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saithound an hour ago

> I’m not sure what point you’re trying to make,

Have you skimmed the linked thread?

> especially simulation/sampling approaches that are bound by the number and quality of uniform variates per second

Sorry, nobody does stochastic simulations where the number of uniform random numbers obtained per second is any sort of bottleneck. If you've spent considerable time on stochastic simulation, you already know this.

But even if you insist that you alone are doing some very weird stochastic simulation which is somehow bottlenecked on sourcing random numbers fast enough, the falling in planes phenomenon linked above would make xorshift-type generators a poor choice for most sorts of simulations. It introduces spatial correlations into any sort of lattice dynamics simulation (Ising model, percolation) and every high dimensional Monte Carlo integration. Beyond falling in the planes, since xorshift is linear over GF(2), it is also a particularly bad choice for nondeterministic cellular automata and Boolean dynamical systems which use parity, bit masks, or xors.

AES-CTR throughput on a modern CPU is higher than that of xoshiro256++, and much higher quality. No advances in non-CS PRNGs can beat that while maintaining the same quality. If your stochastic simulation is bottlenecked on random bits, CSPRNGs are still the way to go, and they don't interact in nasty ways with any dynamical system you can actually sinulate quickly.

dgacmu an hour ago | parent [-]

This is a very weird hill to die on.

I do a lot of testing and designing of things like hash tables and filters, and having a really fast, non-CS generator is incredibly useful for being able to clearly identify performance bottlenecks in designs. PCG has been spectacularly useful for that purpose for me.

saithound 39 minutes ago | parent [-]

When was the last time a new PRNG helped you clearly identify a performance bottleneck?

As in, you were using state of the art generator X, and you couldn't see the performance bottleneck, but updating to a newer (faster, or same speed but higher quality) generator Y, and could subsequently identify the performance bottleneck?

If you're using PCG, not in the last 12 years.

(In a parallel comment I suggest trying AES-CTR for this use case)

dgacmu 31 minutes ago | parent | next [-]

It's not critical but if you gave me something that behaved statistically like PCG (i.e., I didn't fret about whether it was going to cause me weird problems) but was twice as fast I'd be happy and would shift to it - it would speed up profiling and measuring and that would be nice. We still find ourselves often pre-generating a list into memory to keep the prng entirely off of the measurement path. It wouldn't be magic, but I don't need magic. I like nice things that make my life a little easier in a small corner of my research. :)

saithound 15 minutes ago | parent | prev [-]

dgacmu: if you're writing C on x64, try AES-128-CTR (AES-NI, 8 way) using the header wmmintrin.h which has hardware accelerated primitives for this. An LLM can implement the RNG for you based on this comment if you want to test it out quickly. It should be faster than PCG, and higher quality.