Maximally equidistributed pseudorandom number generators via linear output transformations
This article discusses construction of maximally equidistributed (ME) linear feedback shift register generators by using linear output transformations. We introduce a new strategy to find linear output transformations attaining the ME property, and apply it to the WELL generators and the Mersenne Twister. As a result, we found a modified version of the WELL generators with the ME property, having fewer operations than the original ME WELL generators. We also found a ME Mersenne Twister which is faster than the WELL generators with a period of 219937−1 on some platforms. The C codes of the obtained generators are available at http://www3.ocn.ne.jp/∼harase/megenerators.html.
Year of publication: |
2009
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Authors: | Harase, Shin |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 79.2009, 5, p. 1512-1519
|
Publisher: |
Elsevier |
Subject: | Random number generation | Maximal equidistribution | Linear feedback shift register sequence |
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