Truly RNG

Since others have been so generous with code, advice, thoughts over the years, thought these links were pertinent (some ref. to GPU applications)…

Just in time for the holidays, D.E. Shaw releases truly random number generator…

Parallel random numbers: as easy as 1, 2, 3

http://deshawresearch.com/downloads/download_random123.cgi/

text (needs sub)–

http://dl.acm.org/citation.cfm?id=2063405

Co-author’s personal website text version–

http://bit.ly/uitQ6W

This looks like an interesting paper. I’ve used hashing functions (MD5 and, later, a part of DES lifted from Numerical Recipes) to create a “stateless” PRNG by hashing a counter and a seed integer. In that case, I needed to be able to jump around and random-access elements of the sequence in O(1) time. I never tried it on the GPU, and the hashing functions I was using were pretty slow. I’m looking forward to checking out Philox.