#random #numbers #generator #non-cryptographic #statistics #performance #u64

no-std dandelion-random

A high performance non-cryptographic random number generator

2 releases

0.1.1 Jun 26, 2024
0.1.0 Jun 26, 2024

#1071 in Algorithms

Artistic-2.0

22KB
315 lines

Dandelion is a high performance non-cryptographic random number generator suitable for algorithms applied to simulation, testing, statistics, and data structures. It has a state of 128 bits, and a cycle length of 2¹²⁸ - 1.

Example

use dandelion::Rng;
let mut rng = Rng::from_u64(0);
let x = rng.u64();
let y = rng.between_u64(1, 6);
let z = rng.f64();

Algorithm

The core of Dandelion's random number generator has two parts: a state transition function F: (u64, u64) -> (u64, u64) and an output function G: (u64, u64) -> u64, such that the kth output is

G(F(F( ... F(x₀, y₀) ... )))
  \________/
   k times

where the initial state is (x₀, y₀).

The state transition function F is defined

F(x, y) = (y ^ shr(y, 19), x ^ ror(y, 7))

and the output function G is defined

G(x, y) = y + ((x * x) ^ ((x * x) >> 64))

where x and y are u64s, and we use both the lower and upper halves of a (u64, u64) -> u128 full multiply. We further require the state to not be all zeros, i.e. (x, y)(0, 0).

There are two things to note about these functions. First, F can be thought of as an invertible linear transformation on the space F₂¹²⁸ of vectors of 128 bits, i.e. F is an element of GL(128, F₂). Second, G can be thought of as a permutation on F₂¹²⁸ / { 0 } followed by a truncation.

The Period of the State Transition Function

We will demonstrate that the state transition function has full period 2¹²⁸ - 1. We can do the necessary computations on binary matrices in GL(128, F₂). Let A be the binary matrix representing our transition. Then it is sufficient to show that

pow(A, 2¹²⁸ - 1) = I

and

pow(A, (2¹²⁸ - 1) / p) ≠ I

for all prime divisors p of 2¹²⁸ - 1, where I is the identity matrix. We can compute powers pow(A, n) in O(log(n)) time, so these computations are feasible. Actually, it is a little faster to check the equivalent pow(A, 2¹²⁸) = A for the first condition.

The Mersenne number 2¹²⁸ - 1 factors into Fermat numbers as

2¹²⁸ - 1 =
    (2¹ + 1)
    * (2² + 1)
    * (2⁴ + 1)
    * (2⁸ + 1)
    * (2¹⁶ + 1)
    * (2³² + 1)
    * (2⁶⁴ + 1)

and the prime factorizations of small(er) Fermat numbers are well known. The full prime factorization of 2¹²⁸ - 1 is

2¹²⁸ - 1 =
    3
    * 5
    * 17
    * 257
    * 65_537
    * 641
    * 6_700_417
    * 274_177
    * 67_280_421_310_721

The complete set of (α, β) such that

(x, y) ⇒ (y ^ shr(y, α), x ^ ror(y, β))

has full period is

α=19 β=7
α=29 β=23 
α=33 β=29 

and we use (19, 7) because it has the least sparse transition matrix.

Maximal Equidistribution

The fact that the random number generator is maximally 1-equidistributed follows immediately from the fact that the state transition function has full period and that the output function is a truncated permutation.

Indeed, a Feistel round

(x, y) ⇒ (y + H(x), x)

is a permutation irrespective of any properties of H.

The output multiset is F₂¹²⁸ / 0 truncated to 64 bits, so 0 occurs 2⁶⁴ - 1 times and every other value occurs 2⁶⁴ times.

Design Considerations

A state size of 128 bits was selected because 64 bits might be too small for some non-cryptographic applications, but 128 bits should be enough for almost everything.

The state transition function is similar in spirit to those in the xorshift extended family, but is weakened as much as possible while retaining a full period.

The output function contains a mixer which does a (u64, u64) -> u128 full multiply and then xors the lower and upper halves. This does a lot of mixing while being relatively cheap on modern CPUs in phones, laptops, and servers. This kind of mixer was inspired by similar constructions in the mum-hash and wyhash libraries.

Dependencies

~140KB