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@jnewbery
Created March 13, 2021 09:50
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Simulate the number of expected number of duplicate nonces in the Bitcoin block chain
#include <algorithm>
#include <iostream>
#include <random>
constexpr uint16_t REPEATS{100};
constexpr uint32_t BLOCK_HEIGHT{674293};
uint16_t run(int seed)
{
std::seed_seq seq{seed};
std::vector<uint32_t> nonces(BLOCK_HEIGHT);
seq.generate(nonces.begin(), nonces.end()); // seed_seq.generate() generates a sequence of 32 bit outputs
std::sort(nonces.begin(), nonces.end());
uint16_t duplicates{0};
auto it = nonces.begin();
while (it != nonces.end()) {
auto next = it + 1;
if (next != nonces.end() && *it == *next) ++duplicates;
it = next;
}
return duplicates;
}
int main()
{
float total{0};
for (auto i=0; i<REPEATS; ++i) {
auto result = run(i);
std::cout << result << std::endl;
total += result;
}
std::cout << "Average = " << total / REPEATS << std::endl;
return 0;
}
@jnewbery
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@martinus I'm not sure what you meant exactly by:

initialize the full state just once with seed_seq, and don't recreate the rng between each run

I've changed this slightly to use seed_seq to generate the random entries into a vector and then sort, but I don't know how to initialize the full state just once.

@martinus
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martinus commented Mar 13, 2021

Hi John! it's unfortunately incredibly hard to correctly seed stuff in C++. The mt19937 has a huge state, and to correctly seed it, you need to fill the whole state with random numbers. Something like that:

std::array<std::uint32_t, std::mt19937_64::state_size> seeds;
std::random_device r;
for (auto& n : seeds) {
    n = r();
}
std::seed_seq seq(seeds.begin(), seeds.end());
std::mt19937_64 eng(seq);

I've long since switched to other non-standard random number generators that are much faster, easier to use, and easier to seed. I personally usually use SFC64: https://github.com/martinus/robin-hood-hashing/blob/master/src/test/app/sfc64.h

If you are interested in the seeding issues: https://www.pcg-random.org/posts/cpp-seeding-surprises.html

And here is a bit more about sfc64: https://numpy.org/doc/stable/reference/random/bit_generators/sfc64.html

@jnewbery
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Wow. Thanks for the detailed reply!

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