Maximally equidistributed pseudorandom number generators via linear output transformations

Maximally equidistributed pseudorandom number generators via linear output transformations

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Article ID: iaor201527002
Volume: 79
Issue: 5
Start Page Number: 1512
End Page Number: 1519
Publication Date: Jan 2009
Journal: Mathematics and Computers in Simulation
Authors:
Keywords: random number generators
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 2 19937 1 equ1 on some platforms. The C codes of the obtained generators are available at %http://www3.ocn.ne.jp/%7Eharase/megenerators.html.

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