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Mulberry32 PRNG
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/* Written in 2017 by Tommy Ettinger ([email protected]) | |
To the extent possible under law, the author has dedicated all copyright | |
and related and neighboring rights to this software to the public domain | |
worldwide. This software is distributed without any warranty. | |
See <http://creativecommons.org/publicdomain/zero/1.0/>. */ | |
#include <stdint.h> | |
/* This is a 32-bit variant on the 63-bit Thrust PRNG, adapted for possible | |
usage in embedded hardware with 32-bit registers because TonyB on the prng | |
mailing list seemed like he could use this. Thrust is still in development, | |
mainly at another Gist ( https://gist.github.com/tommyettinger/e6d3e8816da79b45bfe582384c2fe14a ). | |
Mulberry uses a few multiplications compounded on the last result, much like | |
how a mulberry is a compound fruit, to help improve quality beyond what the | |
tiny state normally allows. It should have a period of 2 to the 32, exactly, | |
since the state changes to be each 32-bit unsigned integer before cycling. | |
The speed of this generator hasn't even been tested, and is probably less | |
than desirable on a 64-bit desktop processor, but it's meant for 32-bit | |
hardware. It passes gjrand's 13 tests with no failures and a total P-value | |
of 0.984 (where 1 is perfect and 0.1 or less is a failure) on 4GB of | |
generated data. That's a quarter of the full period. On the same amount, the | |
comparable SplitMix32 generator has a total P-value of 0, and had multiple | |
failures of extreme significance; these were two rank 1 minor failures but | |
also two more at rank 20 and rank 21, each an irredeemable failure on its | |
own. Testing on the full period (2 to the 32 numbers with 4 bytes each, for | |
a total of 16GB of data), Mulberry32 still does very well (for a generator | |
with 32 bits of state) with total P = 0.753 and all 13 tests passed. Since | |
SplitMix32 had failed beyond any hope of improvement at a small size, to | |
compare I tried SplitMix64, with 64 bits of state and generating 64 bits at | |
a time. On 4GB of data, SplitMix64's total P-value is 0.494, and it has two | |
rank 1 failures. On 16GB of data, SplitMix64's total P-value is 0.396, and | |
it has 1 rank 1 failure. To compare what is possible at that state size, a | |
variant on Thrust with 64 bits of state and 64 bit output passes 13 of 13 | |
tests and gets a P-value of 0.91 when testing on 4GB of data, and a P-value | |
of 0.857 while still passing all tests on 16GB of data. Both SplitMix64 and | |
the 64-bit Thrust variant use fewer operations than Mulberry32 to obtain each | |
result (and that result is twice the size); if you can use a PRNG that works | |
with 64-bit math, you generally will benefit. | |
*/ | |
uint32_t x; /* The state can be seeded with any value. */ | |
/* Call next() to get 32 pseudo-random bits, call it again to get more bits. */ | |
// It may help to make this inline, but you should see if it benefits your code. | |
uint32_t next(void) { | |
uint32_t z = (x += 0x6D2B79F5UL); | |
z = (z ^ (z >> 15)) * (z | 1UL); | |
z ^= z + (z ^ (z >> 7)) * (z | 61UL); | |
return z ^ (z >> 14); | |
} | |
/* The one large constant, 0x6D2B79F5UL, is tightly linked to the shift amounts | |
used later in the code. It is probably a bad idea to change the constant without | |
verifying that the quality is still OK in a robust testing suite like gjrand or | |
maybe TestU01's BigCrush (this may be unable to pass BigCrush simply because its | |
state size is too small). This constant was found by repeatedly editing the | |
constant used by Thrust in a 64-bit version (which in turn was found by shifting | |
the constant used for Thrust in its 63-bit version, and changing the lowest and | |
highest few bits), adjusting the shift amounts to match specific patterns that | |
could occur (or be edited into) the constant. That on its own didn't prove | |
enough, so a bitwise or with 61 was tried (along with other, smaller numbers; 29 | |
was used in an earlier version), and in conjunction with the add-to-product-then- | |
xor step, that seems to do the trick and yield high quality for the state size. | |
The constant was changed between the first and second versions, but only a few | |
bits actually changed and the shifts were all fine where they were. One of the | |
bitwise OR values did change, which proved key to bringing the 16GB test to a | |
point where it has no failures. | |
*/ |
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@tommyettinger & @bryc thank you both for your insightful comments. I'm still trying to wrap my head around these PRNGs, and both of you have great suggestions, most notably how only returning the bottom 8 bits (truncating/masking) is going to give you a bad time. In my own testing, the shortcomings of my algorithm quickly becomes apparent when seeding integer values closer to 2^32 (because of the whole 2-to-the-32-generations period I'm assuming). I've since moved the masking outside of the function (e.g. splitmix32() & 0xFF).
At any rate, playing around with @bryc's version of splitmix32, the performance across the range of integers between 0 and 2^32 is better, about 30% to 60% faster than mine (4.3 ms vs 2.6 ms for 100000 "seeds", but exact time varies depending on run, see for yourself here).
Sorry I don't have more profound thoughts than this, other than my gratefulness for both of your inputs. I'll continue playing around with each algorithm on my site and report any interesting findings.