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PAC Learning with Bandit Feedback: Sharp Sample Complexity in the Realizable Setting Algorithms with Polynomially-Improved Approximation Factors for the $2 \rightarrow q$ Norm, and Applications A computational phase transition for learning-to-sample from Ising models Covering vertices by sequential stars Fermi-Dirac machines as quantizations of neurons A Comprehensive Evaluation of Vertex Elimination Algorithms for Algorithmic Differentiation A Tight Bound on Localization of Electrical Flows Optimal Dimension-Free Sampling for Regularized Classification Reducing the Randomness in Partition Oracles for Bounded Degree Minor-Free Graphs Beyond the Half-Approximation: Fair and Efficient Online Class Matching Efficient Uniform Sampling of Surjections via their Profiles Tractable Maximization of Budgeted Phylogenetic Diversity on Networks Utilizing Node Scanwidth Fairness in Aggregation: Optimal Top-$k$ and Improved Full Ranking Learning-Augmented Online Scheduling with Parsimonious Preemption Entropy Equivalence Testing Lumberjack: Better Differentially Private Random Forests through Heavy Hitter Detection in Trees The Secretary Problem with a Stochastic Precursor Polynomial-Time Robust Multiclass Linear Classification under Gaussian Marginals Efficient Banzhaf-Based Data Valuation for $k$-Nearest Neighbors Classification Block-Sphere Vector Quantization An Approximation Algorithm for Graph Label Selection Iterative Chow Filtering for Learning with Distribution Shift Complexity of Non-Log-Concave Sampling in Fisher Information Stochastic Matching via Local Sparsification Finite Sample Bounds for Learning with Score Matching What is Learnable in Valiant's Theory of the Learnable? Provable Quantization with Randomized Hadamard Transform Min-Max Optimization Requires Exponentially Many Queries Fast and Compact Graph Cuts for the Boykov-Kolmogorov Algorithm A proximal gradient algorithm for composite log-concave sampling
VMT19937: A SIMD-Friendly Pseudo Random Number Generator ...
Fabio Cannizzo · 2023-08-02 · via cs.DS updates on arXiv.org

Many simulation applications require the generation of long sequences of pseudo-random numbers. Linear recurrences modulo 2 are commonly used as the fundamental building block for constructing pseudo-random number generators with extended periods and excellent statistical properties. These generators consist of a lengthy binary state vector that evolves iteratively through linear transformations. One widely accepted pseudo-random generator in this category is the Mersenne twister 19937 (MT19937), proposed by Matsumoto and Nishimura, which has been implemented in numerous software libraries and numerical packages. The MT19937's popularity stems from its favorable distribution properties and the simplicity and speed of its algorithm. The linear transformation responsible for evolving the binary state vector can be expressed as a concise set of elementary bit manipulations. However, this transformation does not fully utilize the potential for parallelization through SIMD instructions available on modern hardware, limiting further speed enhancements. This paper introduces a new SIMD-friendly random number generator, which maintains the same statistical properties and period as the MT19937. It combines the random streams of multiple MT19937 instances with state vectors de-phased via jump-ahead transformations, then polls each instance in a round-robin fashion. By evolving their vector states simultaneously, the new generator achieves perfect vectorization, fully leveraging on SIMD hardware capabilities. Comprehensive test results demonstrate that the throughput of the new generator scales approximately linearly with the width of the SIMD registers used. This provides significant speed improvements, especially on modern CPUs equipped with larger SIMD registers, and allows for efficient generation of random numbers for various simulation applications.