A COMPARATIVE-STUDY OF SOME PSEUDORANDOM NUMBER GENERATORS

被引:45
作者
VATTULAINEN, I
KANKAALA, K
SAARINEN, J
ALANISSILA, T
机构
[1] CTR COMP SCI,SF-02100 ESPOO,FINLAND
[2] HELSINKI UNIV,THEORET PHYS RES INST,SF-00014 HELSINKI,FINLAND
关键词
D O I
10.1016/0010-4655(95)00015-8
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
We present results of a test program of a group of pseudorandom number generators which are commonly used in the applications of physics, in particular in Monte Carlo simulations. The generators include public domain programs, manufacturer installed routines and a random number sequence produced from physical noise. We start by traditional standard tests, followed by detailed bit level and visual tests. The computational speed of various algorithms is also scrutinized. Our results allow direct comparisons between the properties of different generators, as well as an assessment of the efficiency of various test methods. Together with recently developed application specific tests, this information provides a good criterion to choose the best generator among the tested ones for a given problem.
引用
收藏
页码:209 / 226
页数:18
相关论文
共 102 条
[1]  
Aarts E., 1989, SIMULATED ANNEALING
[2]   BIT-WISE BEHAVIOR OF RANDOM NUMBER GENERATORS [J].
ALTMAN, NS .
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1988, 9 (05) :941-949
[3]   RANDOM NUMBER GENERATORS ON VECTOR SUPERCOMPUTERS AND OTHER ADVANCED ARCHITECTURES [J].
ANDERSON, SL .
SIAM REVIEW, 1990, 32 (02) :221-251
[4]   FIGURES OF MERIT FOR DIGITAL MULTISTEP PSEUDORANDOM NUMBERS [J].
ANDRE, DA ;
MULLEN, GL ;
NIEDERREITER, H .
MATHEMATICS OF COMPUTATION, 1990, 54 (190) :737-748
[5]   PARTITIONING PERIOD OF A CLASS OF M-SEQUENCES AND APPLICATION TO PSEUDORANDOM NUMBER GENERATION [J].
ARVILLIAS, AC ;
MARITSAS, DG .
JOURNAL OF THE ACM, 1978, 25 (04) :675-686
[6]  
BERLINER LM, 1992, STAT SCI, V7, P69, DOI DOI 10.1214/SS/1177011444
[7]  
Binder K., 1992, MONTE CARLO METHODS
[8]  
Boyar J., 1989, Journal of Cryptology, V1, P177, DOI 10.1007/BF02252875
[9]  
BRIGHT HS, 1979, COMPUT SURV, V11, P357, DOI 10.1145/356789.356795
[10]   COMBINING PSEUDORANDOM NUMBER GENERATORS [J].
BROWN, M ;
SOLOMON, H .
ANNALS OF STATISTICS, 1979, 7 (03) :691-695