IGoR sequence generation - random number generation issue about igor HOT 2 CLOSED

Hi @sinkovit ,
Thank your very much for these positive comments!
Thank you for this detailed bug report: This indeed seems to be related to the random engine that was used by IGoR. The C++ standard library default_random_engine is a 32bits linear congruential engine whose state space was indeed too small (thus creating a periodic sequence generation) for large sequence simulations (as generating a sequence already requires drawing ~30 random numbers).
I have now updated it to a 64 bits mersenne twister generator which period is ~10^6000, this should leave us some time before having hard disks able to accept such large datasets! After a few tests, this changes even seem to improve (very slightly though as hard disk writing is most likely the bottleneck) IGoR's sequence generation time.
I have pushed the modifications in the dev branch and leave this issue open until I incorporate further polishing changes (such as creation of a good quality seed) from: http://www0.cs.ucl.ac.uk/staff/D.Jones/GoodPracticeRNG.pdf
This changes will be incorporated in the next release. Please tell me if this does not solve your problem.

PS: although I guess you did it for debuging purposes, one should probably refrain to chose actually chose the seed (in your case 12345678) as it will most likely not exploit all available 64bits. Note that is is however mostly a problem if you're running many different simulations.

from igor.

This issue is now fully fixed:

• the used random engine is now a 64 bits mersenne twister, which period is gigantic as stated above
• proper seeding via 64 bits seed is done using systems random device (e.g /dev/urandom) via the C++ random_device object
• in case such random device is not available, I have added an alternative quite chaotic random seed constructor (probably of much lesser quality) by combining date, some random runtime, process PID and some somewhat random bit levels operation

All this is already available on the dev branch and will constitute part of IGoR's v1.2.0 next release.

from igor.