Re: New rngs...

[Jonathan Leto <jaleto@gmail.com>]

Howdy,

I would very much like to see these RNGs added to GSL, so that I can
add them to Math::GSL and access them from Perl. I am willing to work
on integrating these into GSL, as long as the GSL maintainers want
this to be done. Should I continue in this direction?


Cheers,


[0] http://search.cpan.org/dist/Math-GSL/

On Thu, Oct 8, 2009 at 6:46 AM, Robert G. Brown <rgb@phy.duke.edu> wrote:
> Dear Brian et. al.
>
> As we're discussing the roadmap for a new GSL, I'd like to offer up at
> least two, maybe three more random number generators for inclusion in
> the GSL list that have been contributed and integrated into dieharder.
> One that I think should absolutely be there is rng_aes -- basically an
> implementation of AES as a random number generator.  AES is
> cryptographic grade random and is arguably very close to a "gold
> standard" that can be used to test random number generator testers, as
> there is always an unstated addition to the null hypothesis "Assuming
> that this is a perfect random number generator AND that this is a valid
> test...", and failure of the latter is very difficult to discriminate
> from failure of the former without at least a few generators for which
> failure of the former is arguably less likely than failure of the
> latter.  rng_threefish does the same thing on top of many rounds of
> skein.  I was using aespipe to feed dieharder in a pipe until these were
> contributed, but having them integrated is worthwhile, especially given
> that rng_aes is respectably fast, around 1/5 the speed of mt19937.
>
>   rgb
>
> 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:rgb@phy.duke.edu
>
>
>



-- 

Jonathan Leto
jonathan@leto.net
http://leto.net