A fast, high quality, and reproducible parallel lagged-Fibonacci pseudorandom number generator (Q1902657)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A fast, high quality, and reproducible parallel lagged-Fibonacci pseudorandom number generator |
scientific article |
Statements
A fast, high quality, and reproducible parallel lagged-Fibonacci pseudorandom number generator (English)
0 references
12 August 1996
0 references
The paper proposes a method how to effectively compute seeds assuring long periods of lagged Fibonacci random number generators (LFG). The method is based on operations on certain matrices. The method can be used if one wants to use a set of LFG working in parallel. In the second part of the paper the properties of the method are estimated using exponential sums. No results of formal statistical tests are presented. The paper does not mention some unpleasant properties of LFG discovered recently [see e.g. the survey of results collected by \textit{D. E. Knuth}, The art of computer programming. Vol. 2: Seminumerical algorithms. 2nd ed. (1981; Zbl 0477.65002)].
0 references
parallel computation
0 references
lagged Fibonacci random number generators
0 references
exponential sums
0 references