Scrambling additive lagged-Fibonacci generators

DOI10.1515/MCMA-2022-2115zbMATH Open1497.65012OpenAlexW4293371001MaRDI QIDQ2171925FDOQ2171925

Michael Mascagni, Haifa Aldossari

Publication date: 12 September 2022

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2022-2115

Recommendations

• Scrambled linear pseudorandom number generators
• Feistel-inspired scrambling improves the quality of linear congruential generators
• Lagged Fibonacci random number generators for distributed memory parallel computers
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• Stochastic investigations of pseudo-random number generators

zbMATH Keywords

lagged-Fibonacci generatorpseudorandom numbers

Mathematics Subject Classification ID

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

Cites Work

• Scrambled Linear Pseudorandom Number Generators
• Title not available (Why is that?)
• TestU01
• Handbook of computational statistics. Concepts and methods.
• A fast, high quality, and reproducible parallel lagged-Fibonacci pseudorandom number generator
• Improving a Poor Random Number Generator
• Title not available (Why is that?)
• An Experimental Exploration of Marsaglia's xorshift Generators, Scrambled
• Uniform Random Number Generators
• Feistel-inspired scrambling improves the quality of linear congruential generators
• Common defects in initialization of pseudorandom number generators

Cited In (1)

• When lagged Fibonacci generators jump

Uses Software

• SPRNG
• TestU01
• Diehard
• XSadd

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