haskell@gentoo.org
Gentoo Haskell
Pure Haskell implementation of SplitMix described in
Guy L. Steele, Jr., Doug Lea, and Christine H. Flood. 2014.
Fast splittable pseudorandom number generators. In Proceedings
of the 2014 ACM International Conference on Object Oriented
Programming Systems Languages & Applications (OOPSLA '14). ACM,
New York, NY, USA, 453-472. DOI:
<https://doi.org/10.1145/2660193.2660195>
The paper describes a new algorithm /SplitMix/ for /splittable/
pseudorandom number generator that is quite fast: 9 64 bit arithmetic/logical
operations per 64 bits generated.
/SplitMix/ is tested with two standard statistical test suites (DieHarder and
TestU01, this implementation only using the former) and it appears to be
adequate for "everyday" use, such as Monte Carlo algorithms and randomized
data structures where speed is important.
In particular, it __should not be used for cryptographic or security applications__,
because generated sequences of pseudorandom values are too predictable
(the mixing functions are easily inverted, and two successive outputs
suffice to reconstruct the internal state).