Re: rand48 replacement

Hi,

On 5/24/21 12:31 PM, Fabien COELHO wrote:
> 
> Hello pg-devs,
> 
> I have given a go at proposing a replacement for rand48.
> 

So what is the motivation for replacing rand48? Speed, quality of 
produced random numbers, features rand48 can't provide, or what?

> POSIX 1988 (?) rand48 is a LCG PRNG designed to generate 32 bits 
> integers or floats based on a 48 bits state on 16 or 32 bits 
> architectures. LCG cycles on the low bits, which can be quite annoying. 
> Given that we run on 64 bits architectures and that we need to generate 
> 64 bits ints or doubles, IMHO it makes very little sense to stick to that.
> 
> We should (probably) want:
>   - one reasonable default PRNG for all pg internal uses.
>   - NOT to invent a new design!
>   - something fast, close to rand48 (which basically does 2 arithmetic
>     ops, so it is hard to compete)
>     no need for something cryptographic though, which would imply slow
>   - to produce 64 bits integers & doubles with a 52 bits mantissa,
>     so state size > 64 bits.
>   - a small state though, because we might generate quite a few of them
>     for different purposes so state size <= 256 or even <= 128 bits
>   - the state to be aligned to whatever => 128 bits
>   - 64 bits operations for efficiency on modern architectures,
>     but not 128 bits operations.
>   - not to depend on special hardware for speed (eg MMX/SSE/AES).
>   - not something with obvious known and relevant defects.
>   - not something with "rights" attached.
> 
> These constraints reduce drastically the available options from 
> https://en.wikipedia.org/wiki/List_of_random_number_generators
> 
> The attached patch removes "rand48" and adds a "pg_prng" implementation 
> based on xoroshiro128ss, and replaces it everywhere. In pgbench, the non 
> portable double-relying code is replaced by hopefully portable ints. The 
> interface makes it easy to replace the underlying PRNG if something else 
> is desired.
> 

xoroshiro seems reasonable. How does it compare to rand48? Does it need 
much less/more state, is it faster/slower, etc.? I'd expect that it 
produces better random sequence, considering rand48 is a LCG, which is 
fairly simple decades old design.


regards

-- 
Tomas Vondra
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