[Bug libfortran/52879] New: Pathological reseeding of PRNG generator genernates poor sequence

[Bug libfortran/52879] New: Pathological reseeding of PRNG generator genernates poor sequence

[kargl at gcc dot gnu.org]

http://gcc.gnu.org/bugzilla/show_bug.cgi?id=52879

             Bug #: 52879
           Summary: Pathological reseeding of PRNG generator genernates
                    poor sequence
    Classification: Unclassified
           Product: gcc
           Version: 4.6.3
            Status: UNCONFIRMED
          Severity: normal
          Priority: P3
         Component: libfortran
        AssignedTo: unassigned@gcc.gnu.org
        ReportedBy: kargl@gcc.gnu.org


It is possible to reseed the gfortran's PRNG with sets of
seeds that generate poor sequences of random numbers.  This
problem can to light from the discussion in 

https://groups.google.com/group/comp.lang.fortran/browse_frm/thread/660c46a52644a8ad?hl=en#


Consider the program 

program foo

   implicit none

   character(len=40), parameter :: fmt = '(A,12(I0,1X),A,F10.8)'
   integer i, seed_size, date(8)
   integer, allocatable :: new_seed(:)
   real x

   call random_seed(size=seed_size)

   allocate(new_seed(1:seed_size))

   do i = 6, 12, 2
      call date_and_time(values=date)
      new_seed = 1
      new_seed(1) = i * (sum(date(1:3)) + sum(date(5:8)))
      call random_seed(put=new_seed)
      call random_number(x)
      write(*,fmt) 'seeds = [', new_seed, '], x = ', x
      call sleep(i)
   end do
   print *
   do i = 6, 12, 2
      call date_and_time(values=date)
      new_seed = 1
      new_seed(12) = i * (sum(date(1:3)) + sum(date(5:8)))
      call random_seed(put=new_seed)
      call random_number(x)
      write(*,fmt) 'seeds = [ ', new_seed, '], x = ', x
      call sleep(i)
   end do

   deallocate(new_seed)

end program foo

With 4.6, 4.7, and trunk, I get


troutmask:sgk[239] gfc46 -o bar bar.f90 && ./bar
seeds = [15852 1 1 1 1 1 1 1 1 1 1 1 ], x = 0.76322097
seeds = [21200 1 1 1 1 1 1 1 1 1 1 1 ], x = 0.76322097
seeds = [26590 1 1 1 1 1 1 1 1 1 1 1 ], x = 0.76322097
seeds = [31332 1 1 1 1 1 1 1 1 1 1 1 ], x = 0.76322097

seeds = [ 1 1 1 1 1 1 1 1 1 1 1 15744 ], x = 0.76526332
seeds = [ 1 1 1 1 1 1 1 1 1 1 1 21048 ], x = 0.76410544
seeds = [ 1 1 1 1 1 1 1 1 1 1 1 26400 ], x = 0.76371950
seeds = [ 1 1 1 1 1 1 1 1 1 1 1 31812 ], x = 0.76429844

It would seem plausible to an ordinary user that if a
single seed value is changed, the generated sequence 
will (significantly?) change.  In the first case above,
the sequences are identical while in the second case
there appears to be a correlation among the low (high)
order bits of the initially generated values.

random_seed currently scrambles/unscrambles user
specified seeds to hopefully prevent a bad set of
seed values.  One possible fix would be to XOR the
user specified seeds with the default seeds before
doing the scrambling.  On output, the seeds would
be unscrambled and then again XOR'd with the 
default seeds.

[Bug libfortran/52879] Pathological reseeding of PRNG generator genernates poor sequence

[dominiq at lps dot ens.fr]

http://gcc.gnu.org/bugzilla/show_bug.cgi?id=52879

Dominique d'Humieres <dominiq at lps dot ens.fr> changed:

           What    |Removed                     |Added
----------------------------------------------------------------------------
             Status|UNCONFIRMED                 |NEW
   Last reconfirmed|                            |2014-01-07
     Ever confirmed|0                           |1

--- Comment #1 from Dominique d'Humieres <dominiq at lps dot ens.fr> ---
Still present at r206385. AFAICT [ x 1 1 1 1 1 1 1 1 1 1 1 ] is next
[ x 1 1 1 0 7864504 0 4587601 2097191 3145761 6029545 13238442 ] and
[ 1 1 1 1 1 1 1 1 1 1 1 x ] [ 1 1 1 1 0 7864504 0 4587601 2097191 3145761
6095041 y ].

[Bug libfortran/52879] Pathological reseeding of PRNG generator genernates poor sequence

[kargl at gcc dot gnu.org]

http://gcc.gnu.org/bugzilla/show_bug.cgi?id=52879

--- Comment #2 from kargl at gcc dot gnu.org ---
Potential patch 

http://gcc.gnu.org/ml/fortran/2014-02/msg00047.html