Package rng provides several more efficient, higher quality PRNGs
sources for use with math/rand.Rand. Each PRNG implements the
math/rand.Source64 interface.
What makes these PRNGs more efficient? They have tiny states — 32 bytes for the largest — compared to gc's default source, which has a ~5kB state. Two of the generators run faster, too. See the benchmarks below.
What generators are included?
- SplitMix64
- 32-bit and 64-bit permuted congruential generator (PCG)
- Custom 64-bit PCG using xorshift-multiply permutation (Pcg64x)
- xoshiro256**
- A "minimal standard" 128-bit linear congruential generator (LCG)
- A 64-bit Middle Square Weyl Sequence
- RomuDuo and RomuDuoJr of the Romu family
- Middle Multiplicative Fibonacci Generator
- 64-bit lag-3 multiply-with-carry generator
- sfc64: small fast chaotic 64-bit generator
SplitMix64 is the fastest generator. Mmlfg is the fastest robust generator.
package main
import (
"fmt"
"math/rand"
"nullprogram.com/x/rng"
)
func main() {
s := new(rng.Lcg128)
s.Seed(1)
r := rand.New(s)
fmt.Printf("%v\n", r.NormFloat64())
fmt.Printf("%v\n", r.NormFloat64())
fmt.Printf("%v\n", r.NormFloat64())
// Output:
// -0.5402515557248266
// 0.00984877400071782
// -0.40951475107890106
}The gc implementation of Go doesn't go a great job optimizing these
routines compared to either GCC or Clang, so SplitMix64 performs the
best of the algorithms in this package. The "baseline" is the default
source from math/rand, and the "interface" benchmarks call through the
math/rand.Source64 interface.
$ go test -bench=.
goos: linux
goarch: amd64
pkg: nullprogram.com/x/rng
cpu: Intel(R) Core(TM) i7-8650U CPU @ 1.90GHz
BenchmarkLcg128-8 465076317 2.521 ns/op
BenchmarkLcg128Interface-8 384612382 3.107 ns/op
BenchmarkSplitMix64-8 955716288 1.252 ns/op
BenchmarkSplitMix64Interface-8 391783862 3.126 ns/op
BenchmarkXoshiro256ss-8 498003402 2.409 ns/op
BenchmarkXoshiro256ssInterface-8 381962832 3.127 ns/op
BenchmarkPcg32-8 421974633 2.840 ns/op
BenchmarkPcg32Interface-8 332382873 3.598 ns/op
BenchmarkPcg64-8 290823469 4.146 ns/op
BenchmarkPcg64Interface-8 232380673 5.097 ns/op
BenchmarkPcg64x-8 612730354 1.957 ns/op
BenchmarkPcg64xInterface-8 388036062 3.095 ns/op
BenchmarkMsws64-8 418388416 2.999 ns/op
BenchmarkMsws64Interface-8 326742526 3.814 ns/op
BenchmarkRomuDuo-8 647598177 1.847 ns/op
BenchmarkRomuDuoInterface-8 419456901 2.979 ns/op
BenchmarkRomuDuoJr-8 692339223 1.729 ns/op
BenchmarkRomuDuoJrInterface-8 392713688 3.196 ns/op
BenchmarkMmlfg-8 716652903 1.605 ns/op
BenchmarkMmlfgInterface-8 324306124 3.730 ns/op
BenchmarkMwc256xxa64-8 558840489 2.153 ns/op
BenchmarkMwc256xxa64Interface-8 356378312 3.454 ns/op
BenchmarkSfc64-8 686133972 1.721 ns/op
BenchmarkSfc64Interface-8 405740188 3.015 ns/op
BenchmarkBaseline-8 443593838 2.615 ns/op
The big takeaway here: Interface calls are relatively expensive! If possible, use SplitMix64, and do not call it through an interface since that cuts its performance in half. If you must call through an interface, the built-in PRNG is the fastest, though has the worst quality and a large state.
| generator | dieharder | BigCrush | PractRand |
|---|---|---|---|
| math/rand | PASS | 1 fail | 256MB |
| Lcg128 | PASS | 1 fail | 128GB |
| SplitMix64 | PASS | 1 fail | > 8TB |
| Xoroshiro256ss | PASS | PASS | > 8TB |
| Pcg32 | PASS | 1 fail | > 8TB |
| Pcg64 | PASS | PASS | > 8TB |
| Pcg64x | PASS | PASS | > 8TB |
| Msws64 | PASS | PASS | > 8TB |
| RomuDuo | PASS | PASS | > 8TB |
| RomuDuoJr | PASS | 3 fail | > 8TB |
| Mmlfg | PASS | PASS | > 8TB |
| Sfc64 | PASS | PASS | > 8TB |
Tests were run with a zero seed, dieharder 3.31.1, TestU01 1.2.3, and PractRand 0.95. PractRand was stopped after 8TB of input.