Which Pseudo-Random Number Generator to use in C++11?

Question

C++11 comes with a set of PRNG's.

In what situation should one choose one over another? What are their advantages, disadvantages etc.

Answer 1

I think the Mersenne twister std::mt19937 engine is just fine as the "default" PRNG.

You can just use std::random_device to get a non-deterministic seed for mt19937.

There is a very interesting talk from GoingNative 2013 by Stephan T. Lavavej:

rand() Considered Harmful

You can download the slides as well from that web site. In particular, slide #23 clearly compares mt19937 vs. random_device:

• mt19937 is:
  • Fast (499 MB/s = 6.5 cycles/byte for me)
  • Extremely high quality, but not cryptographically secure
  • Seedable (with more than 32 bits if you want)
  • Reproducible (Standard-mandated algorithm)
• random_device is:
  • Possibly slow (1.93 MB/s = 1683 cycles/byte for me)
  • Strongly platform-dependent (GCC 4.8 can use IVB RDRAND)
  • Possibly crypto-secure (check documentation, true for VC)
  • Non-seedable, non-reproducible

Answer 2

The trade-off is speed, memory foot-print and period of PRNG.

1. Linear Congruential Generators: fast, low memory, small period

2. Lagged Fibonacci(Subtract with Carry): fast, large memory, large period

3. Mersenne Twister: slow, very large memory, very large period