4 ms·

I was curious what PRNG was being used and it was a bit deep in the post, but it appears to be Philox [1] or ARS5 [2]. [1]: http://michaelbrundage.com/note/200

I was curious what PRNG was being used and it was a bit deep in the post, but it appears to be Philox [1] or ARS5 [2]. [1]: http://michaelbrundage.com/note/2005/01/05/random-number-generation/ http://michaelbrundage.com/note/2005/01/05/random-number-gen... [2]: https://software.intel.com/en-us/node/590411 https://software.intel.com/en-us/node/590411

FabHK 7y ago
Yes, both part of John Salmon, D. E. Shaw et al.'s Random123 suite. I am actually surprised that they're so fast, I'd have thought that PCG or the xoroshiro family is faster. But then, none of them are CSPRNG. https://www.deshawresearch.com/resources_random123.html https://www.deshawresearch.com/resources_random123.html http://www.thesalmons.org/john/random123/releases/1.00/docs/index.html http://www.thesalmons.org/john/random123/releases/1.00/docs/... http://www.thesalmons.org/john/random123/papers/random123sc11.pdf http://www.thesalmons.org/john/random123/papers/random123sc1...
acqq 7y ago
And when I look at the home page https://neanderthal.uncomplicate.org/ https://neanderthal.uncomplicate.org/ I saw first: "implemented in Clojure" and didn't understand how it's "100x faster than optimized pure Java". But reading further it's clear: "Does not try to poorly reinvent the wheel. Respects decades of BLAS and LAPACK standardization. Does the number crunching part with native BLAS and/or GPU, but provides a tiny Clojure layer for sanity. Win-win :)"