math/rand/v2: add PCG-DXSM
For the original math/rand, we ported Plan 9's random number
generator, which was a refinement by Ken Thompson of an algorithm
by Don Mitchell and Jim Reeds, which Mitchell in turn recalls as
having been derived from an algorithm by Marsaglia. At its core,
it is an additive lagged Fibonacci generator (ALFG).
Whatever the details of the history, this generator is nowhere
near the current state of the art for simple, pseudo-random
generators.
This CL adds an implementation of Melissa O'Neill's PCG, specifically
the variant PCG-DXSM, which she defined after writing the PCG paper
and which is now the default in Numpy. The update is slightly slower
(a few multiplies and adds, instead of a few adds), but the state
is dramatically smaller (2 words instead of 607). The statistical
output properties are better too.
A followup CL will delete the old generator.
PCG is the only change here, so no benchmarks should be affected.
Including them anyway as further evidence for caution.
goos: linux
goarch: amd64
pkg: math/rand/v2
cpu: AMD Ryzen 9 7950X 16-Core Processor
│
8993506f2f.amd64 │
01ff938549.amd64 │
│ sec/op │ sec/op vs base │
SourceUint64-32 1.325n ± 1% 1.352n ± 1% +2.00% (p=0.000 n=20)
GlobalInt64-32 2.240n ± 1% 2.083n ± 0% -7.03% (p=0.000 n=20)
GlobalInt64Parallel-32 0.1041n ± 1% 0.1035n ± 1% ~ (p=0.064 n=20)
GlobalUint64-32 2.072n ± 3% 2.038n ± 1% ~ (p=0.089 n=20)
GlobalUint64Parallel-32 0.1008n ± 1% 0.1006n ± 1% ~ (p=0.804 n=20)
Int64-32 1.716n ± 1% 1.687n ± 2% ~ (p=0.045 n=20)
Uint64-32 1.665n ± 1% 1.674n ± 2% ~ (p=0.878 n=20)
GlobalIntN1000-32 3.335n ± 1% 3.135n ± 1% -6.00% (p=0.000 n=20)
IntN1000-32 2.484n ± 1% 2.478n ± 1% ~ (p=0.085 n=20)
Int64N1000-32 2.502n ± 2% 2.455n ± 1% -1.88% (p=0.002 n=20)
Int64N1e8-32 2.484n ± 2% 2.467n ± 2% ~ (p=0.048 n=20)
Int64N1e9-32 2.502n ± 0% 2.454n ± 1% -1.92% (p=0.000 n=20)
Int64N2e9-32 2.502n ± 0% 2.482n ± 1% -0.76% (p=0.000 n=20)
Int64N1e18-32 3.201n ± 1% 3.349n ± 2% +4.62% (p=0.000 n=20)
Int64N2e18-32 3.504n ± 1% 3.537n ± 1% ~ (p=0.185 n=20)
Int64N4e18-32 4.873n ± 1% 4.917n ± 0% +0.90% (p=0.000 n=20)
Int32N1000-32 2.639n ± 1% 2.386n ± 1% -9.57% (p=0.000 n=20)
Int32N1e8-32 2.686n ± 2% 2.366n ± 1% -11.91% (p=0.000 n=20)
Int32N1e9-32 2.636n ± 1% 2.355n ± 2% -10.70% (p=0.000 n=20)
Int32N2e9-32 2.660n ± 1% 2.371n ± 1% -10.88% (p=0.000 n=20)
Float32-32 2.261n ± 1% 2.245n ± 2% ~ (p=0.752 n=20)
Float64-32 2.280n ± 1% 2.235n ± 1% -1.97% (p=0.007 n=20)
ExpFloat64-32 3.891n ± 1% 3.813n ± 3% ~ (p=0.087 n=20)
NormFloat64-32 3.711n ± 1% 3.652n ± 2% ~ (p=0.021 n=20)
Perm3-32 32.60n ± 2% 33.12n ± 3% ~ (p=0.107 n=20)
Perm30-32 204.2n ± 0% 205.1n ± 1% ~ (p=0.358 n=20)
Perm30ViaShuffle-32 121.7n ± 2% 110.8n ± 1% -8.96% (p=0.000 n=20)
ShuffleOverhead-32 106.2n ± 2% 113.0n ± 1% +6.36% (p=0.000 n=20)
Concurrent-32 2.190n ± 5% 2.100n ± 0% -4.13% (p=0.001 n=20)
PCG_DXSM-32 1.490n ± 0%
goos: darwin
goarch: arm64
pkg: math/rand/v2
cpu: Apple M1
│
8993506f2f.arm64 │
01ff938549.arm64 │
│ sec/op │ sec/op vs base │
SourceUint64-8 2.271n ± 0% 2.258n ± 1% ~ (p=0.167 n=20)
GlobalInt64-8 2.161n ± 1% 2.167n ± 0% ~ (p=0.693 n=20)
GlobalInt64Parallel-8 0.4303n ± 0% 0.4310n ± 0% ~ (p=0.051 n=20)
GlobalUint64-8 2.164n ± 1% 2.182n ± 1% ~ (p=0.042 n=20)
GlobalUint64Parallel-8 0.4287n ± 0% 0.4297n ± 0% ~ (p=0.082 n=20)
Int64-8 2.478n ± 1% 2.472n ± 1% ~ (p=0.151 n=20)
Uint64-8 2.460n ± 1% 2.449n ± 1% ~ (p=0.013 n=20)
GlobalIntN1000-8 2.814n ± 2% 2.814n ± 2% ~ (p=0.821 n=20)
IntN1000-8 3.003n ± 2% 2.998n ± 2% ~ (p=0.024 n=20)
Int64N1000-8 2.954n ± 0% 2.949n ± 2% ~ (p=0.192 n=20)
Int64N1e8-8 2.956n ± 0% 2.953n ± 2% ~ (p=0.109 n=20)
Int64N1e9-8 3.325n ± 0% 2.950n ± 0% -11.26% (p=0.000 n=20)
Int64N2e9-8 2.956n ± 2% 2.946n ± 2% ~ (p=0.027 n=20)
Int64N1e18-8 3.780n ± 1% 3.779n ± 1% ~ (p=0.815 n=20)
Int64N2e18-8 4.385n ± 0% 4.370n ± 1% ~ (p=0.402 n=20)
Int64N4e18-8 6.527n ± 0% 6.544n ± 1% ~ (p=0.140 n=20)
Int32N1000-8 2.964n ± 1% 2.950n ± 0% -0.47% (p=0.002 n=20)
Int32N1e8-8 2.964n ± 1% 2.950n ± 2% ~ (p=0.013 n=20)
Int32N1e9-8 2.963n ± 2% 2.951n ± 2% ~ (p=0.062 n=20)
Int32N2e9-8 2.961n ± 2% 2.950n ± 2% -0.37% (p=0.002 n=20)
Float32-8 3.442n ± 0% 3.441n ± 0% ~ (p=0.211 n=20)
Float64-8 3.442n ± 0% 3.442n ± 0% ~ (p=0.067 n=20)
ExpFloat64-8 4.472n ± 0% 4.481n ± 0% +0.20% (p=0.000 n=20)
NormFloat64-8 4.734n ± 0% 4.725n ± 0% -0.19% (p=0.003 n=20)
Perm3-8 26.55n ± 0% 26.55n ± 0% ~ (p=0.833 n=20)
Perm30-8 181.9n ± 0% 181.9n ± 0% -0.03% (p=0.004 n=20)
Perm30ViaShuffle-8 143.1n ± 0% 142.9n ± 0% ~ (p=0.204 n=20)
ShuffleOverhead-8 120.6n ± 1% 120.8n ± 2% ~ (p=0.102 n=20)
Concurrent-8 2.357n ± 2% 2.421n ± 6% ~ (p=0.016 n=20)
PCG_DXSM-8 2.531n ± 0%
goos: linux
goarch: 386
pkg: math/rand/v2
cpu: AMD Ryzen 9 7950X 16-Core Processor
│
8993506f2f.386 │
01ff938549.386 │
│ sec/op │ sec/op vs base │
SourceUint64-32 2.102n ± 2% 2.069n ± 0% ~ (p=0.021 n=20)
GlobalInt64-32 3.542n ± 2% 3.456n ± 1% -2.44% (p=0.001 n=20)
GlobalInt64Parallel-32 0.3202n ± 0% 0.3252n ± 0% +1.56% (p=0.000 n=20)
GlobalUint64-32 3.507n ± 1% 3.573n ± 1% +1.87% (p=0.000 n=20)
GlobalUint64Parallel-32 0.3170n ± 1% 0.3159n ± 0% ~ (p=0.167 n=20)
Int64-32 2.516n ± 1% 2.562n ± 2% ~ (p=0.016 n=20)
Uint64-32 2.544n ± 1% 2.592n ± 0% +1.85% (p=0.000 n=20)
GlobalIntN1000-32 6.237n ± 1% 6.266n ± 2% ~ (p=0.268 n=20)
IntN1000-32 4.670n ± 2% 4.724n ± 2% ~ (p=0.644 n=20)
Int64N1000-32 5.412n ± 1% 5.490n ± 2% ~ (p=0.159 n=20)
Int64N1e8-32 5.414n ± 2% 5.513n ± 2% ~ (p=0.129 n=20)
Int64N1e9-32 5.473n ± 1% 5.476n ± 1% ~ (p=0.723 n=20)
Int64N2e9-32 5.487n ± 1% 5.501n ± 2% ~ (p=0.481 n=20)
Int64N1e18-32 8.901n ± 2% 9.043n ± 2% ~ (p=0.330 n=20)
Int64N2e18-32 9.521n ± 1% 9.601n ± 2% ~ (p=0.703 n=20)
Int64N4e18-32 11.92n ± 1% 12.00n ± 1% ~ (p=0.489 n=20)
Int32N1000-32 4.785n ± 1% 4.829n ± 2% ~ (p=0.402 n=20)
Int32N1e8-32 4.748n ± 1% 4.825n ± 2% ~ (p=0.218 n=20)
Int32N1e9-32 4.810n ± 1% 4.830n ± 2% ~ (p=0.794 n=20)
Int32N2e9-32 4.812n ± 1% 4.750n ± 2% ~ (p=0.057 n=20)
Float32-32 10.48n ± 4% 10.89n ± 4% ~ (p=0.162 n=20)
Float64-32 19.79n ± 3% 19.60n ± 4% ~ (p=0.668 n=20)
ExpFloat64-32 12.91n ± 3% 12.96n ± 3% ~ (p=1.000 n=20)
NormFloat64-32 7.462n ± 1% 7.516n ± 1% ~ (p=0.051 n=20)
Perm3-32 35.98n ± 2% 36.78n ± 2% ~ (p=0.033 n=20)
Perm30-32 241.5n ± 1% 238.9n ± 2% ~ (p=0.126 n=20)
Perm30ViaShuffle-32 187.3n ± 2% 189.7n ± 2% ~ (p=0.387 n=20)
ShuffleOverhead-32 160.2n ± 1% 159.8n ± 1% ~ (p=0.256 n=20)
Concurrent-32 3.308n ± 3% 3.286n ± 1% ~ (p=0.038 n=20)
PCG_DXSM-32 7.613n ± 1%
For #61716.
Change-Id: Icb274ca1f782504d658305a40159b4ae6a2f3f1d
Reviewed-on: https://go-review.googlesource.com/c/go/+/502505
Auto-Submit: Russ Cox <rsc@golang.org>
Reviewed-by: Dmitri Shuralyov <dmitshur@google.com>
LUCI-TryBot-Result: Go LUCI <golang-scoped@luci-project-accounts.iam.gserviceaccount.com>
Reviewed-by: Rob Pike <r@golang.org>