Re: [Rd] portable parallel seeds project: request for critiques

From: Karl Forner <karl.forner_at_gmail.com>
Date: Fri, 02 Mar 2012 13:36:34 +0100

Thanks for your quick reply.

About the rngSetSeed package: is it usable at c/c++ level ?

The same can be said about initializations. Initialization is a random
> number generator, whose output is used as the initial state of some
> other generator. There is no proof that a particular initialization cannot
> be distinguished from truly random numbers in a mathematical sense for
> the same reason as above.
>
> A possible strategy is to use a cryptographically strong hash function
> for the initialization. This means to transform the seed to the initial
> state of the generator using a function, for which we have a good
> guarantee that it produces output, which is computationally hard to
> distinguish from truly random numbers. For this purpose, i suggest
> to use the package rngSetSeed provided currently at
>
> http://www.cs.cas.cz/~savicky/randomNumbers/
>
> It is based on AES and Fortuna similarly as "randaes", but these
> components are used only for the initialization of Mersenne-Twister.
> When the generator is initialized, then it runs on its usual speed.
>
> In the notation of
>
> http://www.agner.org/random/ran-instructions.pdf
>
> using rngSetSeed for initialization of Mersenne-Twister is Method 4
> in Section 6.1.
>

Hmm I had not paid attention to the last paragraph:

> The seeding procedure used in the
> present software use*s a separate random number* generator of a different
> design in order to
> avoid any interference. An extra feature is the RandomInitByArray function
> which makes
> it possible to initialize the random number generator with multiple seeds.
> We can make sure
> that the streams have different starting points by using the thread id as
> one of the seeds.
>

So it means that I am already using this solution ! (in the RcppRandomSFTM, see other post).
and that I should be reasonably safe.

>
> I appreciate comments.
>
> Petr Savicky.
>
> P.S. I included some more comments on the relationship of provably good
> random number generators and P ?= NP question to the end of the page
>
> http://www.cs.cas.cz/~savicky/randomNumbers/

Sorry but it's too involved for me.

>
>
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> R-devel_at_r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>

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