Pcg64Engine Structure

Represents a PCG64 XSL-RR 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

public struct Pcg64Engine : IScalarEngine<ulong>, 
	IRandomEngine, IStateful, IAdvanceable, IJumpable

Visual Basic

Public Structure Pcg64Engine
	Implements IScalarEngine(Of ULong), IRandomEngine, 
	IStateful, IAdvanceable, IJumpable

C++/CLI

public value class Pcg64Engine : IScalarEngine<unsigned long long>, 
	IRandomEngine, IStateful, IAdvanceable, IJumpable

[<SealedAttribute>]
type Pcg64Engine = 
    struct
        inherit ValueType
        interface IScalarEngine<uint64>
        interface IRandomEngine
        interface IStateful
        interface IAdvanceable
        interface IJumpable
    end

Inheritance: Object → ValueType → Pcg64Engine

Implements: IRandomEngine, IScalarEngine<UInt64>, IAdvanceable, IJumpable, IStateful

Remarks

The PCG64 XSL-RR (Xorshift-Low, Random-Rotate) engine uses a 128-bit linear congruential generator (LCG) with the full 128-bit multiplier 0x2360ED051FC65DA44385DF649FCCF645. It features a 128-bit state with a period of 2¹²⁸ and passes the strictest statistical tests including BigCrush and PractRand.

Algorithm Details:

State size: 128 bits (state + increment)
Output function: XSL-RR 128/64 (Xorshift-Low, Random-Rotate)
Period: 2¹²⁸
Output ordering: Output-then-advance (outputs from state before advancing)

Compatibility:

This engine is compatible with NumPy 1.17+ PCG64 (which uses the full multiplier) and serves as the reference PCG64 implementation.

Performance:

Excellent performance with high-quality statistical properties. 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/pcg64.html

Example

var engine = new Pcg64Engine();
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.
Equals	Indicates 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.
GetHashCode	Returns the hash code for this instance. (Inherited from ValueType)
GetType	Gets 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 128-bit state and stream.
Seed(UInt64, UInt64, UInt64, UInt64)	Directly sets the PCG64 128-bit state and stream.
ToString	Returns the fully qualified type name of this instance. (Inherited from ValueType)