PCG, A Family of Better Random Number Generators

Re:PCG, A Family of Better Random Number Generators by dhekir on Wednesday July 15, 2015 @11:56AM (#9892003)

I must have done something wrong, but I tried the basic C implementation (https://github.com/imneme/pcg-c-basic) on a quick Diehard-like test and it failed. I'm still trying to understand why. Probably not its fault, just that the code is not as forgiving and ready-to-consume as I had expected.

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Re:PCG, A Family of Better Random Number Generators by vtsrh on Wednesday July 15, 2015 @12:26PM (#9892243)

It passed for me. Where did you get the diehard test? If you compiled it directly from http://www.stat.fsu.edu/pub/diehard/ then it is because that source is broken.

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Re:PCG, A Family of Better Random Number Generators by panax on Wednesday July 15, 2015 @08:09PM (#9894866)

Try using Dieharder. It incorporates most of the Diehard tests, as well as other tests and is much more rigorous.

sudo apt-get install dieharder

http://www.phy.duke.edu/~rgb/General/dieharder.php

If you make a GSL interface for the RNG it will make using dieharder much easier

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Re:PCG, A Family of Better Random Number Generators by vtsrh on Thursday July 16, 2015 @01:18AM (#9895587)

How do you build dieharder on windows? I guess you just don't...

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Re:PCG, A Family of Better Random Number Generators by dhekir on Thursday July 16, 2015 @02:18AM (#9895692)

I actually tried a modified OCaml implementation of a very simple test. The issue is probably due to bad seeding/initialization: if I use the given static seed, it passes, but if I try to provide any other seed, it fails on at least one test.

I'll try to find a more complete/better tested port, or try to do it myself.

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