| PackageDescription | 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). |