Maximally equidistributed pseudorandom number generators via linear output transformations

Shin Harase

Mathematics and Computers in Simulation (MATCOM), 2009, vol. 79, issue 5, 1512-1519

Abstract: 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.

Keywords: Random number generation; Maximal equidistribution; Linear feedback shift register sequence (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:79:y:2009:i:5:p:1512-1519

DOI: 10.1016/j.matcom.2008.06.006

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