[SciPy-dev] random.set_state also in need of EXPERT attention
Tue Jul 28 17:10:31 CDT 2009
Awesome, Pauli, thanks!
--- On Tue, 7/28/09, Pauli Virtanen <email@example.com> wrote:
> From: Pauli Virtanen <firstname.lastname@example.org>
> Subject: Re: [SciPy-dev] random.set_state also in need of EXPERT attention
> To: email@example.com
> Date: Tuesday, July 28, 2009, 2:44 PM
> (Disclaimer: I'm not a PRNG expert.)
> On 2009-07-28, David Goldsmith <firstname.lastname@example.org>
> > Hi, folks! Ralf originally requested expert
> attention for this
> > in its Discussion section; I over-confidently said I
> thought I
> > could handle it; after too many hours of unproductive
> > (I seem to have found that there's a lot of "politics"
> in the
> > field of random number generators?
> Looks like science as usual to me :) I think the natural
> explanation is that everyone proposing a new PRNG of course
> to advertise its merits. Also, as there is no clear-cut way
> quantify the "randomness" of a PRNG and because of speed
> tradeoffs, there is something to argue about and many
> alternatives have been proposed.
> > Despite widespread use:
> > http://en.wikipedia.org/wiki/Mersenne_twister,
> Matsumoto &
> > Nishimura and this algorithm don't appear to have much
> > recognition in certain circles, e.g., those under the
> > of Marsaglia, e.g., notably, "Numerical Recipes."
> The second edition of Numerical recipes was written in
> 1992, so
> that explains why it's not there.
> If you Google it, for the third edition the authors of NR
>  that they didn't include MT because it "has just too
> operations per random value generated". This is of course
> understandable in a book that aims to give a focused
> on the subject. Whether it reflects the merits of the
> is then a different question.
> ..  http://www.nr.com/forum/showthread.php?t=1724
> > I understand that Marsaglia is critical of MT, but for
> "NR" to
> > completely ignore an algorithm in such widespread use,
> > out of curiosity, if anyone knows, "what gives"?)
> As I see it, the statements sourced in the Wikipedia
> article are
> fairly mild, criticising mostly the complexity of the
> Also, they were not backed by anything, and probably should
> taken with a grain of salt.
> Marsaglia seems to have proposed another types of PRNGs in
> but these had flaws, which maybe were addressed by Brent
> on. (Cf.  and follow the references.)
> The MT article is widely cited (123 citations as reported
> by ACM,
> 1346 by Google Scholar), and sampling some of the
> ones (eg. [3,4]) the generator seems to have done
> reasonably in
> various randomness tests and also be reasonable speed-wise.
> Perhaps the algorithm is not optimal -- after all, it's
> more than ten years old -- but it appears to be well tested
> ..  http://wwwmaths.anu.edu.au/~brent/random.html
> ..  http://dx.doi.org/10.1016/j.csda.2006.05.019
> ..  http://www.iro.umontreal.ca/~simardr/testu01/tu01.html
> Pauli Virtanen
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