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
In my previous post, I looked at Bob Jenkins's JSF PRNG which has, at its heart, a random invertible mapping rather than a random (noninvertible) mapping. I discussed the theory of random (noninvertible) mappings in my post “Too Big To Fail”, which looked at the behavior generators based on this idea. Although random (noninvertible) mappings produce PRNGs that I consider needlessly flawed (for general-purpose use), their behavior is at least well characterized in the academic literature, ...| PCG, A Better Random Number Generator
I've been chatting on and off with David Blackman since August, 2017. Over our various conversations, I've gained huge respect for him and his contributions to random number generation over the last 15 years. In the course of a recent conversation I asked him about some of his favorite random number generators, and one of the ones he mentioned was A Small Noncryptographic PRNG by Bob Jenkins. Even though I had previously been aware of some of Bob Jenkins's other work regarding hash functions,...| 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