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Re: Three random number generators...
- From: Brian Gough <bjg at gnu dot org>
- To: "Robert G. Brown" <rgb at phy dot duke dot edu>
- Cc: GSL Discussion list <gsl-discuss at sources dot redhat dot com>
- Date: Fri, 07 Jan 2011 19:47:37 +0000
- Subject: Re: Three random number generators...
- References: <alpine.LFD.2.02.1101071303570.5295@lilith>
At Fri, 7 Jan 2011 13:47:41 -0500 (EST),
Robert G. Brown wrote:
> I have three random number generators that I think ought to go into the
> GSL. One is AES -- which is pretty self explanatory -- fairly fast,
> cryptographic strength.
> Basically, I'm suggesting that it is time to update the random number
> generators in the GSL to make them more consistent with state of the art
> in speed and tested randomness.
Thanks for that, I am happy to add the AES and KISS (or an enhanced
version of it). Instead of seeding with mt19937, I think it would be
preferable to generate the seeds inline and have the generator
standalone if possible. Maybe the 69069 LCG used elsewhere would
be sufficient(?), otherwise a strong hash function.