[Haskell-cafe] Random numbers and splitting

Lauri Oksanen lassoken at gmail.com
Sun May 18 06:25:58 EDT 2008


Hi,

Does there exists any random number generator in Haskell that is suitable
for doing heavy simulations and that can be splitted?
At least there exists some c implementations of such generators, see
http://www.iro.umontreal.ca/~lecuyer/myftp/papers/streams00.pdf

Also some new theory for Mersenne Twister and its relatives exists, see
http://www.iro.umontreal.ca/~lecuyer/myftp/papers/jumpf2.pdf
http://www.iro.umontreal.ca/~lecuyer/myftp/papers/jumpmt.pdf

I'm trying to implement Metropolis algorithm with lazy mutations and a state
space that is infinite dimensional in theory (although, of course, not in
practice).
Without good splitting I'm forced to write as ugly code as with non-lazy
language.

Thanks in advance,
Lauri
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