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Generating pink noise

Allen ● January 20, 2016

In one of his most famous columns for Scientific American, Martin Gardner wrote about pink
noise and its relation to fractal music. The article was based on a 1978 paper by Voss and
Clarke, which presents, among other things, a simple algorithm for generating pink noise,
also known as 1/f noise.

The fundamental idea of the algorithm is to add up several sequences of uniform random
numbers that get updated at different rates. The first source gets updated at every time step;
the second source every other time step, the third source ever fourth step, and so on.

In the original algorithm, the updates are evenly spaced. In 1999, in a discussion on the
Music-DSP mailing list, McCartney suggested a way to stagger the updates so that only one
sequence is updated at each time step:

Here's how to improve the Gardner pink noise generator. Gardner adds up several uniform
random number generators that are evaluated in octave time intervals. The pattern is as
follows:

x x x x x x x x x x x x x x x x x
x x x x x x x x x
x x x x x
x x x
x x

Now the problem with the above is that on some samples you have to add up a lot more
random values than others. This can also cause large discontinuities in the wave when lots
of the values change at once. By rearranging the order that the random generators change
the load can be made even, the operation can be made more efficient and the deviation from
any one sample to another is bounded by a constant value every sample. Here's the pattern,
a tree structure:

x x x x x x x x x x x x x x x x
x x x x x x x x

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 x x x x
x x
x

Only one of the generators changes each sample. This makes the load constant. It also
means that you can update the sum by subtracting the previous value of a generator and
adding the new value, instead of summing them all together. You can determine which
random number needs to be changed each sample by incrementing a counter and counting
the trailing zeroes in the word. The number of trailing zeroes is the index of the random
number to change. Number of trailing zeroes can be determined very quickly on a machine
with a count leading zeroes instruction.

Remainder of excercise left to the reader.

Then in 2006, Trammell proposed a stochastic version where the updates occur at random
intervals instead of equally spaced intervals.

The nice thing about all of these algorithms is that they are easy and efficient to implement
incrementally; that is, they can generate one value at a time with only a few operations per
value.

However, the properties that make them good for incremental generation make them less
good for batch generation, especially in Python and NumPy. One of the keys to making
NumPy computations fast is to express algorithms in terms of array operations. Incremental
algorithms often don't fit the pattern.

So I took it as a challenge to implement the stochastic Voss-McCartney algorithm in Python

with reasonable efficiency. Here's what I came up with:

def voss(nrows, ncols=16):

"""Generates pink noise using the Voss-McCartney algorithm.

nrows: number of values to generate

rcols: number of random sources to add

returns: NumPy array

"""
array = np.empty((nrows, ncols))
array.fill(np.nan)
array[0, :] = np.random.random(ncols)
array[:, 0] = np.random.random(nrows)

# the total number of changes is nrows

n = nrows
cols = np.random.geometric(0.5, n)
cols[cols >= ncols] = 0
rows = np.random.randint(nrows, size=n)
array[rows, cols] = np.random.random(n)

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 df = pd.DataFrame(array)
df.fillna(method='ffill', axis=0, inplace=True)
total = df.sum(axis=1)

return total.values

In this function NumPy is imported as np and Pandas is imported as pd . I would have liked
to stick with NumPy, but Pandas provides fillna , which computes a zero-order hold in
each column of the array. I explain all of the details in this IPython notebook.

Here's what a sample looks like:

As expected, it is more random-walk-like than white noise, but more random looking than red
noise. Here's its power spectrum:

We get a clearer picture by generating 100 samples and taking the average of their
spectrums:

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© 2017 Allen & DSPRelated.com, all rights reserved.
As expected, it is nearly a straight line (with some curvature at the highest frequencies), and
the slope is close to -1 (the slope of the least squares fit is -1.002).

For more about noise in general and pink noise in particular, you might like Chapter 4 of my
book, Think DSP. The current draft is available here, and it will be published by O'Reilly Media
in the spring.

Bibliography

The Voss algorithm is described in this paper:

Voss, R. F., & Clarke, J. (1978). "1/f noise" in music: Music from 1/f noise". Journal of the
Acoustical Society of America 63: 258–263.

And presented by Martin Gardner in this Scientific American article:

Gardner, M. (1978). "Mathematical Games—White and brown music, fractal curves and one-
over-f fluctuations". Scientific American 238: 16–32.

McCartney suggested an improvement here:

http://www.firstpr.com.au/dsp/pink-noise/

And Trammell proposed a stochastic version here:

http://home.earthlink.net/~ltrammell/tech/pinkalg....

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