Re: [boost] [random] new threefry random engine

Subject: Re: [boost] [random] new threefry random engine
From: John Salmon (john_at_[hidden])
Date: 2014-06-03 12:17:38

On Tue, May 27, 2014 at 2:48 PM, John Salmon <john_at_[hidden]> wrote:

>
> On Mon, May 5, 2014 at 9:10 AM, John Salmon <john_at_[hidden]> wrote:
>
>> On Fri, May 2, 2014 at 11:43 AM, Steven Watanabe <watanabesj_at_[hidden]>
>> wrote:
>>
>>> AMDG
>>>
>>> On 04/29/2014 10:00 AM, John Salmon wrote:
>>> >
>>> > I've dusted off the code I wrote a couple of years ago and republished
>>> it,
>>> > now on github:
>>> >
>>> > https://github.com/DEShawResearch/Random123-Boost
>>> >
>>>
>>> For this to be included in Boost.Random, it must be
>>> released under the Boost Software License.
>>>
>>
>>
> Done!  The version at the above URL is now under the Boost Software
> License.
>
> While waiting for permission to change the license, I had some useful
> conversations with Thijs off-line, resulting in some changes to the
> implementation.  I won't quote the whole README again, but it now starts
> this way, which I hope is much more to Steven's liking:
>
> <snip README.md>
> CBENG's are fully generic "Random Number Engines", satisfying all the
> requirements of C++11 and Boost Engines. They can be used anywhere that
> other engines can be used. When used with the provided "pseudo random
> functions", threefry and philox, CBENGs are "crush resistant", i.e., they
> pass the very demanding suite of 'SmallCrush' 'Crush' and 'BigCrush' tests
> in the TestU01 package. CBENGs based on threefry and philox are fast
> (comparable to the mersenne twister) and small (requiring only a few words
> of state).
>
> CBENGs are excellent random number engines in any context, but two
> features make them especially well suited to parallel computations:
>
>    - a fast (constant time) restart() member function that allows the
>    caller to manage a huge number of distinct streams.
>    - a fast (constant time) discard() member function.
>
> The restart() member is unique to CBENGs, while discard() follows standard
> semantics (but very few engines permit constant-time implementations).
>
> </snip>
>
> There is only one counter_based_engine, as Steven requested elsewhere in
> the thread.
>
> Can we agree that counter_based_engine, implemented roughly along these
> lines is a worthwhile addition to Boost.Random?  If so, what's the way
> forward?
>
> Should I start a 'feature branch', i.e.,
> https://svn.boost.org/trac/boost/wiki/StartModMaint#Startworkonanewfeature
> to make it easier to ultimately merge into boost?
>
> Cheers,
>
> John Salmon
>
>
> Any thoughts on this?

John