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Re: Three random number generators...

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, 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.

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 initialize IIRC.

That might take me a few days.  I also need to do some careful

I'll send them on when done.


Robert G. Brown	             
Duke University Dept. of Physics, Box 90305
Durham, N.C. 27708-0305
Phone: 1-919-660-2567  Fax: 919-660-2525

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