Title: Efficient computer search of large-order multiple recursive pseudo-random number generators
Authors: Deng, Lih-Yuan
Shiau, Jyh-Jen Horng
Lu, Henry Horng-Shing
統計學研究所
Institute of Statistics
Keywords: Empirical tests;Equi-distribution;Factorization;Portable and efficient generators;DX/DL/DS generators;Primality testing
Issue Date: 1-Jul-2012
Abstract: Utilizing some results in number theory, we propose an efficient method to speed up the computer search of large-order maximum-period Multiple Recursive Generators (MRGs). We conduct the computer search and identify many efficient and portable MRGs of order up to 25,013, which have the equi-distribution property in up to 25,013 dimensions and the period lengths up to 10(233,361) approximately. In addition, a theoretical test is adopted to further evaluate and compare these generators. An extensive empirical study shows that these generators behave well when tested with the stringent Crush battery of the test package TestU01. (C) 2012 Elsevier B.V. All rights reserved.
URI: http://hdl.handle.net/11536/15937
ISSN: 0377-0427
Journal: JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
Volume: 236
Issue: 13
End Page: 3228
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