4 ms·

"quite bad" is quite an overstatement; its quality isn't a problem for many real use cases. It's quite slow compared to the likes of PCG though.

logos01 6y ago
Julia uses dSFMT, which is as fast as xoshiro on vigna own benchmark page. I would not call that slow.
GolDDranks 6y ago
Right, a bad phrasing from my part; I didn't actually mean the distribution, but more like... the bang for the buck. Why would you use slow generator as a default, if you don't even get good distribution?
- logos01 6y ago
  You get a good distribution in 99.99% of the cases. There is no perfect rng. I am sure that pcg and xoroshiro also have deficiencies. The issue of good seedings is quite general.
  - rurban 6y ago
    Of course there are perfect RNG's. Some of them even quite fast. Good PRNG's eg. do have no seeding problem as most bad LCG's.
    - aksskfngt 6y ago
      Some people are easy to satisfy I guess
rurban 6y ago
It is very bad. It's is huge, 10x slower than good LCG's, and fails statistical tests, esp. it's lower bits, most wellknown by the Ferrenberg affair. https://arxiv.org/pdf/1910.06437.pdf https://arxiv.org/pdf/1910.06437.pdf PCG is also not that good. There do exist proper and fast PRNG's though. DSFMT has the same problems as MT. I'm just adding some of them to gsl and dieharder btw.
- versteegen 6y ago
  Thank you for the reference. I stand corrected. I wasn't aware that its quality problems are that bad. What's the best argument against PCG?
  - rurban 6y ago
    Give me a bit more time. I just added all the relevant modern RNG's to dieharder and am running all the tests. TestU01 later. Actually MT looks good enough to me now. Preliminary results at https://github.com/rurban/dieharder/blob/pcg/QUALITY.md https://github.com/rurban/dieharder/blob/pcg/QUALITY.md Re PCG: statistical weaknesses compared to the good xoshiro's or wyrand, and much slower. I'm still missing SFMT (2x faster, due to simd), and the 2 newer PCG's with a good and a fast mixer. But given the current results, there are a few new PRNG's which are so much better and faster than everything else: wyrand, xoshiro128+, xoroshiro64, xoshito128++, xoroshiro64
    - aksskfngt 6y ago
      This is interesting. By the way, it is noticeable that Ferrenberg himself did not find anything wrong with MT in one of his latest papers. He however mostly used MRG32k3a, and checked that MT gave similar numbers. https://arxiv.org/pdf/1806.03558 https://arxiv.org/pdf/1806.03558
- aksskfngt 6y ago
  If you read that paper you referenced, the Mersenne-Twister actually ended the Ferrenberg affair. And where does it say that lower bits of dSFMT are bad? Is there proof for this statement? Now I am not saying that dSFMT is the best RNG ever, far from it. It's just very decent, and quite fast. LCGs have an awkward habit of bad projections in 2D.

logos01 6y ago

Julia uses dSFMT, which is as fast as xoshiro on vigna own benchmark page. I would not call that slow.

GolDDranks 6y ago

Right, a bad phrasing from my part; I didn't actually mean the distribution, but more like... the bang for the buck. Why would you use slow generator as a default, if you don't even get good distribution?

logos01 6y ago
You get a good distribution in 99.99% of the cases. There is no perfect rng. I am sure that pcg and xoroshiro also have deficiencies. The issue of good seedings is quite general.
- rurban 6y ago
  Of course there are perfect RNG's. Some of them even quite fast. Good PRNG's eg. do have no seeding problem as most bad LCG's.
  - aksskfngt 6y ago
    Some people are easy to satisfy I guess

rurban 6y ago

It is very bad. It's is huge, 10x slower than good LCG's, and fails statistical tests, esp. it's lower bits, most wellknown by the Ferrenberg affair. https://arxiv.org/pdf/1910.06437.pdf https://arxiv.org/pdf/1910.06437.pdf PCG is also not that good. There do exist proper and fast PRNG's though. DSFMT has the same problems as MT. I'm just adding some of them to gsl and dieharder btw.

versteegen 6y ago
Thank you for the reference. I stand corrected. I wasn't aware that its quality problems are that bad. What's the best argument against PCG?
- rurban 6y ago
  Give me a bit more time. I just added all the relevant modern RNG's to dieharder and am running all the tests. TestU01 later. Actually MT looks good enough to me now. Preliminary results at https://github.com/rurban/dieharder/blob/pcg/QUALITY.md https://github.com/rurban/dieharder/blob/pcg/QUALITY.md Re PCG: statistical weaknesses compared to the good xoshiro's or wyrand, and much slower. I'm still missing SFMT (2x faster, due to simd), and the 2 newer PCG's with a good and a fast mixer. But given the current results, there are a few new PRNG's which are so much better and faster than everything else: wyrand, xoshiro128+, xoroshiro64, xoshito128++, xoroshiro64
  - aksskfngt 6y ago
    This is interesting. By the way, it is noticeable that Ferrenberg himself did not find anything wrong with MT in one of his latest papers. He however mostly used MRG32k3a, and checked that MT gave similar numbers. https://arxiv.org/pdf/1806.03558 https://arxiv.org/pdf/1806.03558
aksskfngt 6y ago
If you read that paper you referenced, the Mersenne-Twister actually ended the Ferrenberg affair. And where does it say that lower bits of dSFMT are bad? Is there proof for this statement? Now I am not saying that dSFMT is the best RNG ever, far from it. It's just very decent, and quite fast. LCGs have an awkward habit of bad projections in 2D.