Fast splittable pseudorandom number generators
Guy Lewis Steele, Doug Lea, Christine H. Flood · 2014
We describe a new algorithm SplitMix for an object-oriented and splittable pseudorandom number generator (PRNG) that is quite fast: 9 64-bit arithmetic/logical operations per 64 bits generated. A conventional linear PRNG object provides a generate method that returns one pseudorandom value and updates the state of the PRNG, but a splittable PRNG object also has a second operation, split, that replaces the original PRNG object with two (seemingly) independent PRNG objects, by creating and returning a new such object and updating the state of the original object. Splittable PRNG objects make it easy to organize the use of pseudorandom numbers in multithreaded programs structured using fork-join parallelism. No locking or synchronization is required (other than the usual memory fence immediately after object creation). Because the generate method has no loops or conditionals, it is suitable for SIMD or GPU implementation.