Further scramblings of Marsaglia's xorshift generators

DOI10.1016/J.CAM.2016.11.006MaRDI QIDQ729858zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Sebastiano Vigna

Publication date 22 December 2016

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1404.0390

zbMATH Keywords

pseudorandom number generators

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Abstract: xorshift* generators are a variant of Marsaglia's xorshift generators that eliminate linear artifacts typical of generators based on $mathbfZ/2mathbfZ$-linear operations using multiplication by a suitable constant. Shortly after high-dimensional xorshift* generators were introduced, Saito and Matsumoto suggested a different way to eliminate linear artifacts based on addition in $mathbfZ/2^{32}mathbfZ$, leading to the XSadd generator. Starting from the observation that the lower bits of XSadd are very weak, as its reverse fails systematically several statistical tests, we explore xorshift+, a variant of XSadd using 64-bit operations, which leads, in small dimension, to extremely fast high-quality generators.

Recommendations

• An experimental exploration of Marsaglia's \texttt{xorshift} generators, scrambled
• On the xorshift random number generators
• xorshift1024*, xorshift1024+, xorshift128+ and xoroshiro128+ fail statistical tests for linearity
• Some long-period random number generators using shifts and xors
• Scrambled linear pseudorandom number generators

Cites work

• An experimental exploration of Marsaglia's \texttt{xorshift} generators, scrambled
• scientific article; zbMATH DE number 3303654 (Why is no real title available?)
• Improved long-period generators based on linear recurrences modulo 2
• On the xorshift random number generators
• Some long-period random number generators using shifts and xors
• TestU01

Cited in

(9)

• xorshift1024*, xorshift1024+, xorshift128+ and xoroshiro128+ fail statistical tests for linearity
• Parameter estimation in ordinary differential equations modeling via particle swarm optimization
• A search for good pseudo-random number generators: survey and empirical studies
• Unveiling patterns in xorshift128+ pseudorandom number generators
• On the xorshift random number generators
• How to shape noise spectra for continuous system simulation
• An experimental exploration of Marsaglia's \texttt{xorshift} generators, scrambled
• Paradigms for Unconditional Pseudorandom Generators
• A new test for Hamming-weight dependencies

Describes a project that uses

Uses Software

• TestU01
• xorgens
• XSadd
• NIST Statistical Test Suite

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