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Date: Thu, 16 Jun 2016 21:05:54 -0400
To: Leigh <leight@gmail.com>,
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Thread-Topic: [RFC] RNG fixes
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Subject: Re: [RFC] RNG fixes
From: fsb@thefsb.org (Tom Worster)

Hi Leigh,

I need to change stance wrt MT.


On 6/16/16, 2:31 PM, "Leigh" <leight@gmail.com> wrote:

>I get your point, but most people probably use mt_rand() because "it's
>better than rand". mt_rand is also incredibly slow and has a huge state
>when compared to modern algorithms. I should probably note the
>performance gains in the RFC.

I spent some time trying to understand the weird PHP mt_rand(). I took the
binary MT19937_02 generator from TestU01 and made a variant with the PHP
bug. I added side-by-side diff off the results from running BigCrush on
both here 

https://gist.github.com/tom--/a12175047578b3ae9ef8

I can't see any significant difference between.

More interesting was how this work changed my appreciation of Mersenne
Twister. I used to think it was a good RNG. But that dates back a long
time to when George Marsaglia had the best tests for RNGs and he was
challenging sci.math to factor enormous numbers to use in new generators
with ever more extravagant periods. I took it on authority that MT was
decent. 

But after spending time with the code I see you're right! Its state and
period are crazy. It's one thing to be slow but on top of that it's
chewing up cache lines as though nothing else needs them.

My opinion on rand() is that it is historical, like the crummy old RNGs
kicking around in various libcs and elsewhere. Don't use them. Now I feel
the same about mt_rand() -- like MD4 and DES, it's interesting history.

I think every self-respecting programming environment should provide a
good deterministic RNG. And now it seems I've persuaded myself that it's
time time for PHP to move on from MT.

So I need to update my opinion on your RFC. I still think rand() and
mt_rand() implementations can stay but I now agree with you that it's time
for a new RNG. And I agree that xoroshiro128+ is a good choice.

Specifically, rand() docs should say that the underlying RNGs are
obsolete, not portable and have questionable quality on some platforms.
mt_rand() docs should mention the poor performance and reference #71152.

Tom