std.random and mersenne twister

[Andrea Fontana]

CMWC is  proven to be a valid method and it passes diehard tests. It was
written by prof. George Marsiglia (he developed xorshift too - included
in std.random). He was one of the best experts in PRNG.

He also developed the "Marsiglia's Theorem" where he demonstrate that
LCG (that is the default algorithm for many languages  for ex: glibc and
vc++ lib, ...) has big issues.
LCG is very widespread but d doesn't use it (phew!). If a user know
difference between PRNG algorithms can use MT, but as default for people
that use weak C rand() function as default (that neither passes diehard
tests) it can just be a good improvement (why should we give them MT
that is slower than CMWC if they neither know default rand() weakness?) 

MT has a complex implementation, I hope std.random MT was tested :) 

Il giorno ven, 20/07/2012 alle 13.16 +0200, monarch_dodra ha scritto:

> On Friday, 20 July 2012 at 09:47:52 UTC, Andrea Fontana wrote:
> > I read that default RNG in phobos is Mersenne Twister.
> >
> > I think it would be a good idea to replace it with
> > complementary-multiply-with-carry (cmwc). CMWC is faster (use 
> > simpler
> > math), has a longer period (standard implementation has a 
> > 2^131104
> > period vs 2^19937 of current MT implementation in phobos) and 
> > passed
> > diehard tests (mt passes them too)
> >
> > And of course it's very easy to implement:
> > http://en.wikipedia.org/wiki/Multiply-with-carry#Implementation
> 
> I'd say the problem is that it is not a very widespread or known 
> PRNG.
> 
> While I wouldn't be against adding it to the library ("I see no 
> reason not to add it"), making it the _default_ PRNG is a whole 
> other story.
> 
> Users that choose "default" want something reliable, documented, 
> trustworthy etc...
> 
> Multiply With Carry seems like it is Cutting Edge to me, not yet 
> widespread, known or tested. I'd say it should only be used by 
> those that explicitly request it's usage.


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