Some long-period random number generators using shifts and xors
Data Structures and Algorithms
2010-04-20 v1 Number Theory
Computation
Abstract
Marsaglia recently introduced a class of xorshift random number generators (RNGs) with periods 2n-1 for n = 32, 64, etc. Here we give a generalisation of Marsaglia's xorshift generators in order to obtain fast and high-quality RNGs with extremely long periods. RNGs based on primitive trinomials may be unsatisfactory because a trinomial has very small weight. In contrast, our generators can be chosen so that their minimal polynomials have large weight (number of nonzero terms). A computer search using Magma has found good generators for n a power of two up to 4096. These have been implemented in a free software package xorgens.
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Cite
@article{arxiv.1004.3115,
title = {Some long-period random number generators using shifts and xors},
author = {Richard P. Brent},
journal= {arXiv preprint arXiv:1004.3115},
year = {2010}
}
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11 pages