[Idea]: expand support for additional pseudorandom number generators

[kgryte]

Idea

The goal of this idea is to implement a variety of PRNGs for use within stdlib to generate pseudorandom numbers. The project currently uses Mersenne Twister as its default PRNG; however, this PRNG, while common, is not ideal given its comparatively large internal state. Would be great to have a collection of PRNGs, such as PCG, Philox, Xorshift, and more.

Expected Outcomes

stdlib users will have a wide selection of PRNGs from which to choose from based on their individual needs and considerations. Having a large selection of PRNGs will useful when replicating the results of numerical simulations which may use a PRNG which is not one of the currently supported stdlib PRNGs. Additionally, a desired outcome would be if we could replace MT19937 with a new default PRNG.

Involved Software

No other software should be necessary. We may be a bit constrained based on 32-bit limitations in JS. This would not, however, stop us from implementing in C for use in generating arrays of random numbers.

Prerequisite Knowledge

JavaScript, Node.js. Familiarity with C/C++/Fortran would help.

Difficulty

Intermediate/Hard. Depends. Some PRNGs may be straightforward to implement. Others, not so much.

Project Length

175/350 hours. This idea can be adjusted according to needs and availability.

Potential Mentors

@kgryte @Planeshifter @Pranavchiku

[kgryte]

If you are interested in working on this idea, you should spend some time researching and reading the source code of PRNGs both in stdlib and outside of stdlib. Some PRNGs are not readily doable in JS, and you should ensure that the PRNGs you propose can be realistically added in a timely manner.

Be also mindful of any licensing limitations. We CANNOT accept any PRNG which is GPL licensed.