PCG, A Family of Better Random Number Generators

Re:PCG, A Family of Better Random Number Generators by pcrng on Wednesday July 15, 2015 @10:43AM (#9891485)

All credits should go to George Marsaglia (who died in 2011).

He invented the XorShift method (2003), the LCG with good hyperplane behavior (1968), and the modern method of combining multiple poorly behaving RNGs (via function combination and output mapping) to create modern RNGs, not to mention the "diehard" tests he developed which are used to evaluate the performance of RNGs (1995).

This "PCG" algorithm, which is just xorshift(LCG), is just a typical implementation of his methods, which he even explicitly states in his papers.

Sadly Marsaglia home page with all his papers is no longer online, but they can be found scattered around the net.

https://en.wikipedia.org/wiki/George_Marsaglia

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Re:PCG, A Family of Better Random Number Generators by dminor on Wednesday July 15, 2015 @11:23AM (#9891769)

PCG is not simply Marsaglia's xorshift applied to an LCG. I'd recommend reading the paper on the site - it's quite good.

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Re:PCG, A Family of Better Random Number Generators by Amiga64 on Wednesday July 15, 2015 @05:56PM (#9894325)

https://en.wikipedia.org/wiki/Xorshift

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Re:PCG, A Family of Better Random Number Generators by ufo on Wednesday July 15, 2015 @12:37PM (#9892319)

Its "she", btw.

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