Implementing 64-bit Maximally Equidistributed F 2 -Linear Generators with Mersenne Prime Period

DOI10.1145/3159444MaRDI QIDQ4581398zbMATH OpenOpenAlexFDO

Authors Shin Harase, Takamitsu Kimoto

Publication date 17 August 2018

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1505.06582

zbMATH Keywords

empirical statistical testingequidistributionMersenne twisterrandom number generator

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Random number generation in numerical analysis (65C10) Analysis of algorithms and problem complexity (68Q25)

Abstract: CPUs and operating systems are moving from 32 to 64 bits, and hence it is important to have good pseudorandom number generators designed to fully exploit these word lengths. However, existing 64-bit very long period generators based on linear recurrences modulo 2 are not completely optimized in terms of the equidistribution properties. Here we develop 64-bit maximally equidistributed pseudorandom number generators that are optimal in this respect and have speeds equivalent to 64-bit Mersenne Twisters. We provide a table of specific parameters with period lengths from $2^{607}-1$ to $2^{44497}-1$. (An online appendix is available at http://www.ritsumei.ac.jp/~harase/melg-64-app.pdf)

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(4)

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• Mersenne twister
• 64-bit and 128-bit DX random number generators

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