bugGNU Scientific Library - Bugs: bug #60026, Incorporate MIXMAX random number...


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bug #60026: Incorporate MIXMAX random number extension into GSL

Submitter:  Patrick Alken <psa>
Submitted:  Tue 09 Feb 2021 04:09:05 AM UTC
Category:  None Severity:  3 - Normal
Operating System:  Status:  None
Assigned to:  None Open/Closed:  Open

Tue 09 Feb 2021 04:09:05 AM UTC, original submission:  

from savvidy =at= inp =dot= demokritos =dot= gr

We have news on MIXMAX PRNG.

1.It was fully implemented at CERN into the CLHEP/Geant4 software
a toolkit for the simulation of the passage of particles through matter as default generator:

                    https://proj-clhep.web.cern.ch/proj-clhep/    (see Notes)

2.Became a part of the CMS Simulation Software at CERN:

             https://indico.cern.ch/event/731433/contributions/3015654/attachments/1680131/2698971/CMSsim.pdf   (see Pages 13-17)

3.It was recently used by NASA  in their design of the new mission to the Sun
    with the neutrino telescope  - a Solar Neutrino Spacecraft - the article is attached (see page 13)

The authors of this project stated that:

" Early in this project, the random number generation functions available in standard C++ packages proved unsuitable for use;

they produce values which fall into a regular pattern of magnitude and will generally avoid generating numbers very near zero or one.

For these reasons, the MIXMAX family of pseudo-random number generators have been utilised here. Based off on Anosov C-systems—

a mathematical function group with useful instabilities in their structure— this family of generators allows for the most random numerical

output in the shortest computational time [7] ".

We think that the problems with C++ packages above were connected with the resolution power of the generators.
In a simple terms -  the MIXMAX is genuine 64 bit generator and have superior resolution power.

Please let me know if there were questions regarding MIXMAX.

Patrick Alken <psa>
Project Administrator


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