Random Number Generator Recommendations for Applications

Re:Random Number Generator Recommendations for Applications by FabHK on Tuesday May 30, 2023 @11:17PM (#36134100)

Useful.

One thing to keep in mind: there’s been a bit of a feud in the PRNG space between the Vigna camp [1] with xoroshiro and newcomer O’Neill [2] with PCG.

This website seems stay on the traditional side and shy away from recommending PCG. I’m not really qualified to judge on that dispute [3], but I think both options are better, smaller, faster than the good old Mersenne Twister, so it’s time that we moved on from that [4] and pick one of the latest generation PRNGs.

FWIW, Julia now uses xoshiro256++ by default [5], and they investigated their choice quite thoroughly, I believe.

[1] https://prng.di.unimi.it/

[2] https://www.pcg-random.org/

[3] https://pcg.di.unimi.it/pcg.php

And the reply https://www.pcg-random.org/posts/on-vignas-pcg-critique.html

[4] https://arxiv.org/abs/1910.06437

[5] https://docs.julialang.org/en/v1/stdlib/Random/

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Re:Random Number Generator Recommendations for Applications by adgjlsfhk1 on Wednesday May 31, 2023 @12:31AM (#36134480)

we're also considering moving to a 192 bit combination of xoshiro128++ with pcg64 (early stages, PR doesn't exist yet). this would have the advantage that you could do really cheap rng splitting by modifying the pcg state while avoiding the 128 bit multiplies that make bigger pcg slow. also it would mean both sides of the fued would be mad at us :)

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