Fast uniform random number generators with extremely long periods have been defined and implemented based on linear recurrences modulo 2. The twisted GFSR and the Mersenne twister are famous recent examples. Besides the period length, the statistical quality of these generators is usually assessed via their equidistribution properties. The huge-period generators proposed so far are not quite optimal in this respect. In this article, we propose new generators of that form with better equidistribution and "bit-mixing" properties for equivalent period length and speed. The state of our new generators evolves in a more chaotic way than for the Mersenne twister. We illustrate how this can reduce the impact of persistent dependencies among successive output values, which can be observed in certain parts of the period of gigantic generators such as the Mersenne twister.
G. Marsaglia recently introduced a class of very fast xorshift random number generators, whose implementation uses three "xorshift" operations. They belong to a large family of generators based on linear recurrences modulo 2, which also includes shift-register generators, the Mersenne twister, and several others. In this article, we analyze the theoretical properties of xorshift generators, search for the best ones with respect to the equidistribution criterion, and test them empirically. We find that the vast majority of xorshift generators with only three xorshift operations, including those having good equidistribution, fail several simple statistical tests. We also discuss generators with more than three xorshifts.
T he fastest long-period random number generators currently available are based on linear recurrences modulo 2. So far, software that provides multiple disjoint streams and substreams has not been available for these generators because of the lack of efficient jump-ahead facilities. In principle, it suffices to multiply the state (a k-bit vector) by an appropriate k × k binary matrix to find the new state far ahead in the sequence. However, when k is large (e.g., for a generator such as the popular Mersenne twister, for which k = 19 937), this matrix-vector multiplication is slow, and a large amount of memory is required to store the k × k matrix. In this paper, we provide a faster algorithm to jump ahead by a large number of steps in a linear recurrence modulo 2. The method uses much less than the k 2 bits of memory required by the matrix method. It is based on polynomial calculus modulo the characteristic polynomial of the recurrence, and uses a sliding window algorithm for the multiplication.
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