Real-time-safe random number generator. #130
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Xorshift random number generator is a constant-time pseudorandom generator that's real-time-safe. We also create an "uniform" distribution function that converts the random number generator (which generates a random 64 bit sequence) to a number in [0, 1). This uniform distribution is guaranteed to be constant time but is not 100% uniform as it does not regenerate a number if the underlying generator generates its max value. In the case where the underlying generator generates its max value, this distribution function will generate 0.0. This means the chance of generating 0.0 is slightly higher than every other value, making the distribution not truly uniform. The non-uniformity should be very small with respect to the Xorshift64 generator so it should work for non-cryptographic purposes (which you probably shouldn't be doing in real-time anyway).
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Xorshift random number generator is a constant-time pseudorandom
generator that's real-time-safe.
We also create an "uniform" distribution function that converts the
random number generator (which generates a random 64 bit sequence) to a
number in [0, 1). This uniform distribution is guaranteed to be constant
time but is not 100% uniform as it does not regenerate a number if the
underlying generator generates its max value. In the case where the
underlying generator generates its max value, this distribution function
will generate 0.0. This means the chance of generating 0.0 is slightly
higher than every other value, making the distribution not truly
uniform. The non-uniformity should be very small with respect to the
Xorshift64 generator so it should work for non-cryptographic purposes
(which you probably shouldn't be doing in real-time anyway).