A COMPARATIVE-STUDY OF SOME PSEUDORANDOM NUMBER GENERATORS

Citation
I. Vattulainen et al., A COMPARATIVE-STUDY OF SOME PSEUDORANDOM NUMBER GENERATORS, Computer physics communications, 86(3), 1995, pp. 209-226
Citations number
103
Categorie Soggetti
Mathematical Method, Physical Science","Physycs, Mathematical","Computer Science Interdisciplinary Applications
ISSN journal
00104655
Volume
86
Issue
3
Year of publication
1995
Pages
209 - 226
Database
ISI
SICI code
0010-4655(1995)86:3<209:ACOSPN>2.0.ZU;2-F
Abstract
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 s equence produced from physical noise. We start by traditional standard tests, followed by detailed bit level and visual tests. The computati onal speed of various algorithms is also scrutinized. Our results allo w direct comparisons between the properties of different generators, a s well as an assessment of the efficiency of various test methods. Tog ether with recently developed application specific tests, this informa tion provides a good criterion to choose the best generator among the tested ones for a given problem.