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Register a new userAn experimental exploration of Marsaglias xorshift generators, scrambled
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Added by
Sebastiano Vigna
Publication date
2014
fields
Informatics Engineering
and research's language is
English
Authors
Sebastiano Vigna
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Marsaglia proposed recently xorshift generators as a class of very fast, good-quality pseudorandom number generators. Subsequent analysis by Panneton and LEcuyer has lowered the expectations raised by Marsaglias paper, showing several weaknesses of such generators, verified experimentally using the TestU01 suite. Nonetheless, many of the weaknesses of xorshift generators fade away if their result is scrambled by a non-linear operation (as originally suggested by Marsaglia). In this paper we explore the space of possible generators obtained by multiplying the result of a xorshift generator by a suitable constant. We sample generators at 100 equispaced points of their state space and obtain detailed statistics that lead us to choices of parameters that improve on the current ones. We then explore for the first time the space of high-dimensional xorshift generators, following another suggestion in Marsaglias paper, finding choices of parameters providing periods of length $2^{1024} - 1$ and $2^{4096} - 1$. The resulting generators are of extremely high quality, faster than current similar alternatives, and generate long-period sequences passing strong statistical tests using only eight logical operations, one addition and one multiplication by a constant.
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xorshift* generators are a variant of Marsaglias xorshift generators that eliminate linear artifacts typical of generators based on $mathbf Z/2mathbf Z$-linear operations using multiplication by a suitable constant. Shortly after high-dimensional xorshift* generators were introduced, Saito and Matsumoto suggested a different way to eliminate linear artifacts based on addition in $mathbf Z/2^{32}mathbf Z$, leading to the XSadd generator. Starting from the observation that the lower bits of XSadd are very weak, as its reverse fails systematically several statistical tests, we explore xorshift+, a variant of XSadd using 64-bit operations, which leads, in small dimension, to extremely fast high-quality generators.
Linear pseudorandom number generators are very popular due to their high speed, to the ease with which generators with a sizable state space can be created, and to their provable theoretical properties. However, they suffer from linear artifacts which show as failures in linearity-related statistical tests such as the binary-rank and the linear-complexity test. In this paper, we give three new contributions. First, we introduce two new linear transformations that have been handcrafted to have good statistical properties and at the same time to be programmable very efficiently on superscalar processors, or even directly in hardware. Then, we describe a new test for Hamming-weight dependencies that is able to discover subtle, previously unknown biases in existing generators (in particular, in linear ones). Finally, we describe a number of scramblers, that is, nonlinear functions applied to the state array that reduce or delete the linear artifacts, and propose combinations of linear transformations and scramblers that give extremely fast pseudorandom generators of high quality. A novelty in our approach is that we use ideas from the theory of filtered linear-feedback shift register to prove some properties of our scramblers, rather than relying purely on heuristics. In the end, we provide simple, extremely fast generators that use a few hundred bits of memory, have provable properties and pass very strong statistical tests.
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Future architectures designed to deliver exascale performance motivate the need for novel algorithmic changes in order to fully exploit their capabilities. In this paper, the performance of several numerical algorithms, characterised by varying degrees of memory and computational intensity, are evaluated in the context of finite difference methods for fluid dynamics problems. It is shown that, by storing some of the evaluated derivatives as single thread- or process-local variables in memory, or recomputing the derivatives on-the-fly, a speed-up of ~2 can be obtained compared to traditional algorithms that store all derivatives in global arrays.
Given a directed graph and a source vertex, the fully dynamic single-source reachability problem is to maintain the set of vertices that are reachable from the given vertex, subject to edge deletions and insertions. It is one of the most fundamental problems on graphs and appears directly or indirectly in many and varied applications. While there has been theoretical work on this problem, showing both linear conditional lower bounds for the fully dynamic problem and insertions-only and deletions-only upper bounds beating these conditional lower bounds, there has been no experimental study that compares the performance of fully dynamic reachability algorithms in practice. Previous experimental studies in this area concentrated only on the more general all-pairs reachability or transitive closure problem and did not use real-world dynamic graphs. In this paper, we bridge this gap by empirically studying an extensive set of algorithms for the single-source reachability problem in the fully dynamic setting. In particular, we design several fully dynamic variants of well-known approaches to obtain and maintain reachability information with respect to a distinguished source. Moreover, we extend the existing insertions-only or deletions-only upper bounds into fully dynamic algorithms. Even though the worst-case time per operation of all the fully dynamic algorithms we evaluate is at least linear in the number of edges in the graph (as is to be expected given the conditional lower bounds) we show in our extensive experimental evaluation that their performance differs greatly, both on generated as well as on real-world instances.
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