TY - JOUR
T1 - Efficient computer search of large-order multiple recursive pseudo-random number generators
AU - Deng, Lih Yuan
AU - Shiau, Jyh Jen Horng
AU - Lu, Henry Horng Shing
PY - 2012/7/1
Y1 - 2012/7/1
N2 - 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.
AB - 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.
KW - DX/DL/DS generators
KW - Empirical tests
KW - Equi-distribution
KW - Factorization
KW - Portable and efficient generators
KW - Primality testing
UR - http://www.scopus.com/inward/record.url?scp=84859524585&partnerID=8YFLogxK
U2 - 10.1016/j.cam.2012.02.023
DO - 10.1016/j.cam.2012.02.023
M3 - Article
AN - SCOPUS:84859524585
SN - 0377-0427
VL - 236
SP - 3228
EP - 3237
JO - Journal of Computational and Applied Mathematics
JF - Journal of Computational and Applied Mathematics
IS - 13
ER -