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Re: Three random number generators...
- From: "Robert G. Brown" <rgb at phy dot duke dot edu>
- To: Brian Gough <bjg at gnu dot org>
- Cc: GSL Discussion list <gsl-discuss at sources dot redhat dot com>
- Date: Fri, 7 Jan 2011 15:49:30 -0500 (EST)
- Subject: Re: Three random number generators...
- References: <alpine.LFD.2.02.1101071303570.5295@lilith> <email@example.com>
On Fri, 7 Jan 2011, Brian Gough wrote:
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,
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.
Either one would be fine with me (it was just so EASY to use mt because
the GSL is so EASY to use:-). I'll get a recent copy of the sources and
see what you use IN the mt generators, which also require some work to
That might take me a few days. I also need to do some careful
I'll send them on when done.
Robert G. Brown http://www.phy.duke.edu/~rgb/
Duke University Dept. of Physics, Box 90305
Durham, N.C. 27708-0305
Phone: 1-919-660-2567 Fax: 919-660-2525 email:firstname.lastname@example.org