splitmix-0.1.0.3: Fast Splittable PRNG

# splitmix-0.1.0.3: Fast Splittable PRNG

Pure Haskell implementation of SplitMix described in

Guy L. Steele, Jr., Doug Lea, and Christine H. Flood. 2014. Fast splittable pseudorandom number generators. In Proceedings of the 2014 ACM International Conference on Object Oriented Programming Systems Languages & Applications (OOPSLA '14). ACM, New York, NY, USA, 453-472. DOI: https://doi.org/10.1145/2660193.2660195

The paper describes a new algorithm SplitMix for splittable pseudorandom number generator that is quite fast: 9 64 bit arithmetic/logical operations per 64 bits generated.

SplitMix is tested with two standard statistical test suites (DieHarder and TestU01, this implementation only using the former) and it appears to be adequate for "everyday" use, such as Monte Carlo algorithms and randomized data structures where speed is important.

In particular, it should not be used for cryptographic or security applications, because generated sequences of pseudorandom values are too predictable (the mixing functions are easily inverted, and two successive outputs suffice to reconstruct the internal state).

Signatures

Modules

- System
  Submodules
  - Random
    Submodules
    - System.Random.SplitMix
    - System.Random.SplitMix32