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September 27, 2017 mir-random: major additions | ||||
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About package -------------- Mir-Random [1] is a random number generator library that covers C++ STL [2]. It is compatible with mir.ndslice, std.algorithm, and std.range. In the same time mir.random has its own API, which is more secure and safe compared with std.random. Release v0.2.5 -------------- Mir-Random got three major additions: - System level `genRandomNonBlocking` and `genRandomBlocking` was added to `mir.random.engine` by Sebastian Wilzbach (@wilzbach). `unpredictableSeed` became more secure. - Permuted Congruential Generator (PCG) [3] was added by Nicholas Wilson (@thewilsonator) After a while it will replace Mersenne Twister for default engine (`Random` alias). - `SphereVariable`, `SimplexVariable`, `DirichletVariable`, and `MultivariateNormalVariable` was added to `mir.random.ndvariable` by Simon Bürger (@krox). Multivariate normal RNG uses private Cholesky decomposition, which has not unittests yet. PRs are welcome. Links -------------- [1] https://github.com/libmir/mir-random [2] http://en.cppreference.com/w/cpp/numeric/random [3] http://www.pcg-random.org/ Best regards, Ilya |
September 27, 2017 Re: mir-random: major additions | ||||
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Posted in reply to Ilya Yaroshenko | On Wednesday, 27 September 2017 at 05:24:50 UTC, Ilya Yaroshenko wrote: > > private Cholesky decomposition, which has not unittests yet. PRs are welcome. > My fork of lubeck has a branch where I was doing some work on adding cholesky that has some unittests if you want to borrow them (probably needs some adjustments). https://github.com/jmh530/lubeck/blob/f012582871c0cde8d7dc18d7f833f513a06cfaca/source/lubeck.d#L1377 |
September 27, 2017 Re: mir-random: major additions | ||||
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Posted in reply to jmh530 | On Wednesday, 27 September 2017 at 11:52:32 UTC, jmh530 wrote:
> On Wednesday, 27 September 2017 at 05:24:50 UTC, Ilya Yaroshenko wrote:
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>> private Cholesky decomposition, which has not unittests yet. PRs are welcome.
>>
>
> My fork of lubeck has a branch where I was doing some work on adding cholesky that has some unittests if you want to borrow them (probably needs some adjustments).
> https://github.com/jmh530/lubeck/blob/f012582871c0cde8d7dc18d7f833f513a06cfaca/source/lubeck.d#L1377
Thanks! And looking forward to find you PR in Lubeck! --Ilya
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September 27, 2017 Re: mir-random: major additions | ||||
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Posted in reply to Ilya Yaroshenko | On Wednesday, 27 September 2017 at 12:21:24 UTC, Ilya Yaroshenko wrote:
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> Thanks! And looking forward to find you PR in Lubeck! --Ilya
It's what prompted eachLower/eachUpper. I was like, there's gotta be a pretty way of doing this and got completely distracted from cholesky!
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