Re: random number generation algorithms

[Patrick Alken <alken@colorado.edu>]

Hello, sorry for the late reply. Can you make a patch against the latest
git repository and send it to me?

On 11/14/2017 01:39 AM, Heiko Bauke wrote:
> Hi,
>
> quite some time ago (in 2003) I provided some fixes for some random
> number generation algorithms to the GSL.  My implementation was mainly
> focused on correctness and portability.  Thus it was implemented in
> C89, which is portable but does not guarantee to have a 64 bit integer
> type.
>
> The performance of some random number generation algorithms, however,
> can benefit a lot from an implementation that uses 64 integers for
> intermediate values.  This holds often not only for genuine 64 bit
> architectures but also for 32 bit CPUs where the compiler emits more
> complex code to emulate 64 bit arithmetics.  Thus I reimplemented
> these generators in C99 and 64 bit arithmetics and wrote a simple
> benchmark that generates a few million random floating point numbers,
> sums them up, prints this sum and the elapsed time.  For some
> generators the performance difference is substantial.
>
> How can I submit my revised code?  The code is backward compatible to
> C89 via preprocessor switches.
>
> Here my results to give you an idea of the performance impact of the
> new implementation:  (Note that a substantial amount of time is
> actually spent in making just the function call to the generator's get
> routine, performing the loop and so on.  An empty get function, yields
> a running time of 0.6 sec. on my computer.)
>
> Current code:
>
> generator type: cmrg
> time = 3.13553 sec.
> sum = 67102809.40374
>
> generator type: mrg
> time = 1.85819 sec.
> sum = 67103626.29699
>
> generator type: minstd
> time = 0.87232 sec.
> sum = 67112858.69032
>
> generator type: knuthran2
> time = 4.21356 sec.
> sum = 67111295.37067
>
> generator type: fishman18
> time = 2.28581 sec.
> sum = 67112445.93199
>
> generator type: fishman20
> time = 0.90139 sec.
> sum = 67104902.87940
>
> generator type: lecuyer21
> time = 1.05779 sec.
> sum = 67107194.15891
>
> generator type: fishman2x
> time = 1.14781 sec.
> sum = 67118684.47031
>
>
>
> New code:
>
> generator type: cmrg
> time = 1.03106 sec.
> sum = 67102809.40374
>
> generator type: mrg
> time = 0.72681 sec.
> sum = 67103626.29699
>
> generator type: minstd
> time = 0.66231 sec.
> sum = 67112858.69032
>
> generator type: knuthran2
> time = 0.70982 sec.
> sum = 67111295.37067
>
> generator type: fishman18
> time = 0.66595 sec.
> sum = 67112445.93199
>
> generator type: fishman20
> time = 0.66089 sec.
> sum = 67104902.87940
>
> generator type: lecuyer21
> time = 0.80597 sec.
> sum = 67107194.15891
>
> generator type: fishman2x
> time = 0.90818 sec.
> sum = 67118684.47031
>
>
>     Regards,
>
>     Heiko
>