Simple random number generator that can generate nth number in series in O(1) time

Question

I do not intend to use this for security purposes or statistical analysis. I need to create a simple random number generator for use in my computer graphics application. I don't want to use the term "random number generator", since people think in very strict terms about it, but I can't think of any other word to describe it.

• it has to be fast.
• it must be repeatable, given a particular seed. Eg: If seed = x, then the series a,b,c,d,e,f..... should happen every time I use the seed x.

Most importantly, I need to be able to compute the nth term in the series in constant time.

It seems, that I cannot achieve this with rand_r or srand(), since these need are state dependent, and I may need to compute the nth in some unknown order.

I've looked at Linear Feedback Shift registers, but these are state dependent too.

So far I have this:

int rand = (n * prime₁ + seed) % prime₂

n = used to indicate the index of the term in the sequence. Eg: For first term, n ==1

prime₁ and prime₂ are prime numbers where prime₁ > prime₂

seed = some number which allows one to use the same function to produce a different series depending on the seed, but the same series for a given seed.

I can't tell how good or bad this is, since I haven't used it enough, but it would be great if people with more experience in this can point out the problems with this, or help me improve it..

EDIT - I don't care if it is predictable. I'm just trying to creating some randomness in my computer graphics.

Answer 1

Use a cryptographic block cipher in CTR mode. The Nth output is just encrypt(N). Not only does this give you the desired properties (O(1) computation of the Nth output); it also has strong non-predictability properties.

Answer 2

I stumbled on this a while back, looking for a solution for the same problem. Recently, I figured out how to do it in low-constant O(log(n)) time. While this doesn't quite match the O(1) requested by the author, It may be fast enough (a sample run, compiled with -O3, achieved performance of 1 billion arbitrary index random numbers, with n varying between 1 and 2^48, in 55.7s -- just shy of 18M numbers/s).

First, the theory behind the solution:

A common type of RNGs are Linear Congruential Generators, basically, they work as follows:

random(n) = (m*random(n-1) + b) mod p

Where m and b, and p are constants (see a reference on LCGs for how they are chosen). From this, we can devise the following using a bit of modular arithmetic:

random(0) = seed mod p
random(1) = m*seed + b mod p
random(2) = m^2*seed + m*b + b mod p
...
random(n) = m^n*seed + b*Sum_{i = 0 to n - 1} m^i mod p 
          = m^n*seed + b*(m^n - 1)/(m - 1) mod p

Computing the above can be a problem, since the numbers will quickly exceed numeric limits. The solution for the generic case is to compute m^n in modulo with p*(m - 1), however, if we take b = 0 (a sub-case of LCGs sometimes called Multiplicative congruential Generators), we have a much simpler solution, and can do our computations in modulo p only.

In the following, I use the constant parameters used by RANF (developed by CRAY), where p = 2^48 and g = 44485709377909. The fact that p is a power of 2 reduces the number of operations required (as expected):

#include <cassert>
#include <stdint.h>
#include <cstdlib>

class RANF{

    // MCG constants and state data
    static const uint64_t m = 44485709377909ULL;
    static const uint64_t n = 0x0000010000000000ULL; // 2^48
    static const uint64_t randMax = n - 1;
    const uint64_t seed;
    uint64_t state;

public:

    // Constructors, which define the seed
    RANF(uint64_t seed) : seed(seed), state(seed) { 
        assert(seed > 0 && "A seed of 0 breaks the LCG!"); 
    }

    // Gets the next random number in the sequence
    inline uint64_t getNext(){
        state *= m;
        return state & randMax;
    }

    // Sets the MCG to a specific index
    inline void setPosition(size_t index){
        state = seed;
        uint64_t mPower = m;
        for (uint64_t b = 1; index; b <<= 1){
            if (index & b){
                state *= mPower;
                index ^= b;
            }
            mPower *= mPower;
        }
    }
};

#include <cstdio>
void example(){
    RANF R(1);

    // Gets the number through random-access -- O(log(n))
    R.setPosition(12345); // Goes to the nth random number
    printf("fast nth number = %lu\n", R.getNext());

    // Gets the number through standard, sequential access -- O(n)
    R.setPosition(0);
    for(size_t i = 0; i < 12345; i++) R.getNext();
    printf("slow nth number = %lu\n", R.getNext());  
}

While I presume the author has moved on by now, hopefully this will be of use to someone else.

---

If you're really concerned about runtime performance, the above can be made about 10x faster with lookup tables, at the cost of compilation time and binary size (it also is O(1) w.r.t the desired random index, as requested by OP)

In the version below, I used c++14 constexpr to generate the lookup tables at compile time, and got to 176M arbitrary index random numbers per second (doing this did however add about 12s of extra compilation time, and a 1.5MB increase in binary size -- the added time may be mitigated if partial recompilation is used).

class RANF{

    // MCG constants and state data
    static const uint64_t m = 44485709377909ULL;
    static const uint64_t n = 0x0000010000000000ULL; // 2^48
    static const uint64_t randMax = n - 1;
    const uint64_t seed;
    uint64_t state;

    // Lookup table
    struct lookup_t{
        uint64_t v[3][65536];

        constexpr lookup_t() : v() {
            uint64_t mi = RANF::m;
            for (size_t i = 0; i < 3; i++){
                v[i][0] = 1;
                uint64_t val = mi;
                for (uint16_t j = 0x0001; j; j++){
                    v[i][j] = val;
                    val *= mi;
                }
                mi = val;
            }
        }
    };  
    friend struct lookup_t;

public:

    // Constructors, which define the seed
    RANF(uint64_t seed) : seed(seed), state(seed) { 
        assert(seed > 0 && "A seed of 0 breaks the LCG!"); 
    }

    // Gets the next random number in the sequence
    inline uint64_t getNext(){
        state *= m;
        return state & randMax;
    }

    // Sets the MCG to a specific index
    // Note: idx.u16 indices need to be adapted for big-endian machines!
    inline void setPosition(size_t index){
        static constexpr auto lookup = lookup_t();  
        union { uint16_t u16[4]; uint64_t u64; } idx;

        idx.u64 = index;
        state = seed * lookup.v[0][idx.u16[0]] * lookup.v[1][idx.u16[1]] * lookup.v[2][idx.u16[2]];
    }
};

Basically, what this does is splits the computation of, for example, m^0xAAAABBBBCCCC mod p, into (m^0xAAAA00000000 mod p)*(m^0xBBBB0000 mod p)*(m^CCCC mod p) mod p, and then precomputes tables for each of the values in the 0x0000 - 0xFFFF range that could fill AAAA, BBBB or CCCC.

Answer 3

RNG in a normal sense, have the sequence pattern like f(n) = S(f(n-1))

They also lost precision at some point (like % mod), due to computing convenience, therefore it is not possible to expand the sequence to a function like X(n) = f(n) = trivial function with n only.

This mean at best you have O(n) with that.

---

To target for O(1) you therefore need to abandon the idea of f(n) = S(f(n-1)), and designate a trivial formula directly so that the N'th number can be calculated directly without knowing (N-1)'th; this also render the seed meaningless.

So, you end up have a simple algebra function and not a sequence. For example:

int my_rand(int n) { return 42; } // Don't laugh!
int my_rand(int n) { 3*n*n + 2*n + 7; }

If you want to put more constraint to the generated pattern (like distribution), it become a complex maths problem.

---

However, for your original goal, if what you want is constant speed to get pseudo-random numbers, I suggest to pre-generate it with traditional RNG and access with lookup table.

EDIT: I noticed you have concern with a table size for a lot of numbers, however you may introduce some hybrid model, like a table of N entries, and do f(k) = g( tbl[k%n], k), which at least provide good distribution across N continue sequence.

Answer 4

This demonstrates an PRNG implemented as a hashed counter. This might appear to duplicate R.'s suggestion (using a block cipher in CTR mode as a stream cipher), but for this, I avoided using cryptographically secure primitives: for speed of execution and because security wasn't a desired feature.

If we were trying to create a secure stream cipher with your requirement that any emitted sequence be trivially repeatable, given knowledge of its index...

...then we could choose a secure hash algorithm (like SHA256) and a counter with a lot of bits (maybe 2048 -> sequence repeats every 2^2048 generated numbers without reseeding).

HOWEVER, the version I present here uses Bob Jenkins' famous hash function (simple and fast, but not secure) along with a 64-bit counter (which is as big as integers can get on my system, without needing custom incrementing code).

Code in main demonstrates that knowledge of the RNG's counter (seed) after initialization allows a PRNG sequence to be repeated, as long as we know how many values were generated leading up to the repetition point.

Actually, if you know the counter's value at any point in the output sequence, you will be able to retrieve all values generated previous to that point, AND all values which will be generated afterward. This only involves adding or subtracting ordinal differences to/from a reference counter value associated with a known point in the output sequence.

It should be pretty easy to adapt this class for use as a testing framework -- you could plug in other hash functions and change the counter's size to see what kind of impact there is on speed as well as the distribution of generated values (the only uniformity analysis I did was to look for patterns in the screenfuls of hexadecimal numbers printed by main()).

#include <iostream>
#include <iomanip>
#include <ctime>

using namespace std;

class CHashedCounterRng {
    static unsigned JenkinsHash(const void *input, unsigned len) {
        unsigned hash = 0;
        for(unsigned i=0; i<len; ++i) {
            hash += static_cast<const unsigned char*>(input)[i];
            hash += hash << 10;
            hash ^= hash >> 6;
        }
        hash += hash << 3;
        hash ^= hash >> 11;
        hash += hash << 15;
        return hash;
    }

    unsigned long long m_counter;

    void IncrementCounter() { ++m_counter; }

public:
    unsigned long long GetSeed() const {
        return m_counter; 
    }
    void SetSeed(unsigned long long new_seed) {
        m_counter = new_seed; 
    }
    unsigned int operator ()() {
        // the next random number is generated here
        const auto r = JenkinsHash(&m_counter, sizeof(m_counter));
        IncrementCounter();
        return r;
    }

    // the default coontructor uses time() 
    // to seed the counter
    CHashedCounterRng() : m_counter(time(0)) {}

    // you can supply a predetermined seed here, 
    // or after construction with SetSeed(seed)
    CHashedCounterRng(unsigned long long seed) : m_counter(seed) {}
};

int main() {
    CHashedCounterRng rng;
    // time()'s high bits change very slowly, so look at low digits
    // if you want to verify that the seed is different between runs
    const auto stored_counter = rng.GetSeed();
    cout << "initial seed: " << stored_counter << endl;
    for(int i=0; i<20; ++i) {
        for(int j=0; j<8; ++j) {
            const unsigned x = rng();
            cout << setfill('0') << setw(8) << hex << x << ' ';
        }
        cout << endl;
    }
    cout << endl;

    cout << "The last line again:" << endl;
    rng.SetSeed(stored_counter + 19 * 8);
    for(int j=0; j<8; ++j) {
        const unsigned x = rng();
        cout << setfill('0') << setw(8) << hex << x  << ' ';
    }
    cout << endl << endl;
    return 0;
}