22 lines
1.1 KiB
Text
22 lines
1.1 KiB
Text
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Pure Haskell implementation of SplitMix described in
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Guy L. Steele, Jr., Doug Lea, and Christine H. Flood. 2014. Fast
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splittable pseudorandom number generators. In Proceedings of the 2014
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ACM International Conference on Object Oriented Programming Systems
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Languages & Applications (OOPSLA '14). ACM, New York, NY, USA,
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453-472. DOI: https://doi.org/10.1145/2660193.2660195
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The paper describes a new algorithm SplitMix for splittable
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pseudorandom number generator that is quite fast: 9 64 bit
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arithmetic/logical operations per 64 bits generated.
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SplitMix is tested with two standard statistical test suites
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(DieHarder and TestU01, this implementation only using the former) and
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it appears to be adequate for "everyday" use, such as Monte Carlo
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algorithms and randomized data structures where speed is important.
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In particular, it should not be used for cryptographic or security
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applications, because generated sequences of pseudorandom values are
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too predictable (the mixing functions are easily inverted, and two
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successive outputs suffice to reconstruct the internal state).
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