4 ms·

I tend to agree, but I need to point out that MT19937 doesn’t fail “many” tests. It fails, at most, two of the bigcrush tests: https://en.wikipedia.org/wiki/Ta

I tend to agree, but I need to point out that MT19937 doesn’t fail “many” tests. It fails, at most, two of the bigcrush tests: https://en.wikipedia.org/wiki/Talk:Mersenne_Twister https://en.wikipedia.org/wiki/Talk:Mersenne_Twister and look for the “TestU01” discussion on that page. The biggest problem with MT19937, besides its complexity and large state size, is that it needs to have its state properly seeded. Like I said, it’s a heated debate which random number generator is the best one.

FabHK 7y ago
It is surprisingly heated debate, and it's hard to extract good advice from experts (I've asked Art Owen, Monte Carlo expert at Stanford, for up-to-date advice (he recommended MT19937 some 15 years ago), and he was very hesitant to utter any strong recommendations...) Having said that, I think most projects should move on from MT19937 by now, defaulting to a cryptographically secure PRNG, and allowing to switch to a faster one (such as PCG or xoroshiro) when desired.
- strenholme 7y ago
  MT19937 is probably not the best PRNG out there, but the nice thing about it is that, for a long time, there was a pretty strong consensus among programmers that it was the PRNG to use. It’s a better choice than a simple LCG, which is what programmers tend to use if they’re not using MT. There are a lot of crypto-strong RNGs out there (AES on OFB mode? Counter Mode? SHA-3 in SHAKE128 or SHAKE256? Salsa20 or ChaCha? Or, do what I do and use RadioGatún[32]), so not much standardization on that front. With non crypto, we have in this thread already mentioned PCG ( http://www.pcg-random.org/ http://www.pcg-random.org/ ), JKISS32, xoroshiro, and Vigna’s generators. There are others. Again, not much standardization.
  - FabHK 7y ago
    I thought the xoroshiros are basically Vigna's? Developed further from precursors. But you're right, there's no successor anointed yet to MT19937, but it's about time. Wish some real expert in the field would publish an authoritative account (but opinionated enough to make real choices) that programming language devs could point to, and across the board implement: * safe (ie, a cryptographically secure PRNG) <- default * fast (if your application needs speed more than security against adversaries, such as Monte Carlo integration) * others (if you really know what you're doing) EDIT to add: it feels a bit like the old chestnut about IBM: nobody ever gets fired for choosing the Mersenne Twister...
edflsafoiewq 7y ago
You're right, I shouldn't have said many. But there are RNGs which are faster, smaller, and simpler and fail fewer tests, so I don't know why MT would ever be used. It could win in period I guess, if anyone could ever use that large a period. It is a heated debate, but it should be easier to agree that some RNG is not the best one than to agree it is.

FabHK 7y ago

It is surprisingly heated debate, and it's hard to extract good advice from experts (I've asked Art Owen, Monte Carlo expert at Stanford, for up-to-date advice (he recommended MT19937 some 15 years ago), and he was very hesitant to utter any strong recommendations...) Having said that, I think most projects should move on from MT19937 by now, defaulting to a cryptographically secure PRNG, and allowing to switch to a faster one (such as PCG or xoroshiro) when desired.

strenholme 7y ago
MT19937 is probably not the best PRNG out there, but the nice thing about it is that, for a long time, there was a pretty strong consensus among programmers that it was the PRNG to use. It’s a better choice than a simple LCG, which is what programmers tend to use if they’re not using MT. There are a lot of crypto-strong RNGs out there (AES on OFB mode? Counter Mode? SHA-3 in SHAKE128 or SHAKE256? Salsa20 or ChaCha? Or, do what I do and use RadioGatún[32]), so not much standardization on that front. With non crypto, we have in this thread already mentioned PCG ( http://www.pcg-random.org/ http://www.pcg-random.org/ ), JKISS32, xoroshiro, and Vigna’s generators. There are others. Again, not much standardization.
- FabHK 7y ago
  I thought the xoroshiros are basically Vigna's? Developed further from precursors. But you're right, there's no successor anointed yet to MT19937, but it's about time. Wish some real expert in the field would publish an authoritative account (but opinionated enough to make real choices) that programming language devs could point to, and across the board implement: * safe (ie, a cryptographically secure PRNG) <- default * fast (if your application needs speed more than security against adversaries, such as Monte Carlo integration) * others (if you really know what you're doing) EDIT to add: it feels a bit like the old chestnut about IBM: nobody ever gets fired for choosing the Mersenne Twister...

edflsafoiewq 7y ago

You're right, I shouldn't have said many. But there are RNGs which are faster, smaller, and simpler and fail fewer tests, so I don't know why MT would ever be used. It could win in period I guess, if anyone could ever use that large a period. It is a heated debate, but it should be easier to agree that some RNG is not the best one than to agree it is.