On Friday, 20 July 2012 at 12:51:25 UTC, Andrea Fontana wrote:
CMWC is proven to be a valid method and it passes diehard
tests. It was
written by prof. George Marsiglia (he developed xorshift too -
included
in std.random). He was one of the best experts in PRNG.
He also developed the "Marsiglia's Theorem" where he
demonstrate that
LCG (that is the default algorithm for many languages for ex:
glibc and
vc++ lib, ...) has big issues.
LCG is very widespread but d doesn't use it (phew!). If a user
know
difference between PRNG algorithms can use MT, but as default
for people
that use weak C rand() function as default (that neither passes
diehard
tests) it can just be a good improvement (why should we give
them MT
that is slower than CMWC if they neither know default rand()
weakness?)
MT has a complex implementation, I hope std.random MT was
tested :)
Il giorno ven, 20/07/2012 alle 13.16 +0200, monarch_dodra ha
scritto:
On Friday, 20 July 2012 at 09:47:52 UTC, Andrea Fontana wrote:
> I read that default RNG in phobos is Mersenne Twister.
>
> I think it would be a good idea to replace it with
> complementary-multiply-with-carry (cmwc). CMWC is faster
> (use simpler
> math), has a longer period (standard implementation has a
> 2^131104
> period vs 2^19937 of current MT implementation in phobos)
> and passed
> diehard tests (mt passes them too)
>
> And of course it's very easy to implement:
> http://en.wikipedia.org/wiki/Multiply-with-carry#Implementation
I'd say the problem is that it is not a very widespread or
known PRNG.
While I wouldn't be against adding it to the library ("I see
no reason not to add it"), making it the _default_ PRNG is a
whole other story.
Users that choose "default" want something reliable,
documented, trustworthy etc...
Multiply With Carry seems like it is Cutting Edge to me, not
yet widespread, known or tested. I'd say it should only be
used by those that explicitly request it's usage.
But Mersenne Twister has a cooler name :o)
'Multiply with carry' is so blah. You'll need to come up with a
sexy new name for it.
Cheers,
Craig
