. I want to randomly choose two individuals[/color]
      from[color=blue]
      > this population. I wish I could choose these individuals by the following:
      >[/color]
      [SNIP]

      I guess it's necessary to clarify some things about random number
      generators. In principle they work the following way that you have to pass a
      starting seed which is the starting point of your sequence of (pseudo)random
      numbers. Passing the same seed to the RNG will result in the same sequence.
      This is useful if you need random numbers but simultaneously have the
      requirement of reproducing the behavior of your algorithm.

      However, normally the seed is passed only at the construction time and
      subsequent calls to the RNG's function which actually returns the numbers,
      should modify the internally stored seed of the RNG object. You should be
      aware that seeds are not numbers which will continuously increase or
      decrease. Furthermore, the seed has a great influence on the quality of the
      random sequence but this would lead too far here.

      In summary you should pass the seed only once to your random number object
      and also this object should be created only once.

      int Population :: RouletteWheel ( int seed )
      {
      TRandomMersenne rg(seed);
      return rg.Random();
      }

      This implementation creates a RNG object whenever RouletteWheel is called. I
      don't know about the details of your population class but you could put the
      TRandomMersenne object there as a member which is initialized with the seed
      in the constructor of "population ".

      HTH
      Chris


      Comment

      • Karl Heinz Buchegger

        #4
        Re: Random number generator and seeding

        Chris Theis wrote:[color=blue]
        >
        > "Joe" <joe@blah.com > schrieb im Newsbeitrag
        > news:419e46da@d news.tpgi.com.a u...[color=green]
        > > Hi, I have been working on some code that requires a high use of random
        > > numbers within. Mostly I either have to either:
        > > 1) flip a coin i.e. 0 or 1, or
        > > 2) generate a double between 0 and 1.
        > >
        > > I have utilised the following random number source code
        > > http://www.agner.org/random/
        > >
        > > What I have found is that there is a problem with seeding. The code
        > > generates a seed based on time(0). I have found that I need to increment
        > > seed and
        > >
        > > A snippet of my code is below. I basically generate a Population object[/color]
        > that[color=green]
        > > contains various individuals. I want to randomly choose two individuals[/color]
        > from[color=green]
        > > this population. I wish I could choose these individuals by the following:
        > >[/color]
        > [SNIP]
        >
        > I guess it's necessary to clarify some things about random number
        > generators. In principle they work the following way that you have to pass a
        > starting seed which is the starting point of your sequence of (pseudo)random
        > numbers. Passing the same seed to the RNG will result in the same sequence.
        > This is useful if you need random numbers but simultaneously have the
        > requirement of reproducing the behavior of your algorithm.[/color]

        Good explanation.
        But I want to express something clearly to the OP:
        It is always that *sequence* that has some property of randomness.
        So it is important that you let the generator alone, seed it only once,
        and then let the generator do its magic to come up with the *sequence*
        of random numbers. If you reseed the generator all the time, you don't
        let the generator build up its randomness.

        The thing is: Is 3 random? Is 5 random? Nobody knows. But with some tests
        we can decide if the sequence 3 5 1 9 2 (some more numbers) is a pseudo random
        sequence or if there is some pattern in it. A good random generator generates
        long sequences without a pattern, and that is what we call 'pseudo random numbers'.
        So 'randomness' in a computer is some sort of statistical property. And as with
        all statistical properties you need a large enough base for testing.
        But for this to work you *must not* interfere with the number generating algorithm
        as a reseed would do.

        --
        Karl Heinz Buchegger
        kbuchegg@gascad .at

        Comment

        Working...