Random123

This is a Haskell port of counter-based random number generators from Random123 library v1.07 (with a minor bugfix). The description of algorithms can be also found in Salmon et al., P. Int. C. High. Perform. 16 (2011).

Contributing

When making changes to the library, run (or update, if necessary) functionality tests. This can be done as

$ cabal configure --enable-tests
$ cabal build
$ cabal test

or just by executing cd test; ./test.sh. You can also check the performance by running benchmarks as

$ cabal configure --enable-benchmarks
$ cabal build
$ cabal bench

or by executing cd test; ./test_perf.sh. Benchmarks will create a report file test_perf.html in the folder where they were executed from.

Performance issues:
- According to Salmon et al., Threefry-4x64 should be the fastest algorithm on CPUs. This is not what I'm seeing; need to investigate it further. If it is made faster, it should be used as the default bijection for CBRNG32/64 instead of philox4.
- 32-bit Threefry shows suprisingly low performance (see Bijection benchmark group).
- In general, there seems to be a lot of optimizations that can be done, in particular in terms of strategically placed strictness enforcement.
Current split implementation is a quick solution that kind of works (much like StdGen's one). A mathematically robust implementation is required (and CBRNGs by nature should be well-suited for this). Moreover, it would be great to have some tests that could distinguish "bad" split from a "good" one.