Sturla Molden added the comment:
George Marsaglia's latest random number generator KISS4691 is worth
considering, though I am not sure the performance is that different from
MT19937.
Here is a link to Marsaglia's post on comp.lang.c. Marasglia passed away
shortly after (Feb. 201
Sturla Molden added the comment:
I'm posting the code for comparison of KISS4691 and MT19937. I do realize
KISS4691 might not be sufficiently different from MT19937 in characteristics
for Raymond Hettinger to consider it. But at least here it is for reference
should it be of
Sturla Molden added the comment:
Another (bug fix) post by Marsaglia on KISS4691:
http://www.phwinfo.com/forum/comp-lang-c/460292-ensuring-long-period-kiss4691-rng.html
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Changes by Sturla Molden :
Removed file: http://bugs.python.org/file22905/prngtest.zip
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Changes by Sturla Molden :
Added file: http://bugs.python.org/file22906/prngtest.zip
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Sturla Molden added the comment:
Further suggestions to improve the random module:
** Object-oriented PRNG: Let it be an object which stores the random state
internally, so we can create independent PRNG objects. I.e. not just one global
generator.
** Generator for quasi-random Sobol
Sturla Molden added the comment:
"The problem is that the Python API can only produce one number per call and a
function call in Python is really slow (it creates a Python frame). If you want
to speed it Python, it would be better to add methods to generate arrays to
limit the overhe