Add sample for reversing the PCG family #77
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You can also make PCG go backwards using |
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Yes we did initially use |
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And also, when you want to go backward with advance, let's say n steps, the cost becomes O(64) instead of O(log n). I noticed that going backward was costlier than going forward when using pcg. I think multiplicative inverse trick like this should make it into the library somehow, would increase its usability. |
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For the sake of context and motivation for this PR, I am posting a link to our preprint where we use this functionality: https://arxiv.org/abs/2302.02778 |
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We have an application with an adjoint Monte Carlo simulation that requires a reversible PRNG. We implemented a reversal of your PCG family and thought it useful to include in your samples.