Random number generators

Heiko Bauke heiko.bauke@physik.uni-magdeburg.de
Tue Jan 10 18:40:00 GMT 2006


On Mon, 9 Jan 2006 21:14:15 +0000
Brian Gough <bjg@network-theory.co.uk> wrote:

> If there are some optimisations
> for ranlux I'd add them.

unfortunately there isn't much room for optimasation. The ranlux-family
is based on a generator with quite bad statistical properties, a so
called subtract-with-carry (SWC) generator. A quallity enhancement is
achieved by throwing away large chunks of the SWC sequence. If the
chunks of discarded numbers are too small, systematic erros may occur in
large scale simulations [1].  This makes ranlux-family of pseudorandom
number genrators intrinsically slow.


[1] http://de.arxiv.org/abs/hep-lat/9805017

-- Geld fällt nicht vom Himmel. Man muß es sich hier auf Erden verdienen.
-- (Margaret Thatcher, brit. Politikerin)
-- Cluster Computing @ http://www.clustercomputing.de
--       Heiko Bauke @ http://www.uni-magdeburg.de/bauke

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