PCG random number generator

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1

Just want to ask if there is a Fortran implementation of PCG random number generator.

2

Maybe, Attempt of porting the PCG random number generator by Melissa O'Neill to Fortran. The code is not tested. Signed integers are used for the state. · GitHub

3

That gist by @ivanpribec apparently. Maybe they have a newer version? :slight_smile:

4

That PCG generator gist is linked to this thread from stdlib: Proposal for statistical distributions · Issue #234 · fortran-lang/stdlib · GitHub

There is also a Fortran wrapper from Daan Van Vugt: GitHub - DaanVanVugt/pcg32-fortran: A wrapper module for the pcg-random family of prng's

Also take a look at the NumPy documentation: Upgrading PCG64 with PCG64DXSM — NumPy v1.23 Manual. Apparently the simpler PCG64 generator has some deficiencies. Both Daan and I ported the PCG32 generator, which likely suffers from the same (if not worse) problems.

5

I encourage you to test any RNG implementation you find with, either

but preferably both. Daniel Lemire wrote a blog post on Testing non-cryptographic random number generators and also provides a GitHub repository with the instructions needed: GitHub - lemire/testingRNG: Testing common random-number generators (RNG)

@mecej4 referred to these tests recently, in a separate Discourse thread.