Pcg64DxsmEngine Structure

Represents a PCG64 DXSM random number generator engine with 64-bit output.

Definition

Namespace: Numerics.NET.Random.Engines
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.3.0
C# 
public struct Pcg64DxsmEngine : IScalarEngine<ulong>, 
	IRandomEngine, IStateful, IAdvanceable, IJumpable
Inheritance
Object  →  ValueType  →  Pcg64DxsmEngine
Implements
IRandomEngine, IScalarEngine<UInt64>, IAdvanceable, IJumpable, IStateful

Remarks

The PCG64 DXSM (Double XorShift Multiply) engine uses a 128-bit linear congruential generator (LCG) with the cheap multiplier 0xda942042e4dd58b5. It features a 128-bit state with a period of 2128 and provides excellent statistical quality with superior performance characteristics.

Algorithm Details:

  • State size: 128 bits (state + increment)
  • Output function: DXSM (Double XorShift Multiply)
  • Multiplier: 0xda942042e4dd58b5 (64-bit "cheap" multiplier)
  • Period: 2128
  • Output ordering: Output-then-advance (outputs from state before advancing)

Compatibility:

This engine is compatible with NumPy 1.18+ PCG64DXSM and serves as the recommended PCG64 variant for new code requiring the highest statistical quality. The DXSM output function provides superior statistical properties compared to other PCG variants.

Performance:

Excellent performance with the best statistical properties in the PCG family. The "cheap" multiplier provides faster execution than full 128-bit multiplication while the DXSM output function ensures superior statistical quality. Supports efficient advancement and jumping operations for parallel stream generation.

Reference: Melissa E. O'Neill. "PCG: A Family of Simple Fast Space-Efficient Statistically Good Algorithms for Random Number Generation." Harvey Mudd College, 2014.

See also: https://www.pcg-random.org/ and https://numpy.org/doc/stable/reference/random/bit_generators/pcg64dxsm.html

Example

C# 
var engine = new Pcg64DxsmEngine();
engine.Seed(SeedSequences.SplitMix64(42));

ulong value = engine.Next();

ulong[] values = new ulong[100];
engine.Fill(values);

byte[] bytes = new byte[1000];
engine.Fill(bytes.AsSpan());

Properties

BitsPerWord Gets the native word size in bits.
JumpSize Gets the size category of the primary jump operation.
LongJumpSize Gets the size category of the long jump operation.
Name Gets a human-readable name for this engine.
StateSize Gets the number of bytes required to save/load this engine's state.

Methods

Advance() Advances the engine state by one transition step.
Advance(UInt64) Advances the RNG state by the specified number of outputs.
EqualsIndicates whether this instance and a specified object are equal.
(Inherited from ValueType)
Fill Fills the destination span with successive native words from the engine's stream.
GetHashCodeReturns the hash code for this instance.
(Inherited from ValueType)
GetTypeGets the Type of the current instance.
(Inherited from Object)
Jump Jumps the RNG forward by the specified number of primary jump strides.
LoadState Loads the engine's state from the source span in a stable little-endian format.
LongJump Jumps the RNG forward by the specified number of long jump strides.
Next Advances the engine by one step and returns the native word produced for that step.
Output Returns the native word produced by applying the output mapping function to the current engine state, without mutating that state.
SaveState Saves the engine's state to the destination span in a stable little-endian format.
Seed(SeedSequence) Initializes the engine state from a seed sequence.
Seed(UInt128, UInt128) Directly sets the PCG64 DXSM 128-bit state and stream.
Seed(UInt64, UInt64, UInt64, UInt64) Directly sets the PCG64 DXSM 128-bit state and stream.
ToStringReturns the fully qualified type name of this instance.
(Inherited from ValueType)

See Also