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
It's now been a week since David Blackman and Sebastiano Vigna announced new members of the Xoroshiro family. Although I have been busy with a number of other matters, I recognize that interest in these new PRNGs is likely to be high right now, so I have managed to grab a few stolen moments here and there to take a look at their new work. I plan to write a longer post soon, but my preliminary investigations have turned up enough surprising things that I feel like it's worth sharing some of my...| PCG, A Better Random Number Generator
On May 4, David Blackman and Sebastiano Vigna announced new members of the Xoroshiro family and a new test for random number generators (based on the z9 test from gjrand) that their previous work fails, all described in a new paper. They claim to have now developed an “all-purpose, rock-solid generator”. In this post, having had less than a day to review their work, I'll present a few preliminary thoughts on this news, mostly looking at their best new generator, xoshiro256**. Read more…...| 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
My port has zero dependencies, works on Java 8, extends Random, and is released under the CC0 just like the original C implementation.| unascribed.com