64-bit KISS RNGs


G

geo

64-bit KISS RNGs

Consistent with the Keep It Simple Stupid (KISS) principle,
I have previously suggested 32-bit KISS Random Number
Generators (RNGs) that seem to have been frequently adopted.

Having had requests for 64-bit KISSes, and now that
64-bit integers are becoming more available, I will
describe here a 64-bit KISS RNG, with comments on
implementation for various languages, speed, periods
and performance after extensive tests of randomness.

This 64-bit KISS RNG has three components, each nearly
good enough to serve alone. The components are:
Multiply-With-Carry (MWC), period (2^121+2^63-1)
Xorshift (XSH), period 2^64-1
Congruential (CNG), period 2^64

Compact C and Fortran listings are given below. They
can be cut, pasted, compiled and run to see if, after
100 million calls, results agree with that provided
by theory, assuming the default seeds.

Users may want to put the content in other forms, and,
for general use, provide means to set the 250 seed bits
required in the variables x,y,z (64 bits) and c (58 bits)
that have been given default values in the test versions.

The C version uses #define macros to enumerate the few
instructions that MWC, XSH and CNG require. The KISS
macro adds MWC+XSH+CNG mod 2^64, so that KISS can be
inserted at any place in a C program where a random 64-bit
integer is required.
Fortran's requirement that integers be signed makes the
necessary code more complicated, hence a function KISS().

C version; test by invoking macro KISS 100 million times
-----------------------------------------------------------------
#include <stdio.h>

static unsigned long long
x=1234567890987654321ULL,c=123456123456123456ULL,
y=362436362436362436ULL,z=1066149217761810ULL,t;

#define MWC (t=(x<<58)+c, c=(x>>6), x+=t, c+=(x<t), x)
#define XSH ( y^=(y<<13), y^=(y>>17), y^=(y<<43) )
#define CNG ( z=6906969069LL*z+1234567 )
#define KISS (MWC+XSH+CNG)

int main(void)
{int i;
for(i=0;i<100000000;i++) t=KISS;
(t==1666297717051644203ULL) ?
printf("100 million uses of KISS OK"):
printf("Fail");
}

---------------------------------------------------------------
Fortran version; test by calling KISS() 100 million times
---------------------------------------------------------------
program testkiss
implicit integer*8(a-z)
do i=1,100000000; t=KISS(); end do
if(t.eq.1666297717051644203_8) then
print*,"100 million calls to KISS() OK"
else; print*,"Fail"
end if; end

function KISS()
implicit integer*8(a-z)
data x,y,z,c /1234567890987654321_8, 362436362436362436_8,&
1066149217761810_8, 123456123456123456_8/
save x,y,z,c
m(x,k)=ieor(x,ishft(x,k)) !statement function
s(x)=ishft(x,-63) !statement function
t=ishft(x,58)+c
if(s(x).eq.s(t)) then; c=ishft(x,-6)+s(x)
else; c=ishft(x,-6)+1-s(x+t); endif
x=t+x
y=m(m(m(y,13_8),-17_8),43_8)
z=6906969069_8*z+1234567
KISS=x+y+z
return; end
---------------------------------------------------------------

Output from using the macro KISS or the function KISS() is
MWC+XSH+CNG mod 2^64.

CNG is easily implemented on machines with 64-bit integers,
as arithmetic is automatically mod 2^64, whether integers
are considered signed or unsigned. The CNG statement is
z=6906969069*z+1234567.
When I established the lattice structure of congruential
generators in the 60's, a search produced 69069 as an easy-
to-remember multiplier with nearly cubic lattices in 2,3,4,5-
space, so I tried concatenating, using 6906969069 as
my first test multiplier. Remarkably---a seemingly one in many
hundreds chance---it turned out to also have excellent lattice
structure in 2,3,4,5-space, so that's the one chosen.
(I doubt if lattice structure of CNG has much influence on the
composite 64-bit KISS produced via MWC+XSH+CNG mod 2^64.)


XSH, the Xorshift component, described in
www.jstatsoft.org/v08/i14/paper
uses three invocations of an integer "xor"ed with a shifted
version of itself.
The XSH component used for this KISS is, in C notation:
y^=(y<<13); y^=(y>>17); y^=(y<<43)
with Fortran equivalents y=ieor(y,ishft(y,13)), etc., although
this can be effected by a Fortran statement function:
f(y,k)=ieor(y,ishft(y,k))
y=f(f(f(y,13),-17),43)
As with lattice structure, choice of the triple 13,-17,43 is
probably of no particular importance; any one of the 275 full-
period triples listed in the above article is likely to provide
a satisfactory component XSH for the composite MWC+XSH+CNG.

The choice of multiplier 'a' for the multiply-with-carry (MWC)
component of KISS is not so easily made. In effect, a multiply-
with-carry sequence has a current value x and current "carry" c,
and from each given x,c a new x,c pair is constructed by forming
t=a*x+c, then x=t mod b=2^64 and c=floor(t/b).
This is easily implemented for 32-bit computers that permit
forming a*t+c in 64 bits, from which the new x is the bottom and
the new c the top 32-bits.

When a,x and c are 64-bits, not many computers seem to have an easy
way to form t=a*x+c in 128 bits, then extract the top and bottom
64-bit segments. For that reason, special choices for 'a' are
needed among those that satisfy the general requirement that
p=a*b-1 is a prime for which b=2^64 has order (p-1)/2.

My choice---and the only one of this form---is a=2^58+1. Then the
top 64 bits of an imagined 128-bit t=a*x+c may be obtained as
(using C notation) (x>>6)+ 1 or 0, depending
on whether the 64-bit parts of (x<<58)+c+x cause an overflow.
Since (x<<58)+c cannot itself cause overflow (c will always be <a),
we get the carry as c=(x>>6) plus overflow from (x<<58)+x.

This is easily done in C with unsigned integers, using a different
kind of 't': t=(x<<58)+c; c=(x>>6); x=t+x; c=c+(x<t);
For Fortran and others that permit only signed integers, more work
is needed.
Equivalent mod 2^64 versions of t=(x<<58)+c and c=(x>>6) are easy,
and if s(x) represents (x>>63) in C or ishft(x,-66) in Fortran,
then for signed integers, the new carry c comes from the rule
if s(x) equals s(t) then c=(x>>6)+s(x) else c=(x>>6)+1-s(x+t)

Speed:
A C version of this KISS RNG takes 18 nanosecs for each
64-bit random number on my desktop (Vista) PC, thus
producing KISSes at a rate exceeding 55 million per second.
Fortran or other integers-must-be-signed compilers might get
"only" around 40 million per second.

Setting seeds:
Use of KISS or KISS() as a general 64-bit RNG requires specifying
3*64+58=250 bits for seeds, 64 bits each for x,y,z and 58 for c,
resulting in a composite sequence with period around 2^250.
The actual period is
(2^250+2^192+2^64-2^186-2^129)/6 ~= 2^(247.42) or 10^(74.48).
We "lose" 1+1.58=2.58 bits from maximum possible period, one bit
because b=2^64, a square, cannot be a primitive root of p=ab-1,
so the best possible order for b is (p-1)/2.
The periods of MWC and XSH have gcd 3=2^1.58, so another 1.58
bits are "lost" from the best possible period we could expect
from 250 seed bits.

Some users may think 250 seed bits are an unreasonable requirement.
A good seeding procedure might be to assume the default seed
values then let the user choose none, one, two,..., or all
of x,y,z, and c to be reseeded.

Tests:
Latest tests in The Diehard Battery, available at
http://i.cs.hku.hk/~diehard/
were applied extensively. Those tests that specifically required
32-bit integers were applied to the leftmost 32 bits
(e,g, KISS>>32;), then to the middle 32-bits ((KISS<<16)>>32;)
then to the rightmost 32 bits, ( (KISS<<32)>>32).
There were no extremes in the more than 700 p-values returned
by the tests, nor indeed for similar tests applied to just two of the
KISS components: MWC+XSH, then MWC+CNG, then XSH+CNG.

The simplicity, speed, period around 2^250 and performance on
tests of randomness---as well as ability to produce exactly
the same 64-bit patterns, whether considered signed or unsigned
integers---make this 64-bit KISS well worth considering for
adoption or adaption to languages other than C or Fortran,
as has been done for 32-bit KISSes.

George Marsaglia
 
Ad

Advertisements

N

nmm1

64-bit KISS RNGs

Consistent with the Keep It Simple Stupid (KISS) principle,
I have previously suggested 32-bit KISS Random Number
Generators (RNGs) that seem to have been frequently adopted.

Having had requests for 64-bit KISSes, and now that
64-bit integers are becoming more available, I will
describe here a 64-bit KISS RNG, with comments on
implementation for various languages, speed, periods
and performance after extensive tests of randomness.

This 64-bit KISS RNG has three components, each nearly
good enough to serve alone. The components are:
Multiply-With-Carry (MWC), period (2^121+2^63-1)
Xorshift (XSH), period 2^64-1
Congruential (CNG), period 2^64

While I hesitate to follow up to George Marsaglia on random numbers,
there are a few things here that need at least clarification.
I am NOT referring to the generator as such, where I have no
disagreement, but to some of the other remarks.

Nobody should EVER use 32-bit generators for more than about ten
million numbers in an analysis without careful analysis, because
the discreteness will start to show through in at least some real
analyses.

No Xorshift generator is good enough to use on its own, because
they have some evil properties. We knew about them before 1970
(Knuth refers to it) and at least some of us knew the reason but
could not prove it. The person who did was Martin Luescher of
CERN, in the 1990s (if I recall).

When using generators in parallel programs, it is as important to
worry about their quasi-independence as their serial properties;
the common practice of using different seeds to the same generator
is NOT a good idea. Multiplicative congruential generators with
coprime moduli are quasi-independent over the whole period, as are
multiply-with-carry ones with the same modulus but different, 'safe
prime' multipliers - unfortunately, complementary multiply-with-carry
ones are not.

Most of this is published, but perhaps not the last sentence.
More work on the quasi-independence of generators is needed! In
particular, my belief is that the best generators for parallel
work are multiply-with-carry ones with the same modulus and
different, 'safe prime' multipliers, but I have been out of this
area for many years and my study of them has been cursory. A
quick Web search didn't find anything useful, but there were an
awful lot of irrelevant hits, so I may have missed something.

The problem here is that full-period properties do not necessarily
map to the properties of shorter sequences (that was the problem
with Xorshift generators), and analysing the latter is mathematically
evil.


Regards,
Nick Maclaren.
 
G

galathaea

64-bit KISS RNGs

Consistent with the Keep It Simple Stupid (KISS) principle,
I have previously suggested 32-bit KISS Random Number
Generators (RNGs) that seem to have been frequently adopted.

Having had requests for 64-bit KISSes, and now that
64-bit integers are becoming more available, I will
describe here a 64-bit KISS RNG, with comments on
implementation for various languages, speed, periods
and performance after extensive tests of randomness.

This 64-bit KISS RNG has three components, each nearly
good enough to serve alone.    The components are:
Multiply-With-Carry (MWC), period (2^121+2^63-1)
Xorshift (XSH), period 2^64-1
Congruential (CNG), period 2^64

Compact C and Fortran listings are given below.  They
can be cut, pasted, compiled and run to see if, after
100 million calls, results agree with that provided
by theory, assuming the default seeds.

Users may want to put the content in other forms, and,
for general use, provide means to set the 250 seed bits
required in the variables x,y,z (64 bits) and c (58 bits)
that have been given default values in the test versions.

The C version uses #define macros to enumerate the few
instructions that MWC, XSH and CNG require.   The KISS
macro adds MWC+XSH+CNG mod 2^64, so that KISS can be
inserted at any place in a C program where a random 64-bit
integer is required.
Fortran's requirement that integers be signed makes the
necessary code more complicated, hence a function KISS().

C version; test by invoking macro KISS 100 million times
-----------------------------------------------------------------
#include <stdio.h>

static unsigned long long
x=1234567890987654321ULL,c=123456123456123456ULL,
y=362436362436362436ULL,z=1066149217761810ULL,t;

#define MWC (t=(x<<58)+c, c=(x>>6), x+=t, c+=(x<t), x)
#define XSH ( y^=(y<<13), y^=(y>>17), y^=(y<<43) )
#define CNG ( z=6906969069LL*z+1234567 )
#define KISS (MWC+XSH+CNG)

 int main(void)
 {int i;
  for(i=0;i<100000000;i++) t=KISS;
  (t==1666297717051644203ULL) ?
  printf("100 million uses of KISS OK"):
  printf("Fail");
 }

---------------------------------------------------------------
Fortran version; test by calling KISS() 100 million times
---------------------------------------------------------------
 program testkiss
 implicit integer*8(a-z)
 do i=1,100000000; t=KISS(); end do
 if(t.eq.1666297717051644203_8) then
 print*,"100 million calls to KISS() OK"
 else; print*,"Fail"
 end if; end

 function KISS()
 implicit integer*8(a-z)
 data x,y,z,c /1234567890987654321_8, 362436362436362436_8,&
 1066149217761810_8, 123456123456123456_8/
 save x,y,z,c
  m(x,k)=ieor(x,ishft(x,k))  !statement function
  s(x)=ishft(x,-63)             !statement function
 t=ishft(x,58)+c
 if(s(x).eq.s(t)) then; c=ishft(x,-6)+s(x)
      else; c=ishft(x,-6)+1-s(x+t); endif
 x=t+x
 y=m(m(m(y,13_8),-17_8),43_8)
 z=6906969069_8*z+1234567
 KISS=x+y+z
 return; end
---------------------------------------------------------------

Output from using the macro KISS or the function KISS() is
MWC+XSH+CNG mod 2^64.

CNG is easily implemented on machines with 64-bit integers,
as arithmetic is automatically mod 2^64, whether integers
are considered signed or unsigned.   The CNG statement is
    z=6906969069*z+1234567.
When I established the lattice structure of congruential
generators in the 60's, a search produced 69069 as an easy-
to-remember multiplier with nearly cubic lattices in 2,3,4,5-
space, so I tried concatenating, using 6906969069 as
my first test multiplier. Remarkably---a seemingly one in many
hundreds chance---it turned out to also have excellent lattice
structure in 2,3,4,5-space, so that's the one chosen.
(I doubt if lattice structure of CNG has much influence on the
composite 64-bit KISS produced via MWC+XSH+CNG mod 2^64.)

XSH, the Xorshift component, described in
     www.jstatsoft.org/v08/i14/paper
uses three invocations of an integer "xor"ed with a shifted
version of itself.
The XSH component used for this KISS is, in C notation:
   y^=(y<<13); y^=(y>>17); y^=(y<<43)
with Fortran equivalents y=ieor(y,ishft(y,13)), etc., although
this can be effected by a Fortran statement function:
     f(y,k)=ieor(y,ishft(y,k))
     y=f(f(f(y,13),-17),43)
As with lattice structure, choice of the triple 13,-17,43 is
probably of no particular importance; any one of the 275 full-
period triples listed in the above article is likely to provide
a  satisfactory component XSH for the composite MWC+XSH+CNG.

The choice of multiplier 'a' for the multiply-with-carry (MWC)
component of KISS is not so easily made.  In effect, a multiply-
with-carry sequence has a current value x and current "carry" c,
and from each given x,c a new x,c pair is constructed by forming
  t=a*x+c, then x=t mod b=2^64 and c=floor(t/b).
This is easily implemented for 32-bit computers that permit
forming a*t+c in 64 bits, from which the new x is the bottom and
the new c the top 32-bits.

When a,x and c are 64-bits, not many computers seem to have an easy
way to form t=a*x+c in 128 bits, then extract the top and bottom
64-bit segments.  For that reason, special choices for 'a' are
needed among those that satisfy the general requirement that
p=a*b-1 is a prime for which b=2^64 has order (p-1)/2.

My choice---and the only one of this form---is a=2^58+1. Then the
top 64 bits of an imagined 128-bit t=a*x+c may be obtained as
(using C notation)  (x>>6)+ 1 or 0, depending
on whether the 64-bit parts of (x<<58)+c+x cause an overflow.
Since (x<<58)+c cannot itself cause overflow (c will always be <a),
we get the carry as c=(x>>6) plus overflow from (x<<58)+x.

This is easily done in C with unsigned integers, using  a different
kind of 't':   t=(x<<58)+c; c=(x>>6); x=t+x; c=c+(x<t);
For Fortran and others that permit only signed integers, more work
is needed.
Equivalent mod 2^64 versions of t=(x<<58)+c and c=(x>>6) are easy,
and if s(x) represents (x>>63) in C or ishft(x,-66) in Fortran,
then for signed integers, the new carry c comes from the rule
 if s(x) equals s(t) then c=(x>>6)+s(x) else c=(x>>6)+1-s(x+t)

Speed:
A C version of this KISS RNG takes 18 nanosecs for each
64-bit random number on my desktop (Vista) PC, thus
producing KISSes at a rate exceeding 55 million per second.
Fortran or other integers-must-be-signed compilers might get
"only" around 40 million per second.

Setting seeds:
Use of KISS or KISS() as a general 64-bit RNG requires specifying
3*64+58=250 bits for seeds, 64 bits each for x,y,z and 58 for c,
resulting in a composite sequence with period around 2^250.
The actual period is
  (2^250+2^192+2^64-2^186-2^129)/6 ~= 2^(247.42)  or 10^(74.48).
We "lose" 1+1.58=2.58 bits from maximum possible period, one bit
because b=2^64, a square, cannot be a primitive root of p=ab-1,
so the best possible order for b is (p-1)/2.
The periods of MWC and  XSH have gcd 3=2^1.58, so another  1.58
bits  are "lost" from the best possible period we could expect
from 250 seed bits.

Some users may think 250 seed bits are an unreasonable requirement.
A good seeding  procedure might be to assume the default seed
values then let the user choose none, one, two,..., or all
of x,y,z, and c to be reseeded.

Tests:
Latest tests in The Diehard Battery, available at
   http://i.cs.hku.hk/~diehard/
were applied extensively. Those tests that specifically required
32-bit integers were applied to the leftmost 32 bits
(e,g, KISS>>32;), then to the middle 32-bits ((KISS<<16)>>32;)
then to the rightmost 32 bits, ( (KISS<<32)>>32).
There were no extremes in the more than 700 p-values returned
by the tests, nor indeed for similar tests applied to just two of the
KISS components: MWC+XSH, then MWC+CNG, then XSH+CNG.

The simplicity, speed, period around 2^250 and performance on
tests of randomness---as well as ability to produce exactly
the same 64-bit patterns, whether considered signed or unsigned
integers---make this 64-bit KISS well worth considering for
adoption or adaption to languages other than C or Fortran,
as has been done for 32-bit KISSes.

george!

as chief architect for a leading gaming (gambling) manufacturer in
vegas
and one of the few engineers with a mathematics background
i am often working with our internal rng
to provide better tools for our game catalog

for years
we had used your 96-bit kiss rng
which served us quite well for it's nice distribution
speed
and fair period

however
some of our newest gaming ideas
have required rng's with much greater periods
(to cover the possibility space of the game)
and our latest platform has moved over to use mersenne twisters

(unfortunately
it has been an industry standard
to just add more rng's (the same ones instantiated multiply!)
and i had to fight to ensure my company didn't go that path
to ensure unintended correlations were not introduced)

this improvement of yours would have certainly been considered
if available at the time
but i do fear the period may still have been too small
for some of our more extreme future needs
(there are already products on the market from several manufacturers
that allow a player to play 100 simultaneous poker or keno games)

your timings are quite impressive

i'm very happy i saw this post of yours

thank you for all your contributions!

-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
galathaea: prankster, fablist, magician, liar
 
P

Phillip Helbig---remove CLOTHES to reply

RANLUX is slow, but at the highest "luxury level" all 24 bits of the
mantissa are chaotic. So, one could just stick these together to create
numbers containing more bits.
 
N

nmm1

RANLUX is slow, but at the highest "luxury level" all 24 bits of the
mantissa are chaotic. So, one could just stick these together to create
numbers containing more bits.

That wasn't the issue she (I assume) was addressing - it was one that
I did. Yes, that technique works, for both RANLUX and 32-bit KISS.
I use my own double-precision generator, of course, which has some
theoretical advantages over both and is marginally simpler than (and
similar to) KISS.

Galathaea's concern was about the period, and she is very right to
be so concerned. While a long period does not guarantee pseudo-
randomness, it is a prerequisite for it - in particular, the pseudo-
random properties in N dimensions are often limited by the Nth root
of the period. And, despite common belief, that is NOT solely true
for multiplicative congruential generators.


Regards,
Nick Maclaren.
 
P

Phillip Helbig---remove CLOTHES to reply

Galathaea's concern was about the period, and she is very right to
be so concerned. While a long period does not guarantee pseudo-
randomness, it is a prerequisite for it - in particular, the pseudo-
random properties in N dimensions are often limited by the Nth root
of the period. And, despite common belief, that is NOT solely true
for multiplicative congruential generators.

The period of RANLUX is huge---10**164 or something. (In other words,
many orders of magnitude larger than the number of distinct bit
combinations. Many lesser generators have a period much LESS than the
number of distinct bit combinations and some algorithms can have a
period at most as long as the number of distinct bit combinations. In
these cases, of course, a given number x is always followed by a given
number y, which with RANLUX is not the case.)
 
Ad

Advertisements

N

nmm1

The period of RANLUX is huge---10**164 or something. (In other words,
many orders of magnitude larger than the number of distinct bit
combinations. Many lesser generators have a period much LESS than the
number of distinct bit combinations and some algorithms can have a
period at most as long as the number of distinct bit combinations. In
these cases, of course, a given number x is always followed by a given
number y, which with RANLUX is not the case.)

!!!!! ALL such generators have been known to be trash (and, yes, I
mean trash) since the late 1960s! One of my papers proves (and I
mean mathematically rigorously) that you should never use more than
period^(2/3) numbers in a simulation - the rule for never using more
than period^(1/2) for cryptographic purposes has been known since
time immemorial.

64-bit KISS has a period of about 2^249, according to that posting.

I could explain the potential defects of RANLUX, but would have to
rake quite a lot of my memories from where they are archived (on
tape, perhaps?) And please note that the word is 'potential' - to
know if they were actual needs forms of analysis that I believe are
still beyond the state of the art (and well beyond my mathematical
ability). However, I believe that it is almost certainly reliable
(on mathematical grounds, incidentally).

Similar remarks can be made about KISS and my own generator but,
there, I am almost certain that the required analysis is WAY beyond
the state of the art.

[ The analysis I am referring to is the one that maps the full-period
uniformity, which is a quasi-random property, to the pseudo-randomness
of short sequences. The word 'hairy' springs to mind! ]


Regards,
Nick Maclaren.
 
R

robin

geo said:
64-bit KISS RNGs

---------------------------------------------------------------
Fortran version; test by calling KISS() 100 million times
---------------------------------------------------------------
program testkiss
implicit integer*8(a-z)
do i=1,100000000; t=KISS(); end do
if(t.eq.1666297717051644203_8) then
print*,"100 million calls to KISS() OK"
else; print*,"Fail"
end if; end

function KISS()
implicit integer*8(a-z)
data x,y,z,c /1234567890987654321_8, 362436362436362436_8,&
1066149217761810_8, 123456123456123456_8/
save x,y,z,c
m(x,k)=ieor(x,ishft(x,k)) !statement function
s(x)=ishft(x,-63) !statement function
t=ishft(x,58)+c
if(s(x).eq.s(t)) then; c=ishft(x,-6)+s(x)
else; c=ishft(x,-6)+1-s(x+t); endif
x=t+x
y=m(m(m(y,13_8),-17_8),43_8)
z=6906969069_8*z+1234567
KISS=x+y+z
return; end
---------------------------------------------------------------

George, this code is not portable Fortran.
If you want to specify a kind, you need to use
SELECTED_INT_KIND or equivalent action
in order for it to be portable.
 
R

robin

The simplicity, speed, period around 2^250 and performance on
tests of randomness---as well as ability to produce exactly
the same 64-bit patterns, whether considered signed or unsigned
integers---make this 64-bit KISS well worth considering for
adoption or adaption to languages other than C or Fortran,
as has been done for 32-bit KISSes.

George Marsaglia

A PL/I version:

KISS: procedure() returns (fixed binary (64) unsigned) options (reorder);
declare (x initial (1234567890987654321),
y initial ( 362436362436362436),
z initial ( 1066149217761810),
c initial ( 123456123456123456),
t ) fixed binary (64) unsigned static;

t=isll(x,58)+c;
if isrl(x,63) = isrl(t,63) then
c=isrl(x,6)+isrl(x, 63);
else
c=isrl(x,6)+1-isrl(x+t,63);
x=t+x;
t = ieor(y, isll(y, 13));
t = ieor(t, isrl(t, 17));
y = ieor(t, isll(t, 43));
z=6906969069*z+1234567;
return (x+y+z);
end KISS;
 
U

user923005

The period of RANLUX is huge---10**164 or something.  (In other words,
many orders of magnitude larger than the number of distinct bit
combinations.  Many lesser generators have a period much LESS than the
number of distinct bit combinations and some algorithms can have a
period at most as long as the number of distinct bit combinations.  In
these cases, of course, a given number x is always followed by a given
number y, which with RANLUX is not the case.)

!!!!!  ALL such generators have been known to be trash (and, yes, I
mean trash) since the late 1960s!  One of my papers proves (and I
mean mathematically rigorously) that you should never use more than
period^(2/3) numbers in a simulation - the rule for never using more
than period^(1/2) for cryptographic purposes has been known since
time immemorial.

64-bit KISS has a period of about 2^249, according to that posting.

I could explain the potential defects of RANLUX, but would have to
rake quite a lot of my memories from where they are archived (on
tape, perhaps?)  And please note that the word is 'potential' - to
know if they were actual needs forms of analysis that I believe are
still beyond the state of the art (and well beyond my mathematical
ability).  However, I believe that it is almost certainly reliable
(on mathematical grounds, incidentally).

Similar remarks can be made about KISS and my own generator but,
there, I am almost certain that the required analysis is WAY beyond
the state of the art.

[ The analysis I am referring to is the one that maps the full-period
uniformity, which is a quasi-random property, to the pseudo-randomness
of short sequences.  The word 'hairy' springs to mind! ]

I recommend giving your PRNG a pounding with TESTU01:
http://www.google.com/search?rls=ig&hl=en&q=testu01+crush+randomness+tests&aq=1&oq=testu01+

TestU01 is a fabulous battery of tests that has a very broad spectrum
and also implementations for just about every existing, popular prng.

Highly recommended.
 
N

nmm1

I recommend giving your PRNG a pounding with TESTU01:
http://www.google.com/search?rls=3Dig&hl=3Den&q=3Dtestu01+crush+randomness+=
tests&aq=3D1&oq=3Dtestu01+

TestU01 is a fabulous battery of tests that has a very broad spectrum
and also implementations for just about every existing, popular prng.

Highly recommended.

That URL is completely mangled. You don't use (ugh) 'Rich Text' by
any chance?

In my view Pierre L'Ecuyer is the leading expert on this area active
today[*]. I would do so were I still active in this area myself; it
would unquestionably pass most of them, as I have tried. I have some
other tests, one of which is harsh enough that it is one of very few
that will fail most of Marsaglia's; my generator passed, but that is
to be expected :)

[*} George Marsaglia was the previous holder of that position, as
most people will agree, preceded by Donald Knuth.


Regards,
Nick Maclaren.
 
Ad

Advertisements

R

robin

In my view Pierre L'Ecuyer is the leading expert on this area active
today[*]. I would do so were I still active in this area myself; it
would unquestionably pass most of them, as I have tried. I have some
other tests, one of which is harsh enough that it is one of very few
that will fail most of Marsaglia's;

You are only guessing.
Until you have actually run all such tests, your post is just hype.
 
N

nmm1

In my view Pierre L'Ecuyer is the leading expert on this area active
today[*]. I would do so were I still active in this area myself; it
would unquestionably pass most of them, as I have tried. I have some
other tests, one of which is harsh enough that it is one of very few
that will fail most of Marsaglia's;

You are only guessing.
Until you have actually run all such tests, your post is just hype.

Back under your bridge with you!


Regards,
Nick Maclaren.
 
U

user923005

In my view Pierre L'Ecuyer is the leading expert on this area active
today[*].  I would do so were I still active in this area myself; it
would unquestionably pass most of them, as I have tried.  I have some
other tests, one of which is harsh enough that it is one of very few
that will fail most of Marsaglia's;
You are only guessing.
Until you have actually run all such tests, your post is just hype.
Back under your bridge with you!

And take your nonsense about imagined results possibly differing from
actual ones with you. Good programmers don't even need to profile/test
their code; they just know!

On the other hand, Nick Maclaren is a pretty sharp guy. I guess that
he has done all the testing he needs to do to determine what he needs
to know about his tools.

He had some spot on advice for me in 1999. I recall he said that a
particular technique might "run like the clappers", and by golly it
did (when I finally got around to thoroughly benching all of the ideas
at my disposal, his idea was best). Here is the thread I am referring
to:
http://groups.google.com/group/comp...667dd/df18e776736c332f?q=clappers+author:nick

At any rate, I guess you have picked the wrong target, though the
advice to profile your ideas carefully is excellent advice.

Humorously, I think that there is also some truth in this:
"Good programmers don't even need to profile/test their code; they
just know!"

If I choose an idea that is O(n) and all the other ideas at my
disposal are O(n*log(n)), and my implementation is fast enough when
the data is small, then I don't need to bother testing the performance
because I can't improve it.
When the problem gets large enough, the O(n) solution will dominate,
and it is fast enough for small data sets. There is nothing that
testing can tell me that I do not already know.
 
N

nmm1

Humorously, I think that there is also some truth in this:
"Good programmers don't even need to profile/test their code; they
just know!"

If I choose an idea that is O(n) and all the other ideas at my
disposal are O(n*log(n)), and my implementation is fast enough when
the data is small, then I don't need to bother testing the performance
because I can't improve it.
When the problem gets large enough, the O(n) solution will dominate,
and it is fast enough for small data sets. There is nothing that
testing can tell me that I do not already know.

Absolutely. Analyse first. Design second. Code and debug third.
Every good engineer knows that rule!

You need to run a couple of simple tests to check that your code
matches your analysis, and there isn't a major flaw in the analysis
itself, but you don't need to do more than that. The main testing
comes where you can't analyse the problem, or where you suspect the
analysis may be unreliable.


Regards,
Nick Maclaren.
 
R

Ron Shepard

Absolutely. Analyse first. Design second. Code and debug third.
Every good engineer knows that rule!

You need to run a couple of simple tests to check that your code
matches your analysis, and there isn't a major flaw in the analysis
itself, but you don't need to do more than that. The main testing
comes where you can't analyse the problem, or where you suspect the
analysis may be unreliable.

Sometimes you divide your problem into different domains, large,
medium, and small, or high and low, or combinations of different
ranges for different variables, and you use different algorithms to
solve the different domains. Part of the optimal solution then
consists of switching to the best algorithm at the right time.
Sorting is one of those problems, where with small data sets you
might use one algorithm, and you switch to different algorithms as
the data sets grow. Also, some sorting algorithms involve
partitioning the original large data set into smaller subsets,
sometimes doing this recursively, and you might change algorithms as
you move up and down the different levels of recursion.

The exact switchover points might be machine dependent, depending
say on the relative efficiency of various floating point and integer
instructions, or the relative speeds of different parts of the
memory hierarchy, or the communication speed with some external
device. Much of this must be done in a brute force way where you
just search for the switchover points, and then store or interpolate
those switchover points for later use. This is the way ATLAS
optimizes linear algebra operations.

$.02 -Ron Shepard
 
Ad

Advertisements

D

David R Tribble

geo said:
Having had requests for 64-bit KISSes, and now that
64-bit integers are becoming more available, I will
describe here a 64-bit KISS RNG, with comments on
implementation for various languages, speed, periods
and performance after extensive tests of randomness.
.
C version; test by invoking macro KISS 100 million times

Recoded for MS VC (MSC) compilers, which don't understand
the 'long long' datatype, and with minor corrections....

#include <stdio.h>

#if _WIN32
typedef unsigned __int64 ullong_t;
#else
typedef unsigned long long ullong_t;
#endif

static ullong_t x = 1234567890987654321/*ULL*/;
static ullong_t c = 123456123456123456/*ULL*/;
static ullong_t y = 362436362436362436/*ULL*/;
static ullong_t z = 1066149217761810/*ULL*/;
static ullong_t t;

#define MWC (t = (x<<58)+c, c = (x>>6), x+=t, c+=(x<t), x)
#define XSH (y ^= (y<<13), y ^= (y>>17), y ^= (y<<43))
#define CNG (z = 6906969069/*LL*/ * z + 1234567)
#define KISS (MWC + XSH + CNG)

int main(void)
{
int i;

for (i = 0; i < 100000000; i++)
t = KISS;

if (t == 1666297717051644203/*ULL*/)
printf("100 million uses of KISS OK");
else
printf("Fail");
return 0;
}

-drt
 
A

Axel Vogt

David said:
Recoded for MS VC (MSC) compilers, which don't understand
the 'long long' datatype, and with minor corrections....

#include <stdio.h>

#if _WIN32
typedef unsigned __int64 ullong_t;
#else
typedef unsigned long long ullong_t;
#endif

static ullong_t x = 1234567890987654321/*ULL*/;
static ullong_t c = 123456123456123456/*ULL*/;
static ullong_t y = 362436362436362436/*ULL*/;
static ullong_t z = 1066149217761810/*ULL*/;
static ullong_t t;

#define MWC (t = (x<<58)+c, c = (x>>6), x+=t, c+=(x<t), x)
#define XSH (y ^= (y<<13), y ^= (y>>17), y ^= (y<<43))
#define CNG (z = 6906969069/*LL*/ * z + 1234567)
#define KISS (MWC + XSH + CNG)

int main(void)
{
int i;

for (i = 0; i < 100000000; i++)
t = KISS;

if (t == 1666297717051644203/*ULL*/)
printf("100 million uses of KISS OK");
else
printf("Fail");
return 0;
}

-drt

Does that make sense on a 32 bit Windows?
 
R

Richard Bos

Absolutely. Analyse first. Design second. Code and debug third.
Every good engineer knows that rule!

You need to run a couple of simple tests to check that your code
matches your analysis, and there isn't a major flaw in the analysis
itself, but you don't need to do more than that. The main testing
comes where you can't analyse the problem, or where you suspect the
analysis may be unreliable.

Which, in practice, is all the time. I mean, have _you_ ever spoken to a
customer who knew what he wanted, completely, correctly, and up front?
I know I haven't.

Richard
 
Ad

Advertisements

N

nmm1

Which, in practice, is all the time. I mean, have _you_ ever spoken to a
customer who knew what he wanted, completely, correctly, and up front?
I know I haven't.

Oh, yes, but you had better deliver the solution within a couple of
days - if not, the requirement will have started drifting ....


Regards,
Nick Maclaren.
 

Ask a Question

Want to reply to this thread or ask your own question?

You'll need to choose a username for the site, which only take a couple of moments. After that, you can post your question and our members will help you out.

Ask a Question

Top