Does std::mt19937 require warmup?

Question

I\'ve read that many pseudo-random number generators require many samples in ordered to be \"warmed up\". Is that the case when using std::random_device to seed std::mt19937

Answer 1

If you seed with just one 32-bit value, all you will ever get is one of the same 2^32 trajectories through state-space. If you use a PRNG with KiBs of state, then you should probably seed all of it. As described in the comments to @bames63' answer, using std::seed_seq is probably not a good idea if you want to init the whole state with random numbers. Sadly, std::random_device does not conform to the SeedSequence concept, but you can write a wrapper that does:

#include 
#include 
#include 
#include 

class random_device_wrapper {
    std::random_device *m_dev;
public:
    using result_type = std::random_device::result_type;
    explicit random_device_wrapper(std::random_device &dev) : m_dev(&dev) {}
    template 
    void generate(RandomAccessIterator first, RandomAccessIterator last) {
        std::generate(first, last, std::ref(*m_dev));
  }
};

int main() {

    auto rd = std::random_device{};
    auto seedseq = random_device_wrapper{rd};
    auto mt = std::mt19937{seedseq};
    for (auto i = 100; i; --i)
        std::cout << mt() << std::endl;

}

This works at least until you enable concepts. Depending on whether your compiler knows about SeedSequence as a C++20 concept, it may fail to work because we're supplying only the missing generate() method, nothing else. In duck-typed template programming, that code is sufficient, though, because the PRNG does not store the seed sequence object.