Specific Problems with Other RNGs
pcg-random.org
pcg-random.org
Note that the field of pseudorandom number generation for non-cryptographic purposes is much less rigorous than cryptography. Typically, for a new generator to be accepted as "OK" all it needs to do is pass a number of fixed statistical tests, usually one of the TestU01 batteries [1]. This is usually the only falsifiable claim you get, and if you're familiar with diffusion and how to achieve it this is easy to work out. Other falsifiable claims include equidistribution, but that is not a very useful guarantee---simply incrementing by 1 will achieve that. The notion of indistinguishability against computationally-bounded adversaries does not exist. All of this contributes to this being a field where crackpottery abounds, and is hard to distinguish good from bad.
For example, here's a generator that uses 1/4 of an AES round per output word, and that passes the Crush battery of statistical tests (which uses ~2^35 samples). Is it a good generator? I would not bet on it.
#include <stdint.h>
#include <immintrin.h>
struct S {
static const unsigned kAesRounds = 1;
union {
uint32_t state_[4 * 4];
__m128i words_[4];
} u_;
unsigned counter_;
const __m128i key_;
S(uint64_t seed)
: u_{{0}}, key_{_mm_set_epi64x(seed, -seed)}, counter_{0} {
for(unsigned i = 0; i < 16; ++i) (void)next();
}
uint32_t next() {
const uint32_t output = u_.state_[counter_];
__m128i t = u_.words_[counter_ & 3];
counter_ = (counter_ + 1) & 15;
for(unsigned i = 0; i < kAesRounds; ++i)
t = _mm_aesenc_si128(t, key_);
u_.words_[counter_ & 3] = t;
return output;
}
};
[1] http://simul.iro.umontreal.ca/testu01/tu01.htmlYou are, of course, right about the actual point you're making. And calling _mm_aesenc_si128() once per 4 calls to next() may well suffice to pass a statistical test. Then again, even an LSFR passes most statistical tests...
if(counter_ >= 4) {
counter_ = 0;
u_.words_[0] = _mm_aesenc_si128(u_.words_[0], key_);
}
return u_.state_[counter_++];
Which only uses one AES call every 4 words (and only one block of storage). Instead, I chose to avoid the `if` and compute blocks ahead of time, which makes for more predictable performance.(As an aside, it's probably just my lack of familiarity, but considering how simple the algorithm is I find the syntax surprisingly hard to follow. Is this modern C++?)
Additionally, a generator that passes those 200 tests is not guaranteed to be high-quality for a particular usage, which might as well be considered nothing but another statistical test. There is the famous case of the r250 generator---an additive Fibonacci generator that passed all statistical tests of the time---which turned out to have characteristics that rendered costly real-world simulations wrong [1].
That is C++, yes, but I don't think there is much of anything modern about it. Trying to save on space probably contributed to its unreadability a bit.
[1] http://journals.aps.org/prl/abstract/10.1103/PhysRevLett.69....
Of course, PCG doesn't exist to secure secrets. That's for cryptographic primitives, not any old RNG. However, there are downsides for using trivially predictable RNGs. A randomized algorithm might degrade performance with carefully-crafted inputs. This may expose you to DOS attacks. Hashes are a better known issue, where several languages have moved to make hashing less predictable, and thus less game-able.
It would surely be better for an implementation to avoid exposing any of this altogether, but an RNG intended for general use should have the worst-case scenario in mind.
The reason not to go full-on cryptographic is simply that the alternatives are faster and have more features. A list of some of the cool stuff PCG has is on the front-page, but here goes:
It's extremely fast, pretty much the best non-cryptographic RNG out there distribution wise, of those tested, and a tiny dependency. The RNG is reproducible and supports multiple streams, including streams dependent on the address space. This also allows emulating Haskell's RNG splitting (where one RNG creates two new independent ones), which is neat if you don't want to share state between multiple parts of your program but still want global reproducibility, or even if you're just a functional programmer. You can skip it backwards and forwards, which is little used but a ton of help when you do want it. Each instantiated RNG is a few bytes big. Something like the Mersenne Twister is a bad thing to instantiate wildly, especially on memory-constrained systems. Not a massive issue, but it's still silly any RNG fails at this. Last but certainly not least, it's a tiny dependency.
It is hard to imagine another scenario in which using an insecure RNG is good engineering. Secure RNGs are somewhat costlier than fast insecure RNGs, but it is very hard to predict which incidental random numbers won't ever need to be secure.
(I would generally take anything 'pbsd says about RNGs to the bank.)
But look at C++'s new RNG library. Go's random library. People don't want to give up the lightweight, fast defaults they have. Even Rust's canonical random library has an XorShiftRng. These are what PCG is competing with, and replacing all those weak RNGs with PGC RNGs would make them all much better.
There's a bit of discussion here: https://news.ycombinator.com/item?id=9887548
Slavik81 in that thread mentions raytracing as an example use.
But a good CSPRNG has excellent statistical properties. So if you make "unpredictability" a requirement, their slow PRNG becomes very attractive. In other words, they made up a problem for their solution.
If you need a statistical PRNG, use a statistical PRNG. (The best are xorshift1024* and xorshift128+.) If you need a CSPRNG, use a CSPRNG.
It can be surprisingly tricky to predict which random values an application uses will end up being security-critical.
I agree that most cases you either don't care at all or need a real CSPRNG.
I agree that it's a marginal gain here, but Thomas asked for a case where predictability of "more difficult than a LCG or Mersenne Twister, but not infeasible under crypto assumptions" would have value. This would be an example.
Also, does anyone know if PCG is in use somewhere today?
Not mentioning speed variability of ChaCha family is a flaw in analysis.
> No facility for a user-provided seed, preventing programs from getting reproducible results
> Periodically “stirs” the generator using kernel-provided entropy; this code must be removed if reproducible results desired (in testing its speed, I deleted this code)
seem like exactly the kinds of foot guns you really want removed from an RNG you're using for real live code.
The former really isn't a problem except for really poor APIs, and the later isn't made worse by it... although the PCG random author does like to make a point of just how bad it is in C++ (see [1]).
[1] https://www.reddit.com/r/cpp/comments/31857s/random_number_g...
If you rely on the order of the output, for reliably consistent test cases in this instance, avoid using black-box RNGs which could change implementation under your nose without much or any warning.
A seedable black-box RNG that guarantees what seed corresponds to what stream is way simpler to use than a list of random numbers, IMHO. It's the difference between copying one number and copying a million.
We are agreeing here.
> A seedable black-box RNG that guarantees what seed corresponds
If you can control when the blackbox gets updated, or the blackbox carries a guarantee of stable output for any given seed over the while time of its existence, yes. But if you are using OS provided RNGs, as a for instance, their behaviour is not defined (well they are, but those definitions are not set in stone) and may change as kernel updates happen.
That is why I suggest "making your own simple PRNG". This could be as simple as picking a known documented algorithm as implemented by a particular library and using that in your test cases - it doesn't need to be as much as writing your own function even.
So this was a fun hash that I came up with when I was looking
for a 128-bit hash for falkervisor's code coverage database.
This hash passes all of smhasher's tests, faster than any other
hash that does the same.
I made this up by randomly testing things until it passed
all of smhashers tests. It is likely that this hash is heavily
flawed and smhasher just doesn't stress its flaws.
https://github.com/gamozolabs/falkhashhttps://code.google.com/p/fast-hash/source/browse/trunk/hash...
The fit function is only the avalanche test, but that's easily exchangable.