I'd like to generate unique random numbers between 0 and 1000 that never repeat (i.e. 6 doesn't show up twice), but that doesn't resort to something like an O(N) search of previous values to do it. Is this possible?
Initialize an array of 1001 integers with the values 0-1000 and set a variable, max, to the current max index of the array (starting with 1000). Pick a random number, r, between 0 and max, swap the number at the position r with the number at position max and return the number now at position max. Decrement max by 1 and continue. When max is 0, set max back to the size of the array - 1 and start again without the need to reinitialize the array.
Update: Although I came up with this method on my own when I answered the question, after some research I realize this is a modified version of Fisher-Yates known as Durstenfeld-Fisher-Yates or Knuth-Fisher-Yates. Since the description may be a little difficult to follow, I have provided an example below (using 11 elements instead of 1001):
Array starts off with 11 elements initialized to array[n] = n, max starts off at 10:
+--+--+--+--+--+--+--+--+--+--+--+
| 0| 1| 2| 3| 4| 5| 6| 7| 8| 9|10|
+--+--+--+--+--+--+--+--+--+--+--+
^
max
At each iteration, a random number r is selected between 0 and max, array[r] and array[max] are swapped, the new array[max] is returned, and max is decremented:
max = 10, r = 3
+--------------------+
v v
+--+--+--+--+--+--+--+--+--+--+--+
| 0| 1| 2|10| 4| 5| 6| 7| 8| 9| 3|
+--+--+--+--+--+--+--+--+--+--+--+
max = 9, r = 7
+-----+
v v
+--+--+--+--+--+--+--+--+--+--+--+
| 0| 1| 2|10| 4| 5| 6| 9| 8| 7: 3|
+--+--+--+--+--+--+--+--+--+--+--+
max = 8, r = 1
+--------------------+
v v
+--+--+--+--+--+--+--+--+--+--+--+
| 0| 8| 2|10| 4| 5| 6| 9| 1: 7| 3|
+--+--+--+--+--+--+--+--+--+--+--+
max = 7, r = 5
+-----+
v v
+--+--+--+--+--+--+--+--+--+--+--+
| 0| 8| 2|10| 4| 9| 6| 5: 1| 7| 3|
+--+--+--+--+--+--+--+--+--+--+--+
...
After 11 iterations, all numbers in the array have been selected, max == 0, and the array elements are shuffled:
+--+--+--+--+--+--+--+--+--+--+--+
| 4|10| 8| 6| 2| 0| 9| 5| 1| 7| 3|
+--+--+--+--+--+--+--+--+--+--+--+
At this point, max can be reset to 10 and the process can continue.