Re:Romu – Fine random number generators
by FabHK on Saturday February 29, 2020 @11:01AM
(#22451183)
For Monte Carlo eg in finance, you’d definitely take the speed improvement. This thing passes Big Crush and PractRand - it’s going to compute the approximate value of your three factor Power Reverse Dual note just fine.
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Re:Romu – Fine random number generators
by clarry on Saturday February 29, 2020 @11:23AM
(#22451307)
> This thing passes Big Crush and PractRand
... for the seeds that were tested.
In theory, you can get unlucky and end up in a short cycle, and it will not pass these tests.
That's why I'm not comfortable with it, when there are generators with a known, guaranteed period. They simply do not have this failure mode.
Re:Romu – Fine random number generators
by MarkOverton on Sunday March 01, 2020 @01:16AM
(#22455432)
That's why I pointed out that the probability of a too-short cycle or sequence-overlap is no higher than that of randomly selecting one snowflake out of all snowflakes in Earth's history. Also, the paper has a graph and accompanying discussion of what happens with the shorter cycles.
The probability of the problem occurring is vanishingly small - much smaller than a bit flip due to a cosmic ray in the machine computing it, leading to a wrong answer or a crash. And even that doesn’t matter, because the computations are repeated so often.
Again, the application determines what the most suitable PRNG is.