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Consider implementing wyrand PRNG. #10

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colgreen opened this issue Nov 22, 2020 · 0 comments
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Consider implementing wyrand PRNG. #10

colgreen opened this issue Nov 22, 2020 · 0 comments
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@colgreen
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colgreen commented Nov 22, 2020

See https://rurban.github.io/dieharder/QUALITY.html

rng function ints/sec doubles/sec
wyrand_g210_a_Y1.out:0 319345 283551
xoshiro128+_g213_a.out:0 289544 257579
xoroshiro64ss_g214_a.out:0 261519 267279
xoshiro128++_g211_a.out:0 260260 246457
xoroshiro64s_g215_a_Y1.out:0 254123 272197
lxm_g232_a_Y1.out:0 215959 205161
efiix64_g231_a.out 173178 171191
threefry2x64_g235_a_Y1.out:0 94407 87967

Also note the the current default PRNG fails some PractRand tests:

https://github.com/lemire/testingRNG

This 'just' may be the known characteristic of all LCGs of having low quality randomness in the low order bits.

Possible implementation here:

https://github.com/cocowalla/wyhash-dotnet

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