64 bit rng interface?

Brian Gough bjg@network-theory.co.uk
Mon Mar 17 23:20:00 GMT 2008


At Mon, 17 Mar 2008 10:27:57 -0400 (EDT),
Robert G. Brown wrote:
>     a) Are there plans for a 64-bit GSL RNG interface?  A number of my
> correspondants are working on algorithms that can run equally well at 64
> bits, and 64 bit unsigned ints invert to double precision uniform
> deviates.

Is it possible to do it using the existing interface in some way? If
it would need a duplicate 64-bit interface it's not really feasible.

>     b) Are there plans for a "vectorized" interface?  I'd envision this
> as a user-selectable switch on the creation/initialization step that
> builds (say) a page-sized buffer.  On the first call, this buffer would
> be filled with random bits in a single step, keeping the generation code
> on the CPU and cache and permitting certain pipelining optimizations.
> Subsequent calls would simply walk a pointer through the buffer to the
> end, where the "refill buffer" command would once again be called and
> the pointer reset to the beginning before returning.

The possibility is there to do that, or to provide a gsl_rng_get_array
function.  If there is a realistic benchmark that shows a large
performance improvement (>2x) then that would be a good motivation.
Currently it seems like motivation is the missing ingredient.

-- 
Brian Gough



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