[Python-Dev] Time for a change of random number generator?

[Robert Kern]

On 2016-02-11 00:08, Greg Ewing wrote:
> The Mersenne Twister is no longer regarded as quite state-of-the art
> because it can get into states that produce long sequences that are
> not very random.
>
> There is a variation on MT called WELL that has better properties
> in this regard. Does anyone think it would be a good idea to replace
> MT with WELL as Python's default rng?
>
> https://en.wikipedia.org/wiki/Well_equidistributed_long-period_linear

There was a side-discussion about this during the secrets module proposal 
discussion.

WELL would not be my first choice. It escapes the excess-0 islands faster than 
MT, but still suffers from them. More troubling to me is that it is a linear 
feedback shift register, like MT, and all LFSRs quickly fail the linear 
complexity test in BigCrush.

xorshift* shares some of these flaws, but is significantly stronger and 
dominates WELL in most (all?) relevant dimensions.

   http://xorshift.di.unimi.it/

I'm favorable to the PCG family these days, though xorshift* and Random123 are 
reasonable alternatives.

   http://www.pcg-random.org/
   https://www.deshawresearch.com/resources_random123.html

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless enigma
  that is made terrible by our own mad attempt to interpret it as though it had
  an underlying truth."
   -- Umberto Eco