https://github.com/vigna/cprng

Data and code associated with the paper "Computationally easy, spectrally good multipliers for congruential pseudorandom number generators"
https://github.com/vigna/cprng

lcg pseudorandom-number-generator

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Data and code associated with the paper "Computationally easy, spectrally good multipliers for congruential pseudorandom number generators"

• Host: GitHub
• URL: https://github.com/vigna/cprng
• Owner: vigna
• Created: 2019-12-24T16:41:39.000Z (about 5 years ago)
• Default Branch: main
• Last Pushed: 2024-03-02T09:18:03.000Z (11 months ago)
• Last Synced: 2024-03-02T10:31:56.025Z (11 months ago)
• Topics: lcg, pseudorandom-number-generator
• Language: C++
• Homepage:
• Size: 7.81 KB
• Stars: 16
• Watchers: 4
• Forks: 3
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
CPRNG

=====

This repository contains data and code associated with the paper

[“Computationally easy, spectrally good multipliers for congruential

pseudorandom number generators”](https://doi.org/10.1002/spe.3030), by Guy

Steele and Sebastiano Vigna.

The directory `src` contains the code used to sample multipliers.

The directory `python` contains the Python code used to select the

multipliers reported in the paper.

The databases of candidate multipliers are available at

http://vigna.di.unimi.it/CPRNG.tar.bz2. (The size of the bzip2 file is

approximately 14 gigabytes; the unzipped data is approximately 36

gigabytes.)

The databases contain, for each type, state size, and multiplier size,

spectral scores (e.g., `LCG-128-128` for spectral scores of 128-bit

multipliers for LCGs with 128 bits of state) and lagged spectral scores

(e.g., `MCG-128-3-64` for 3-lagged scores of 64-bit multipliers for MCGs

with 128 bits of state). For each multiplier we list the minimum score

from dimension 2 to dimension 8, the harmonic score (see the paper) from

dimension 2 to dimension 8, the multiplier in decimal and hexadecimal

form, and finally the spectral scores from dimension 2 to dimension 8.