Re: rand48 replacement

From: Tomas Vondra <tomas(dot)vondra(at)enterprisedb(dot)com>
To: Fabien COELHO <coelho(at)cri(dot)ensmp(dot)fr>, PostgreSQL Developers <pgsql-hackers(at)lists(dot)postgresql(dot)org>
Subject: Re: rand48 replacement
Date: 2021-05-24 10:57:13
Message-ID: 43a6e30b-542f-671a-e7bb-b7f78cf90e8c@enterprisedb.com
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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
EnterpriseDB: http://www.enterprisedb.com
The Enterprise PostgreSQL Company

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