Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: RNGs with periods exceeding 10^(40million).
Replies: 32   Last Post: Apr 23, 2011 3:18 AM

 Messages: [ Previous | Next ]
 geo Posts: 38 Registered: 6/19/08
RNGs with periods exceeding 10^(40million).
Posted: Jan 16, 2011 1:51 PM

I offer here a MWC (Multiply-With-Carry) RNG whose
period I cannot determine---nor is it likely that
anyone else can---but that unknown period is almost
certainly greater than 10^40000000, i.e, 10^(40million).
Versions for either 32- and 64-bit integers are given,
as well as suggestions for similar versions with
periods as great or even greater magnitude.

MWC RNGs are ordinarily based on primes of the form
p=ab^r-1, with b=2^32 or 2^64 and a<b. They generate,
32- or 64-bits at a time, and in reverse order, the
binary expansions of rationals j/p, 0<j<p and the
period of that binary expansion is the order of 2 mod p.
The key part of the MWC process is: given 32-bit a,x,c,
extract the top and bottom 32 bits of a 64 bit a*x+c,
or, for given 64-bit a,x,c, extract the top and bottom
64 bits of a 128-bit a*x+c.

I have put various computers to work establishing the
order of 2 for MWC primes of the form ab^r-1, b=2^32,
or CMWC (Complimentary-Multiply-With-Carry), p=ab^r+1.
For example, it took 24 days on an early laptop to
establish that the order of 2 for p=54767*2^1337287+1
is (p-1)/2^3, and just last week I put a Samsung 64-bit
laptop to finding the order of 2 for the 11th largest
known prime, p=27653*2^9167433+1; in CMWC form,
p=14158336*b^286482+1. I expect it may take months.

Such searches are motivated by more than a Mt. Everest
syndrome, as extremely-long-period RNGs not only seem to
perform very well on tests of randomness, but have uses
for cryptography. For example, suppose, from a random
set of seeds, you have observed 100000 successive 32-bit
numbers from a CMWC RNG based on p=14158336*b^286482+1.
You will then be somewhere in an immense loop that has
over 10^(2million) appearances of exactly that same
sequence of 100000, leaving you virtually no chance of
finding your particular location and thus able to
predict forthcoming values.

Of course, if you can observe 286482 successive values,
then, after a little modular arithmetic to determine
the carry, you are OK. It is ensuring a large exponent
for b that makes the RNG desirable---the larger the better.

But in seeking large exponents for b and record periods,
why bother with an Everest when there are ranges with
peaks far beyond surveyor's skills but certain
to be several times as tall?

Such ranges come from considering, for very large r,
composites of the form m=ab^r-1, rather than primes of
that form. The example for this posting: the composite
m=(2^28-1)*2^(2^27)-1=(2^28-1)*b^(2^22)-1.
m has no prime divisors less than 21000000, and order(2,m)
is the lcm of the orders mod the prime divisors of m.
We cannot---and may never be able to--factor such an
m>10^40403570, but for primes q, the average value of
order(2,q)/q is around .572. Thus, even if m has, say,
40 prime factors, since (.572)^40>10^(-10), we can only
expect to "lose" around ten 10's, and perhaps ten more
through common factors for the lcm, providing an estimate
around 10^40403550 for the order of 2 mod m.

That the order of 2 mod m is less than 10^(40million)
seems extremely unlikely; we would have to "lose" over
400thousand 10's, when something in the range
of three to sixty 10's seems more likely.

So users should feel confident that the periods of the
following MWC RNGs far exceed 10^(40million). Based on
m=(2^28-1)b^(2^22)-1=(2^28-1)b^4194304-1 with b=2^32,
m=(2^28-1)B^(2^21)-1=(2^28-1)B^2091752-1 with B=2^64,
they are simple and very fast.
You would have to observe more than 134 million
successive bits produced be these MWC RNGs
in order to get close to cracking them.

Note that choosing a=2^i-1 in m=ab^r-1 makes finding
the top and bottom 32 bits of a purported 64 bit
a*x+c feasible using only 32-bit arithmetic,
or, within 64-bit arithmetic, finding the top
and bottom 64 bits of a purported 128 bit a*x+c.

Here are C versions using, for 32-bit integers,
an unsigned long array Q[41943104], and for 64-bits,
an unsigned long long array Q[2091752].
Try them and see if you get the same results I do.

--------------------32-bit MWC version-------------------

#include <stdio.h>
static unsigned long Q[4194304],carry=0;

unsigned long b32MWC(void)
{unsigned long t,x; static int j=4194303;
j=(j+1)&4194303;
x=Q[j]; t=(x<<28)+carry;
carry=(x>>4)-(t<x);
return (Q[j]=t-x);
}

#define CNG ( cng=69069*cng+13579 )
#define XS ( xs^=(xs<<13), xs^=(xs>>17), xs^=(xs<<5) )
#define KISS ( b32MWC()+CNG+XS )

int main(void)
{unsigned long int i,x,cng=123456789,xs=362436069;
/* First seed Q[] with CNG+XS: */
for(i=0;i<4194304;i++) Q[i]=CNG+XS;
/* Then generate 10^9 b32MWC()s */
for(i=0;i<1000000000;i++) x=b32MWC();
printf("Does x=2769813733 ?\n x=%lu\n",x);
/* followed by 10^9 KISSes: */
for(i=0;i<1000000000;i++) x=KISS;
printf("Does x=3545999299 ?\n x=%lu\n",x);
return 0;
}

---------------- 64-bit MWC version ---------------------

#include <stdio.h>
static unsigned long long Q[2097152],carry=0;

unsigned long long B64MWC(void)
{unsigned long long t,x; static int j=2097151;
j=(j+1)&2097151;
x=Q[j]; t=(x<<28)+carry;
carry=(x>>36)-(t<x);
return (Q[j]=t-x);
}

#define CNG ( cng=6906969069LL*cng+13579 )
#define XS ( xs^=(xs<<13), xs^=(xs>>17), xs^=(xs<<43) )
#define KISS ( B64MWC()+CNG+XS )

int main(void)
{unsigned long long i,x,cng=123456789987654321LL,
xs=362436069362436069LL;
/* First seed Q[] with CNG+XS: */
for(i=0;i<2097152;i++) Q[i]=CNG+XS;
/* Then generate 10^9 B64MWC()s */
for(i=0;i<1000000000;i++) x=B64MWC();
printf("Does x=13596816608992115578 ?\n x=%llu\n",x);
/* followed by 10^9 KISSes: */
for(i=0;i<1000000000;i++) x=KISS;
printf("Does x=5033346742750153761 ?\n x=%llu\n",x);
return 0;
}

---------------------------------------------------------

Note that I advocate the KISS, (Keep-It-Simple-Stupid),
principle. Even though the MWC RNGs perform very well on
tests of randomness, combining with Congruential (CNG)
and Xorshift (XS) probably provides extra insurance
at the cost of a few simple instructions, (and making
the resulting KISS even harder to crack).

Also note that for unsigned integers such as in Fortran,
the C instruction -(t<x) means: subtract 1 if t<s,
and can be implemented for signed integers as t'<s',
where the ' means: flip the sign bit.

Full random seeding of the carry and the Q[] array
calls for more than 17 megabytes of random bits.
For ordinary randomness testing, filling, as above,
the Q[] array with Congruential+Xorshift may serve, but
for stronger crypto uses, many more than the random 64-
or 128-bits that CNG and XS require are needed.
Random seeding of the carry and the Q[] array amounts to
producing, either 32- or 64-bits at a time, the reverse-
order binary expansion of j/m for some 0<=j<=m. Indeed,
for m=ab^r-1, given the carry and the Q[] array, that j is

j=carry+a*sum(Q[i]*b^i),i=0..r-1.

There are phi(m) such j's with period order(2,m).
Since m has no prime factors less than 21000000, with
probability close to 1 a random seeding of Q[] should
produce a j that is relatively prime to m and thus
produce the full period---unknown but almost certainly
far in excess of 10^(40million). Even if random
seeding of carry and Q[] provides a j with gcd(j,m)>1,
the period is still likely to exceed 10^(40million).
There are two exceptions:
All Q[i]=0, carry=0 yields j=0 and the binary expansion
0/m=.00000000000000000...
All Q[i]=b-1=2^32-1 and carry=a-1=(2^28-2) yields j=m
and the binary expansion
m/m=.11111111111111111...

Almost any choice of m=(2^i-1)*2^(2^27)-1 is likely
to provide an immense order for 2 mod m.
Choices i=16,18,22,28 resulted in m's that have no
factors<10^7. Memory seems to be the key restriction
for the resulting Q[] array. With enough memory,
one might seek i's for which m=(2^i-1)*2^(2^28)-1
has no small factors, or even m=(2^i-1)*2^(2^29)-1,
boosting the unknown and unknowable periods of
MWC RNGs to ranges beyond 10^(40million).

George Marsaglia

Date Subject Author
1/16/11 geo
1/16/11 David Bernier
1/16/11 David Bernier
1/16/11 David Bernier
1/17/11 Tim Little
1/17/11 Georg Beyerle
1/19/11 David Bernier
1/17/11 robin
1/17/11 Greg Rose
1/17/11 robin
1/18/11 Maaartin
1/18/11 tom@iahu.ca
1/19/11 Maaartin
1/19/11 gnasher729
1/19/11 Greg Rose
4/18/11 Greg Rose
4/19/11 scattered
4/19/11 Georg Beyerle
4/19/11 Greg Rose
4/19/11 scattered
4/21/11 Mok-Kong Shen
4/21/11 Greg Rose
4/23/11 WTShaw
1/19/11 mike3
1/19/11 Greg Rose
1/20/11 jacob navia
1/20/11 Maaartin
1/20/11 Greg Rose
1/20/11 Greg Rose