Alex Herbert created RNG-168:
--------------------------------
Summary: LXM family of random number generators
Key: RNG-168
URL: https://issues.apache.org/jira/browse/RNG-168
Project: Commons RNG
Issue Type: New Feature
Components: core, simple
Affects Versions: 1.4
Reporter: Alex Herbert
JDK 17 updates the random number support and adds a LXM family of random number
generators. The generators are described in the following paper:
{noformat}
Blackman and Vigna (2021)
Scrambled Linear Psuedorandom Number Generators.
ACM Transactions on Mathematical Software, vol 47, pp 1–32
{noformat}
[https://dl.acm.org/doi/10.1145/3460772]
The generators mix the output of a linear conguential generator (LCG; L) and a
Xor-based generator (XBG; X). The paper provides code examples for
L64X128MixRandom and L128X256MixRandom from JDK 17.
Details of the combinations of the linear conguential generator (LCG; L) and
Xor-based generators (XBG; X) used in JDK 17 are provided in the package
javadoc:
[JDK 17
java.util.random|https://docs.oracle.com/en/java/javase/17/docs/api/java.base/java/util/random/package-summary.html]
The current commons RNG library implements all the XBG generators. Adding
support for these generators should add a LCG to combine with the output of the
XBG via the specified mix function.
All constants are supplied in the JDK 17 package javadoc to allow
implementation with the exception of the mixing functions lea32 and lea64. The
lea64 function is provided in the paper above but the reference origin is
personal communication with Doug Lea (2013). Thus the lea32 mix function for
32-bit generators is not published. Obtaining from the JDK source code is
possible but would be subject to the Java licence.
The generators support jump functionality and are suitable for streaming in
large numbers for parallel applications (the paper tests up to 2^24 generators)
by using a different additive constant for the LCG for each generator to ensure
no sequence overlap. Creating a new additive constant is significantly faster
than performing a jump operation.
--
This message was sent by Atlassian Jira
(v8.20.1#820001)
