biski64 0.2.5

A fast, robust, 64-bit pseudo-random number generator with a guaranteed period of 2^64.
Documentation

biski64: Fast and Robust 2^64 Period Pseudo-Random Number Generator

This repository contains biski64, an extremely fast pseudo-random number generator (PRNG) with a guaranteed period of 2^64. It is designed for non-cryptographic applications where speed and statistical quality are important.

The library is available on crates.io and the documentation can be found on docs.rs.

Features

  • High Performance: Significantly faster than standard library generators and modern high-speed PRNGs like xoroshiro128++ and xoshiro256++.
  • Exceptional Statistical Quality: Has passed PractRand (up to 32TB) with zero anomalies and has shown exceptional results in 100 runs of BigCrush. The core design has been proven to be fundamentally sound through rigorous scaled down testing.
  • Guaranteed 2^64 Period: Incorporates a 64-bit Weyl sequence to ensure a minimum period of 2^64.
  • Rust Ecosystem Integration: The library is no_std compatible and implements the standard RngCore and SeedableRng traits from rand_core for easy use.

Rust Installation

Add biski64 and rand to your Cargo.toml dependencies:

[dependencies]
biski64 = "0.2.2"
rand = "0.9"

Basic Usage

use rand::{RngCore, SeedableRng};
use biski64::Biski64Rng;

let mut rng = Biski64Rng::seed_from_u64(12345);
let num = rng.next_u64();

Third Party Testing

Christopher Wellons (skeeto) has tested biski64 in his PRNG Shootout and commented in Reddit:

Great stuff! When I plug it into my shootout, it's as fast as dualmix128 (i.e. saturates my benchmark), but with loopmix128's better properties. The 40-byte state is slightly heavy, but not bad at all, and certainly better than the gigantic states of classical PRNGs (Mersenne Twister, Lagged Fibonacci). As far as I can tell, biski64 would be a good PRNG to deploy in real programs.

Performance

  • Rust Speed:
  biski64            0.366 ns/call
  xoshiro256++       0.659 ns/call
  xoroshiro128++     0.879 ns/call
  • C Speed:
  biski64            0.418 ns/call
  wyrand             0.449 ns/call
  sfc64              0.451 ns/call
  xoshiro256++       0.593 ns/call
  xoroshiro128++     0.802 ns/call
  PCG128_XSL_RR_64   1.204 ns/call

Rust Algorithm

use std::num::Wrapping;

// In the actual implementation, these are fields of the Biski64Rng struct.
let (mut fast_loop, mut mix, mut last_mix, mut old_rot, mut output) = 
    (Wrapping(0), Wrapping(0), Wrapping(0), Wrapping(0), Wrapping(0));

const GR: Wrapping<u64> = Wrapping(0x9e3779b97f4a7c15);

#[inline(always)]
pub fn next_u64() -> u64 {
    let old_output = output;
    let new_mix = old_rot + output;

    output = GR * mix;
    old_rot = Wrapping(last_mix.0.rotate_left(18));

    last_mix = fast_loop ^ mix;
    mix = new_mix;

    fast_loop += GR;

    old_output.0
}

C Algorithm

// Golden ratio fractional part * 2^64
const uint64_t GR = 0x9e3779b97f4a7c15ULL;

// Helper for rotation
static inline uint64_t rotateLeft(const uint64_t x, int k) {
    return (x << k) | (x >> (64 - k));
}

uint64_t biski64() {
  uint64_t newMix = old_rot + output;

  output = GR * mix;
  old_rot = rotateLeft(last_mix, 18);

  last_mix = fast_loop ^ mix; 
  mix = newMix;

  fast_loop += GR;

  return output;
  }

(Note: See test files for full seeding and usage examples.)

BigCrush

BigCrush was run 100 times on biski64 (as well as on the below mentioned reference PRNGs).

Assuming test failure with a p-value below 0.001 or above 0.999 implies a 0.2% probability of a single test yielding a "false positive" purely by chance with an ideal generator. Running BigCrush 100 times (for a total of 25400 sub-tests), around 50.8 such chance "errors" would be anticipated.

biski64, 47 failed subtests (out of 25400 total)
  2 subtests failed twice

wyrand, 55 failed subtests (out of 25400 total)
  1 subtest failed THREE times
  5 subtests failed twice

sfc64, 70 failed subtests (out of 25400 total)
  1 subtest failed THREE times
  12 subtests failed twice

xoroshiro128++, 54 failed subtests (out of 25400 total)
  1 subtest failed FOUR times
  4 subtests failed twice

xoroshiro256++, 60 failed subtests (out of 25400 total)
  1 subtest failed THREE times
  5 subtests failed twice

pcg128_xsl_rr_64, 47 failed subtests (out of 25400 total)
  1 subtest failed FIVE times
  4 subtests failed twice

(Note: For an ideal random generator, seeing three or more failures for a specific subtest would not be expected.)

Parallel Streams

The Weyl sequence of biski64 is well-suited for parallel applications, and parallel streams can be implemented as follows:

  • Randomly seed mix, last_mix, old_rot and output for each stream as normal.
  • Assign a unique starting value to the fast_loop counter for each stream. To ensure maximal separation between sequences, these starting values should be spaced far apart. A simple strategy is to assign the i-th stream's counter as: fast_loop_i = initial_fast_loop_seed + i * GR;

where i is the stream index (0, 1, 2, ...) and GR is the golden ratio constant (0x9e3779b97f4a7c15ULL).

Design

The design process followed modern PRNG principles, focusing on creating a strong core mixer and then combining it with a simple counter to guarantee the period.

  1. Core Mixer: The initial focus was developing a strong mixer, motivated by M.E. O'Neill's challenge in her post, Does It Beat the Minimal Standard. The developed mixer core (with 64-bits of state) passes 16TB of PractRand.
  2. Guaranteed Period: A Weyl sequence was added to provide a guaranteed minimum period of 2^64. Separating the task of period generation from statistical mixing was a deliberate trade-off.
  3. Performance: Finally, additional state variables were introduced to enable instruction-level parallelism for maximum speed.
// The Reduced state 64-bit core mixer at the heart of the algorithm:
uint32_t output = GR * mix;
uint32_t old_rot = rotateLeft(last_mix, 11);

last_mix = GR ^ mix;
mix = old_rot + output;

return output;

(Note: This is a scaled down version for testing. Use the above full implementation to ensure pipelined performance and the minimum period length of 2^64.)

Scaled Down Testing

A key test for any random number generator is to see how it performs when its internal state is drastically reduced. This allows us to practically test its performance within a test suite like PractRand - to see if its core algorithm is truly sound.

biski64 performs exceptionally in this regard.

biski64 Version Total State Expected Failure Point Actual PractRand Result
8-bit 24 bits ~4 KB Passes 2 MB
16-bit 48 bits ~32 MB Passes 16 GB

The "Expected Failure Point" is the "birthday bound" for a generic generator of a similar size — the point where flaws are statistically expected to appear.

For the scaled down mixer with 8-bit state variables (24-bits of state total), the guaranteed minimum period is only 28, but biski64 passes PractRand to 221 bytes. This shows that the core mixer is actively synergizing with the 8-bits of the scaled-down Weyl sequence to create longer periods than the minimum. The 16-bit version also outpeforms the minimal period by orders of magnitude.

Passing over 500 times more data than the theoretical "birthday bound" limit and exceeding the minimal period by orders of magnitude demonstrates that the core mixing function of biski64 is fundamentally sound and highly effective at masking its internal state, a desirable property among PRNGs.

// Non-pipelined 8-bit version used for testing:
const uint8_t GR = 0x9d;

uint8_t output = GR * mix;
uint8_t oldRot = rotateLeft(lastMix, 3);

lastMix = fast_loop ^ mix;
mix = oldRot + output;

fast_loop += GR;
return output; 

(Note: This is a scaled down version for testing. Use the above full implementation to ensure pipelined performance and the minimum period length of 2^64.)

Notes

Created by Daniel Cota and named after his cat Biscuit - a small and fast Egyptian Mau.