Nearly a year ago, I wrote a post suggesting some good alternatives to PCG. As part of that post, I included links to C++ implementations of those PRNGs, following C++-11 conventions (although omitting rarely-used features such as state I/O). Since that post, I've written my own C++ implementations of a few more generation schemes. Links and brief descriptions below. Read more… (3 min remaining to read)| PCG, A Better Random Number Generator
In a recent post, I noted that the Vigna and Blackman's new Xoshiro family of PRNGs is prone to some implausible repeats. I hinted then that I'd write a longer article providing a more in-depth discussion of the issues. This is that article. We'll begin with a slightly deeper exploration of zeroland (which is how I discovered the issue), see how that leads us to find Xoshiro's near-repeats problems, and, finally, determine just how significant the problem is. Read more… (31 min remaining to...| PCG, A Better Random Number Generator
The vast majority of my posts about random number generation have focused on looking at the properties of different generation schemes. But, perhaps surprisingly, the performance of your randomized a| PCG, A Better Random Number Generator