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Posted to issues@commons.apache.org by "Alex Herbert (Jira)" <ji...@apache.org> on 2019/10/07 11:23:00 UTC
[jira] [Created] (RNG-122) Change SeedFactory random source
Alex Herbert created RNG-122:
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Summary: Change SeedFactory random source
Key: RNG-122
URL: https://issues.apache.org/jira/browse/RNG-122
Project: Commons RNG
Issue Type: Improvement
Components: simple
Affects Versions: 1.3
Reporter: Alex Herbert
Assignee: Alex Herbert
The SeedFactory uses {{XOR_SHIFT_1024_S}}. This has a systematic failure in BigCrush using the lower 32-bit bit in reverse order:
[Xorshift1024*, xorshift1024+, xorshift128+ and xoroshiro128+ fail statistical tests for linearity|https://www.sciencedirect.com/science/article/pii/S0377042718306265?dgcid=author]
I have tested {{XOR_SHIFT_1024_S}} and {{XOR_SHIFT_1024_S_PHI}} using 10 runs of BigCrush and see the following results:
{noformat}
RNG Bit-reversed TestU01 (BigCrush)
XOR_SHIFT_1024_S true 1,2,1,1,1,1,2,2,1,1
XOR_SHIFT_1024_S_PHI true 1,1,1,1,2,1,1,1,1,1
RandomSource,Bit-reversed,Test,Failures,Failed
XOR_SHIFT_1024_S,true,TestU01 (BigCrush),1,80 LinearComp, r = 0
XOR_SHIFT_1024_S,true,TestU01 (BigCrush),1,80 LinearComp, r = 0
XOR_SHIFT_1024_S,true,TestU01 (BigCrush),1,80 LinearComp, r = 0
XOR_SHIFT_1024_S,true,TestU01 (BigCrush),1,80 LinearComp, r = 0
XOR_SHIFT_1024_S,true,TestU01 (BigCrush),1,80 LinearComp, r = 0
XOR_SHIFT_1024_S,true,TestU01 (BigCrush),1,80 LinearComp, r = 0
XOR_SHIFT_1024_S,true,TestU01 (BigCrush),1,80 LinearComp, r = 0
XOR_SHIFT_1024_S,true,TestU01 (BigCrush),2,68 MatrixRank, L=1000, r=0|80 LinearComp, r = 0
XOR_SHIFT_1024_S,true,TestU01 (BigCrush),2,25 ClosePairs mNP2S, t = 16|80 LinearComp, r = 0
XOR_SHIFT_1024_S,true,TestU01 (BigCrush),2,74 RandomWalk1 M (L=50, r=0)|80 LinearComp, r = 0
XOR_SHIFT_1024_S_PHI,true,TestU01 (BigCrush),1,80 LinearComp, r = 0
XOR_SHIFT_1024_S_PHI,true,TestU01 (BigCrush),1,80 LinearComp, r = 0
XOR_SHIFT_1024_S_PHI,true,TestU01 (BigCrush),1,80 LinearComp, r = 0
XOR_SHIFT_1024_S_PHI,true,TestU01 (BigCrush),1,80 LinearComp, r = 0
XOR_SHIFT_1024_S_PHI,true,TestU01 (BigCrush),1,80 LinearComp, r = 0
XOR_SHIFT_1024_S_PHI,true,TestU01 (BigCrush),1,80 LinearComp, r = 0
XOR_SHIFT_1024_S_PHI,true,TestU01 (BigCrush),1,80 LinearComp, r = 0
XOR_SHIFT_1024_S_PHI,true,TestU01 (BigCrush),1,80 LinearComp, r = 0
XOR_SHIFT_1024_S_PHI,true,TestU01 (BigCrush),1,80 LinearComp, r = 0
XOR_SHIFT_1024_S_PHI,true,TestU01 (BigCrush),2,80 LinearComp, r = 0|80 LinearComp, r = 0
{noformat}
This shows a systematic failure of the {{LinearComp}} test as observed in the paper linked above.
Update the SeedFactory to use a different generator.
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