PCG Random Number Generation, C Edition

This code provides an implementation of the PCG family of random number generators, which are fast, statistically excellent, and offer a number of useful features.

Full details can be found at the PCG-Random website. This version of the code provides many family members -- if you just want one simple generator, you may prefer the minimal version of the library.

There are two APIs, a low-level one which explicitly names the output functions, and a higher-level one (which maps directly to the low-level code). Generally, you should use the high-level API.

Documentation and Examples

Visit PCG-Random website for information on how to use this library, or look at the sample code in the sample directory -- hopefully it should be fairly self explanatory.

Building

The code is written in C99-style C with no significant platform dependencies. On a Unix-style system (e.g., Linux, Mac OS X) you should be able to just type

make

Almost all the real code is in include/pcg_variants.h. Because the individual RNGs have a very small amount of code, they are provided as inline functions to allow the compiler the option of inlining them. But because C requires there to also be an external definition, the src directory contains code to build libpcg_random.a which provides non-inline definitions for all the PCG generators.

On other systems, it should be straightforward to build a library by compiling the files in the src directory. Or, write your own file giving an extern declaration for every function you actually use.

Testing

Run

make test

Directory Structure

The directories are arranged as follows:

• include -- contains pcg_variants.h
• src -- code to define external versions of the inline functions from pcg_variants.h plus all the _advance_r functions.
• test-low -- test code for the low-level API where the functions have long scary-looking names
• test-high -- test code for the high-level API where the functions have shorter, less scary-looking names.
• extras -- other useful code, such as code to read /dev/random
• sample -- sample code, similar to the code in test-high but more human readable

128-bit Math

On systems that support it (64-bit systems using GCC or Clang), the library provides RNGs that use 128-bit integer math. These generators produce 64-bit output (or more) and have a period of 2^128.

If you don't have 128-bit support on your system, you aren't losing that much. Thanks to the 2^63 random streams/sequences, you can gang together multiple 32-bit generators. (Note: This approach would not work well with generators that only have a single stream/sequence). Example code is provided in sample/pcg32x2-demo.c.

The C++ implementation provides 128-bit integers even on systems that don't natively support it, but doing so would be too much trouble in C.