RdRand.jl

Introduction

The RdRand package provides an interface for using Intel's RDRAND instruction, which provides extremely high quality random numbers. The instruction is currently only available on Ivy Bridge processors.

On a 1.8 GHz Intel Core i5 (i5-3427U) each rdrand() call takes about 50 nanoseconds, while rand(), which uses a SIMD Mersenne Twister implementation, takes about 5 nanoseconds.

Installation

In the Julia interpreter type:

Pkg.add("RdRand")

API

• rdrand(): provides a random number on the interval [0,1]
• rdrand16(): provides a Uint16 random number
• rdrand32(): provides a Uint32 random number
• rdrand64(): provides a Uint64 random number

Randomness

The random numbers are generated by combining a high quality hardware source of entropy (thermal noise) with a cryptographically secure random number generator (CSPRNG). Quoting Intel's guide:

With respect to the RNG taxonomy discussed above, the DRNG follows the cascade construction RNG model, using a processor resident entropy source to repeatedly seed a hardware-implemented CSPRNG. Unlike software approaches, it includes a high-quality entropy source implementation that can be sampled quickly to repeatedly seed the CSPRNG with high-quality entropy. Furthermore, it represents a self-contained hardware module that is isolated from software attacks on its internal state. The result is a solution that achieves RNG objectives with considerable robustness: statistical quality (independence, uniform distribution), highly unpredictable random number sequences, high performance, and protection against attack.