[Numpy-discussion] additions to random: innovative names vs. algorithm specification

Robert Kern robert.kern@gmail....
Fri Jul 30 22:40:02 CDT 2010


On Thu, Jul 29, 2010 at 19:26, Sturla Molden <sturla@molden.no> wrote:
>> On Thu, Jul 29, 2010 at 16:03, Alan G Isaac <alan.isaac@gmail.com>
>
>> New sampling algorithms aren't invented *all* that often.
>
> No, but it seems George Marsaglia posted a new prng called KISS4691 to
> sci.math last saturday :)

Of course. :-)

> KISS4691 has an immense period (larger than 10**45000), and Marsaglia
> claims it can produce 138 million pseudorandom ints per second. That puts
> it far ahead of MT19937both in terms of period and speed.
>
> http://groups.google.com/group/sci.math/msg/dc9ad178113a30fd

It looks like it has a little bit more peer review to get through, but
thanks for the pointer! That's probably the best motivation I've seen
to do the refactoring of the numpy.random code to allow multiple core
PRNGs.

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
  -- Umberto Eco


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