The MIXMAX random number generator

DOI10.1016/J.CPC.2015.06.003zbMATH Open1360.65031DBLPjournals/cphysics/Savvidy15arXiv1403.5355OpenAlexW1548197644WikidataQ57310880 ScholiaQ57310880MaRDI QIDQ525645FDOQ525645

K. G. Savvidy

Publication date: 5 May 2017

Published in: Computer Physics Communications (Search for Journal in Brave)

Abstract: In this note, we give a practical solution to the problem of determining the maximal period of matrix generators of pseudo-random numbers which are based on an integer-valued unimodular matrix of size NxN known as MIXMAX and arithmetic defined on a Galois field GF[p] with large prime modulus p. The existing theory of Galois finite fields is adapted to the present case, and necessary and sufficient condition to attain the maximum period is formulated. Three efficient algorithms are presented. First, allowing to compute the multiplication by the MIXMAX matrix with O(N) operations. Second, to recursively compute the characteristic polynomial with O(N^2) operations, and third, to apply skips of large number of steps S to the sequence in O(N^2 log(S)) operations. It is demonstrated that the dynamical properties of this generator dramatically improve with the size of the matrix N, as compared to the classes of generators based on sparse matrices and/or sparse characteristic polynomials. Finally, we present the implementation details of the generator and the results of rigorous statistical testing.

Full work available at URL: https://arxiv.org/abs/1403.5355

zbMATH Keywords

pseudo-random number generatordeterministic chaosKolmogorov K-system

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cited In (10)

• Maximally chaotic dynamical systems
• Spectrum and entropy of C-systems MIXMAX random number generator
• Artin billiard: exponential decay of correlation functions
• Spectral Analysis of the MIXMAX Random Number Generators
• MIXMAX
• Anosov C-systems and random number generators
• A search for good pseudo-random number generators: survey and empirical studies
• Exponential decay of correlations functions in MIXMAX generator of pseudorandom numbers
• Spectral test of the MIXMAX random number generators
• Caustics in self-gravitating N-body systems and large scale structure of universe

Uses Software

• PARI/GP
• RANLUX
• GitHub

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