標題: | Efficient computer search of large-order multiple recursive pseudo-random number generators |
作者: | Deng, Lih-Yuan Shiau, Jyh-Jen Horng Lu, Henry Horng-Shing 統計學研究所 Institute of Statistics |
關鍵字: | Empirical tests;Equi-distribution;Factorization;Portable and efficient generators;DX/DL/DS generators;Primality testing |
公開日期: | 1-七月-2012 |
摘要: | Utilizing some results in number theory, we propose an efficient method to speed up the computer search of large-order maximum-period Multiple Recursive Generators (MRGs). We conduct the computer search and identify many efficient and portable MRGs of order up to 25,013, which have the equi-distribution property in up to 25,013 dimensions and the period lengths up to 10(233,361) approximately. In addition, a theoretical test is adopted to further evaluate and compare these generators. An extensive empirical study shows that these generators behave well when tested with the stringent Crush battery of the test package TestU01. (C) 2012 Elsevier B.V. All rights reserved. |
URI: | http://hdl.handle.net/11536/15937 |
ISSN: | 0377-0427 |
期刊: | JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS |
Volume: | 236 |
Issue: | 13 |
結束頁: | 3228 |
顯示於類別: | 期刊論文 |