Re: VBA Random numbers

From: David Eather (eather_at_tpg.com.au)
Date: 12/29/04 

Date: Thu, 30 Dec 2004 05:50:03 +1000

Mack wrote:
> On Wed, 29 Dec 2004 22:07:45 +1000, "David Eather" <eather@tpg.com.au>
> wrote:
>
>> Guy Macon wrote:
>>> During a work-related conversation today the subject of someone
>>> using the random function in Windows XP / Microsoft Office Visual
>>> Basic for Applications for weak crypto came up. The threat model
>>> is a coworker with no special skills other than what can be found
>>> on a Google search being able to predict the next number. How
>>> good/bad is the VBA PRNG?
>>>
>>> (Yes, I know about the dangers of not having the source and of the
>>> dangers of someone compromising the OS. Right now I am just curious
>>> as to whether anyone has analysed the VBA PRNG.)
>>
>> I have some old notes on Microsoft's RNG - it had no serious faults
>> so it is probably unchanged. It is a maximum period LCG working
>> with a maximum of 31 bits resolution. The output is divided to
>> scale the output to a range of 0 to 1 and returned as a single
>> precision floating point number. It won't test well with diehard
>> but that is because of having only 31 bits rather than some fault
>> like RANDU.
>
> The reason that generate does poorly isn't so much the 31 bits but the
> very bad output. For example every odd number will be followed by
> an even number and vice versa. This is NOT good random behavior.
> You can't get two even or two odd numbers in a row.

That is a property of all LCG's (except the bad ones like RANDU) - but they
still have properties making them useful for simulations and will probably
be suitable for this required task.

>
>>
>> seed = (214013 x seed + 2531001) mod 2**31
>>
> The newer generator described at
> http://support.microsoft.com/kb/q231847/
>
> is
> seed=(1140671485*seed + 12820163) mod 2**24
>
> This is an even worse generator.
>
>> There is also a trick to making it restart a sequence - from the VB
>> help:
>>
>> Note To repeat sequences of random numbers, call Rnd with a
>> negative argument immediately before using Randomize with a numeric
>> argument. Using Randomize with the same value for number does not
>> repeat the previous sequence.
>>
>> David Eather
>>
>>
>
> Leslie 'Mack' McBride
> remove text between _ marks to respond via e-mail

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