Should I use a random engine seeded from std::random_device or use std::random_device every time

Question

I have a class that contains two sources of randomness.

std::random_device rd;
std::mt19937 random_engine;

I seed the std::mt19937

Answer 1

Assuming this is not for cryptographic purposes, the most important thing to remember about random number generation is to think of how you want the distribution of the random numbers to be and what is the range you are expecting.

Usually standard random number generators within libraries are designed to give out uniform distribution. So the numbers will range between 0 and some RAND_MAX ( say on 32 bit machine it is 2^31 -1 )

Now here is the thing to remember with pseudo random number generators. Most of them are designed to generate random numbers and not random bits. The difference is subtle. If you need numbers between 0 and 8 most programmers will say rand()%8 This is bad because the algorithm was for randomizing 32 bits. But you are using only the bottom 3 bits. No good. This will not give you a uniform distribution (assuming that is what you are looking for)

You should use 8 * (rand() + 1) / (RAND_MAX) which will now give you a uniformly random number between 0 and 8.

Now with hardware random number generators you may have random bits being produced. If that is indeed the case, then you have each bit independently being generated. Then it is more like a set of identical independent random bits. The modeling here would have to be a bit different. Keep that in mind, especially in simulations the distribution becomes important.