Re: Three random number generators...

["Robert G. Brown" <rgb@phy.duke.edu>]

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
testing...;-)

I'll send them on when done.

    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