VB Vectorized RNG Example

Imports System

Imports CenterSpace.NMath.Core

Namespace CenterSpace.NMath.Examples.VisualBasic

  A .NET example in Visual Basic showing how to generate random numbers from a stream.
  Module VectorizedRNGExample

    Sub Main()

      Unlike scalar-type generators whose output is a successive random number, vector 
      generators produce a vector of n successive random numbers from a given 
      distribution. Vector type random number generators will generally perform
      better than scalar ones because overhead expense of a function call
      is comparable to the total time required for computation. 

      A stream is constructed from an optional seed, and an optional enumerated value specifying which
      algorithm to use for generating random numbers uniformly distributed in the interval (0, 1).
      Dim Seed As Integer = &H345
      Dim Stream As New RandomNumberStream(Seed, RandomNumberStream.BasicRandGenType.MersenneTwister)

      NMath provides distribution modules for many continuous and discrete distributions, each with 
      their own distribution parameters.
      Dim mean As Double = 1.0
      Dim Sigma As Double = 1.0
      Dim Dist As New DoubleRandomGaussianDistribution(mean, Sigma)

      You can use a stream and distribution to fill an array. 
      Dim N As Integer = 100
      Dim Start As Integer = 0
      Dim A(N) As Double
      Dist.Fill(Stream, A, Start, N)

      Or to fill a new vector or matrix.
      Stream.Reset(Seed)
      Dim V As New DoubleVector(N, Stream, Dist)

      Console.WriteLine()

      Display a histogram.
      Dim numbins As Integer = 10
      Dim Hist As New Histogram(numbins, V)
      Console.WriteLine(Hist)

      If you want the performance of a vectorized random number generator, but still need to access the 
      random deviates sequentially, NMath provides Module RandomNumbers, which uses a stream to
      buffer the random numbers internally.
      Dim BufferSize As Integer = 100
      Dim Rnd As New RandomNumbers(Of Double, DoubleRandomGaussianDistribution)(Seed, Dist, BufferSize)

      For I = 0 To 9
        Console.WriteLine("Next() = {0}", CType(Rnd.Next(), Double))
      Next

      Console.WriteLine()
      Console.WriteLine("Press Enter Key")
      Console.Read()

    End Sub
  End Module
End Namespace