Re: draft random-number-generator API

[Mark Kettenis <kettenis@phys.uva.nl>]

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   Date: Thu, 03 Sep 1998 18:36:26 -0400
   From: Zack Weinberg <zack@rabi.phys.columbia.edu>
   Sender: owner-libc-hacker@cygnus.com
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   We've got three different APIs for random number generation (ANSI/POSIX,
   BSD, SVID) none of which provides the flexibility you want if you're doing
   serious random-number work.  Furthermore most of the algorithms used are
   quite lame.

   I've devised a new API which I think solves these problems.  It looks like
   this:  There are a bunch of accessor functions that give you random numbers. 
   You can get signed or unsigned 32-, 48-, or 64-bit integers with uniform
   distribution, or floats/doubles/long doubles in the ranges (-1, 1) or [0, 1)
   with uniform, normal, Poisson, ... distribution.

   All the accessor functions take a single argument which is a pointer to a
   "state block."  The state block encodes the RNG algorithm to use, any
   tunable parameters of that algorithm, and the current state of the
   generator.  If you pass NULL for the state block you get a default.

   You create a state block with another function, which takes a selector for
   the algorithm, an initial seed, and any tunable parameters.  It returns you
   a pointer to malloced memory.  You can reseed the block with yet another
   function, or set the default state block to one of your choosing.

   The neat thing about this is it's sufficiently general that we can implement
   all the historical interfaces in terms of it.  So if you have a program
   written to use rand(), and you want a better RNG for it, you can just add
   one line to the beginning.  [Of course, some of the interfaces, such as
   rand_r() and lcong48(), force the use of particular algorithms.]

   Comments?  (Obviously this isn't for 2.1, I'll do it up as an add-on
   initially)

You might want to take a look at GSL, The GNU Scientific Library.  It
is still in development but one of the parts that seem to be almost
finished is the part that deals with RNGs.  As far as I can see, it
uses more or less the same approach as you describe above.  You can
find it on `alpha' (ftp://alpha.gnu.org/gnu/gsl-0.4.tar.gz).

IMHO this doen't really belong in libc, but in a seperate library.
GSL seems to be a better place for it.

Mark