From: Robert Eachus <rieachus@comcast.net>
Subject: Re: Ada.Numerics.Float_Random.Generator question
Date: Mon, 26 Sep 2016 06:04:33 -0700 (PDT)
Date: 2016-09-26T06:04:33-07:00 [thread overview]
Message-ID: <8bb59ac2-f5ba-44df-87ae-63d3dd47f0a3@googlegroups.com> (raw)
In-Reply-To: <62fef12a-90fb-4ac8-8e59-99568b914ee7@googlegroups.com>
On Sunday, September 25, 2016 at 7:41:26 PM UTC-4, brbar...@gmail.com wrote:
>
> > I hope that there is a better solution to this. Is there?
>
> Probably best consult Knuth on Random Numbers. Complicated subject; lots
> of numerical issues - testing involves some high-powered math. See also
> Park and Miller in CACM back a fer decades ago.
Sigh! I'm probably not the best expert available on random numbers (and pseudo RNGs). But I could write a book on the inadequacies of Park and Miller, or all that has been learned since Knuth. It is now possible to have fast PRNGs based on Blum, Blum, and Schub (https://en.wikipedia.org/wiki/Blum_Blum_Shub ) and that is now thirty year old technology. The latest includes not only cryptographically secure RNGs, but quantum cryptography which allows for seeds to be communicated without risk of evesdropping.
Most of that is more than needed for most RNGs, but there is no reason not to be at least that good. Park and Miller for example will "roll over" and start generating the same sequence again. When it was publish this was not a big risk. Today even "small" simulations will use more values that Park and Miller should be used to generate.
Oh, and I should probably write up a paper on using RNGs correctly. It is silly to use an RNG that has lots of (theoretical) nice properties, then throw all that away in how you use the RNG.
next prev parent reply other threads:[~2016-09-26 13:04 UTC|newest]
Thread overview: 15+ messages / expand[flat|nested] mbox.gz Atom feed top
2016-09-17 19:40 Ada.Numerics.Float_Random.Generator question Andrew Shvets
2016-09-17 20:09 ` J-P. Rosen
2016-09-17 20:14 ` Andrew Shvets
2016-09-17 21:01 ` Jeffrey R. Carter
2016-09-17 23:53 ` Andrew Shvets
2016-09-19 19:07 ` rieachus
2016-09-25 23:41 ` brbarkstrom
2016-09-26 13:04 ` Robert Eachus [this message]
2016-09-26 18:48 ` brbarkstrom
2016-09-29 9:42 ` Some Dude
2016-10-01 3:35 ` Robert Eachus
2016-10-01 3:59 ` Paul Rubin
2016-10-01 14:23 ` Robert Eachus
2016-10-01 15:49 ` Dmitry A. Kazakov
2016-10-01 16:44 ` Robert Eachus
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