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A modification of Marsaglia's Xorshift generators, one of the fastest generators on modern 64-bit CPUs. Related generators include xoroshiro128**, xoshiro256+ and xoshiro256**. 64-bit MELG (MELG-64) 2018 S. Harase, T. Kimoto [38] An implementation of 64-bit maximally equidistributed F 2-linear generators with Mersenne prime period. Squares RNG ...
The Mersenne Twister is a general-purpose pseudorandom number generator (PRNG) developed in 1997 by Makoto Matsumoto (松本 眞) and Takuji Nishimura (西村 拓士). [1] [2] Its name derives from the choice of a Mersenne prime as its period length. The Mersenne Twister was designed specifically to rectify most of the flaws found in older PRNGs.
In addition to Threefry and ARS, Salmon et al. described a third counter-based PRNG, Philox, based on wide multiplies; e.g. multiplying two 32-bit numbers and producing a 64-bit number, or multiplying two 64-bit numbers and producing a 128-bit number. As of 2020, Philox is popular on CPUs and GPUs.
Xorshift. Xorshift random number generators, also called shift-register generators, are a class of pseudorandom number generators that were invented by George Marsaglia. [1] They are a subset of linear-feedback shift registers (LFSRs) which allow a particularly efficient implementation in software without the excessive use of sparse polynomials ...
For Monte Carlo simulations, an LCG must use a modulus greater and preferably much greater than the cube of the number of random samples which are required. This means, for example, that a (good) 32-bit LCG can be used to obtain about a thousand random numbers; a 64-bit LCG is good for about 2 21 random samples (a little over two million), etc ...
An astrophysical Monte Carlo simulator examined the time to generate 10 7 64-bit random numbers using RDRAND on a quad-core Intel i7-3740 QM processor. They found that a C implementation of RDRAND ran about 2× slower than the default random number generator in C, and about 20× slower than the Mersenne Twister .
Dice are an example of a mechanical hardware random number generator. When a cubical die is rolled, a random number from 1 to 6 is obtained. Random number generation is a process by which, often by means of a random number generator (RNG), a sequence of numbers or symbols that cannot be reasonably predicted better than by random chance is generated.
MIXMAX generator. A pseudorandom number generator. The MIXMAX generator is a family of pseudorandom number generators (PRNG) and is based on Anosov C-systems ( Anosov diffeomorphism) and Kolmogorov K-systems ( Kolmogorov automorphism ). It was introduced in a 1986 preprint by G. Savvidy and N. Ter-Arutyunyan-Savvidy and published in 1991.