Tuesday, August 31, 2010

16 bit xorshift rng (now with more period)

So, in Marsaglia's paper, the basic xorshift rng the code is:
yˆ=(y<<a); y^=(y>>b); return (yˆ=(y<<c));

I looked at this in my last post, and had a brief look at the (a,b,c) triplets to use. However, this only yields a period length of the word size used. In my case, that's 2^16-1 -- not much. However, further on in the paper, section 3.1, a method is described for longer periods through additional state and promotion:
t=(xˆ(x<<a)); x=y; return y=(yˆ(y>>c))ˆ(tˆ(t>>b));

This is listed as 2^64-1 using 32-bit words, but there's no reason we can't use 16-bit words. This reduces the period to 2^32-1, and requires new triplets. I scanned (1,1,1) through till (15,15,15), here's the list:


Values marked with an asterisk score well on the majority of diehard tests. It's probably not a good idea to use the other values, even though they do have a complete period. Notably, all values fail binary matrices tests for 31x31 and 32x32 - I think this is expected, and mentioned in Marsaglia2003.

So, the routine in C:
uint16_t rnd_xorshift_32() {
static uint16_t x=1,y=1;
uint16_t t=(x^(x<<5));
return y=(y^(y>>1))^(t^(t>>3));

and in assembly:
; returns a 16-bit value >0, has a 2^32-1 period
push cx
push dx
db 0b8h ; t=(x^(x shl a))
random_x: dw 1
mov dx,ax
mov cl,5
shl dx,cl
xor ax,dx
mov dx,ax ; y=(y^(y shr c))^(t^(t shr b))
mov cl,3 ; ^^^^^^^^^^^
shr dx,cl
xor ax,dx
push ax ; save t^(t shr b)
db 0b8h
random_y: dw 1
mov cs:[random_x],ax ; x=y
mov dx,ax ; y=(y^(y shr c))^(t^(t shr b))
shr dx,1 ; ^^^^^^^^^^^
xor ax,dx
pop dx
xor ax,dx
mov cs:[random_y],ax
pop dx
pop cx


Ben Jamin' said...

Which triplet passes the most tests? (5,3,1)?

Brad said...

From memory the asterisked triplets performed equally well.

Russell Borogove said...

Thanks for this - I was looking for a suitable RNG to run on an AVR microcontroller (8-bit, but the register file is generous enough that the compiler can handle wider operations reasonably) and 64-bit xorshift seemed overkill.

Brad said...

To avoid register churn you can use 8-bit sizes and the form mentioned in 3.1:

static uint8_t Q[4]={1,1,1,1};
uint8_t g(unsigned int i, unsigned int j, unsigned int k, unsigned int l)
uint8_t t;
t = (Q[0] ^ (Q[0] << i)) ^
(Q[1] ^ (Q[1] >> j)) ^
(Q[2] ^ (Q[2] << k)) ^
(Q[3] ^ (Q[3] << l));
Q[0] = Q[1]; Q[1] = Q[2]; Q[2] = Q[3]; Q[3] = t;
return t;

where (i,j,k,l) is one of:


hopper said...

Is it necessary to start with x = y = 1 or can I use any non-zero values?



hopper said...

I'm also curious how to test 16 bit values with Diehard or other test suite. As far as I knew, they mostly expect 32 bit values?

Brad said...

Hi M,

For initialization you'll need to ensure `x != 0 || y != 0`.

I used the Diehard test suite at the time, but nowadays you can use `PractRand stdin16`.


hopper said...

Thanks Brad

Yes I had already made sure that x and y were both non-zero. I am having to take them outside the function - that they are sent as seed arguments so that I can use this PRNG with OpenMP in parallel threads. It's working well.

I have tried PractRand now (v0.93 & v0.95) and it works for stdin but claims an input error with stdin16. Not sure why.

hopper said...

By the way, testing your asterisk parameter sets with PractRand stdin also chooses {5,3,1} as failing the fewest tests.