Polynomial pseudo-random number generator via cyclic phase

A. Marchi, A. Liverani and A. Del Giudice

Mathematics and Computers in Simulation (MATCOM), 2009, vol. 79, issue 11, 3328-3338

Abstract: Fast and reliable pseudo-random number generator (PRNG) is required for simulation and other applications in scientific computing. In this work, a polynomial PRNG algorithm, based on a linear feedback shift register (LFSR) is presented. LFSR generator of order k determines a 2k−1 cyclic sequence period when the associated polynomial is primitive. The main drawback of this generator is the cyclicality of the shifted binary sequence. A non-linear transformation is proposed, which eliminates the underlying cyclicality and maintains both the characteristics of the original generator and the feedback function. The modified generator assures a good trade off between fastness and reliability and passes both graphical and statistical tests.

Keywords: Monte carlo simulation; Random number; Pseudo-random number generator shift register (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:79:y:2009:i:11:p:3328-3338

DOI: 10.1016/j.matcom.2009.05.006

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