VBA 随机数以固定间隔产生重复序列

Question

此代码应该在 VBA 中生成 10,000 个随机数的序列。出于某种原因，我只能生成长度为 5842 的唯一序列，然后它会重复。但是，这是最奇怪的部分，每次我运行代码时，序列都从不同的地方开始。例如，在一次运行中，元素 2660 之后的元素与元素 8502 之后的元素相同(8502-2660=5842)。下一次运行，我得到一个重复元素 3704 和 9546 (9546-3704=5842) 的序列。等等。

Function NormRand() As Double
' NormRand returns a randomly distributed drawing from a
' standard normal distribution i.e. one with:
' Average = 0 and Standard Deviation = 1.0
Dim fac As Double, rsq As Double, v1 As Double, v2 As Double
Static flag As Boolean, gset As Double

' Each pass through the calculation of the routine produces
'  two normally-distributed deviates, so we only need to do
'  the calculations every other call. So we set the flag
'  variable (to true) if gset contains a spare NormRand value.
If flag Then
    NormRand = gset
    ' Force calculation next time.
    flag = False
Else
    ' Don't have anything saved so need to find a pair of values
    ' First generate a co-ordinate pair within the unit circle:
    Do
        v1 = 2 * Rnd - 1#
        v2 = 2 * Rnd - 1#
        rsq = v1 * v1 + v2 * v2
    Loop Until rsq <= 1#

    ' Do the Math:
    fac = Sqr(-2# * Log(rsq) / rsq)

    ' Return one of the values and save the other (gset) for next time:
    NormRand = v2 * fac
    gset = v1 * fac
    flag = True
End If

End Function

Answer 1

For some reason I am only able to produce a unique sequence of length 5842, and then it repeats. But, and this is the strangest part, each time I run the code, the sequence starts in a different place

这是设计使然并且众所周知 - 这就是为什么数字生成被标记为伪随机而不是随机的原因。

顺便说一下，我注意到您将两个值相乘。这可能不是一个好主意 - 如前所述 here .

在您的函数中，您可以尝试替换 Rnd与 RndDbl :

Public Function RndDbl(Optional ByRef Number As Single) As Double

    ' Exponent to shift the significant digits of a single to
    ' the least significant digits of a double.
    Const Exponent  As Long = 7

    Dim Value       As Double

    ' Generate two values like:
    '   0.1851513
    '   0.000000072890967130661
    ' and add these.
    Value = CDbl(Rnd(Number)) + CDbl(Rnd(Number) * 10 ^ -Exponent)

    RndDbl = Value

End Function

然后通过调用 Timer 修改您的代码以包含动态种子:

Do
    v1 = 2 * RndDbl(-Timer) - 1#
    v2 = 2 * RndDbl(-Timer) - 1#
    rsq = v1 + v2
Loop Until rsq <= 1#

生成的值仍然不是真正的随机值，但不应采用重复序列的形式。