Alex D Herbert created RNG-70:
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Summary: xoshiro generators
Key: RNG-70
URL: https://issues.apache.org/jira/browse/RNG-70
Project: Commons RNG
Issue Type: New Feature
Components: core, simple
Affects Versions: 1.3
Reporter: Alex D Herbert
The authors of the algorithm implemented in
{{org.apache.commons.rng.core.source64.XorShift1024Star}} have produced new
generators as described here:
[xorshiro / xoroshiro generators|http://xoshiro.di.unimi.it]
I propose to implement the *all purpose* algorithms using the following
classnames:
{code:java}
source32.XoShiRo128StarStar
source64.XoRoShiRo128StarStar
source64.XoShiRo256StarStar
source64.XoShiRo512StarStar
source64.XorShift1024Phi
{code}
The algorithms are simple to adapt from the c source code and I have created
working versions with units tests (analogous to the {{XorShift1024Star}} test).
Each generator must have a corresponding name in the {{RandomSource}} enum. I
propose:
{code:java}
XO_SHI_RO_128_SS,
XO_RO_SHI_RO_128_SS,
XO_SHI_RO_256_SS,
XO_SHI_RO_512_SS,
XOR_SHIFT_1024_PHI,
{code}
Note: XorShift1024Phi is an updated implementation of XorShift1024Star using a
different multiplier. To share code this could be implemented by moving the
implementation to an abstract base class for both XorShift1024Phi and
XorShift1024Star which accepts the multiplier in the constructor.
The authors also provide code for *faster generators* for use in creating
floating-point random numbers where the lower order bits are discarded. These
could be named:
{code:java}
source32.XoShiRo128Plus
source64.XoRoShiRo128Plus
source64.XoShiRo256Plus
source64.XoShiRo512Plus
XO_SHI_RO_128_PLUS,
XO_RO_SHI_RO_128_PLUS,
XO_SHI_RO_256_PLUS,
XO_SHI_RO_512_PLUS,
{code}
For discussion:
* The names of the generators.
* Should the small state 64-bit generator XoRoShiRo128StarStar be implemented?
It has a potentially confusing name clash with the 32-bit generator
XoShiRo128StarStar. Speed is expected to be the same as XoShiRo256Star but
using only half the memory footprint.
* Should the faster floating-point generators be implemented?
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