A PRNG Specialized in Double Precision Floating Point Numbers Using an Affine Transition

DOI10.1007/978-3-642-04107-5_38zbMath1184.65013OpenAlexW2272632865MaRDI QIDQ3405468

Mutsuo Saito, Makoto Matsumoto

Publication date: 15 February 2010

Published in: Monte Carlo and Quasi-Monte Carlo Methods 2008 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-04107-5_38

zbMATH Keywords

algorithmsnumerical examplespseudorandom number generatorMersenne Twisterdouble precision floating point numbers

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (6)

On the complexity of binary floating point pseudorandom generation ⋮ A search for good pseudo-random number generators: survey and empirical studies ⋮ Random number generation using decimal cellular automata ⋮ Unreliability of available pseudorandom number generators ⋮ On the \(\mathbb{F}_2\)-linear relations of Mersenne Twister pseudorandom number generators ⋮ Conversion of mersenne twister to double-precision floating-point numbers

Uses Software

• MersenneTwister
• TestU01

This page was built for publication: A PRNG Specialized in Double Precision Floating Point Numbers Using an Affine Transition