CODEWITHSUNDEEP
randommersenne-twister
Wilhelm
Wilhelm

Reputation: 1886

Is Mersenne Twister a good binary RNG?

I'm trying to find an RNG to generate a stream of pseudorandom bits. I have found that Mersenne Twister (MT19937) is a widely used RNG that generates good 32-bit unsigned integers and that implementations have been done to generate apparently good double-precision floats (generating a 53-bit integer). But I don't seem to find any references to it being well-behaved on the bit side of things.

Marsaglia expressed some concerns about the randomness of Mersenne Twister that are making me doubt about using it.

Does anybody know if Mersenne Twister has a significant bias used to generate pseudorandom bits? If it is the case, does anyone know a good pseudorandom bit generator?

Upvotes: 2

Views: 2422

Answers (2)

Veedrac
Veedrac

Reputation: 60137

No.

Nobody should be choosing a Mersenne Twister to generate randomness unless it's built-in, and if you are using randomness extensively you should be replacing it anyway. The Mersenne Twister fails basic statistical randomness tests that far simpler, far faster algorithms do not, and is generally just a bit disappointing.

The insecure, non-crytographic pseudo-random number generators I recommend nowadays are xoroshiro+ and the PCG family. xoroshiro+ is faster and purported to be slightly higher quality, but the PCG family comes with a more complete library and fills more roles.

However, modern cryptographic randomness can get more than fast enough. Rust's rand library uses ISAAC by default, and other choices exist. This should be your default choice in all but the most exceptional cases.

Upvotes: 1

Cort Ammon
Cort Ammon

Reputation: 10863

All psudorandom generators strive to generate a high degree of unpredictability per bit. There is currently no way to predict a bit from mersene twisters with a degree substantially better than random chance until you observe 624 values.

All questions in the form of "is X RNG good" must be replied with: "what are you doing with it?" Meresene Twister has had GREAT success in simulations because of its excellent frequency distributions. In cryptographic situations, it is completely and utterly devoid of all value whatsoever. The internal state can be identified by looking at any 624 contiguous outputs. Blum Blum Shub has been very strong in cryptographic situations, but it runs unacceptably slow for use in simulations.

Upvotes: 3

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