English

Systematic errors due to linear congruential random-number generators with the Swendsen-Wang algorithm: A warning

High Energy Physics - Lattice 2009-11-10 v1 Statistical Mechanics Computational Physics

Abstract

We show that linear congruential pseudo-random-number generators can cause systematic errors in Monte Carlo simulations using the Swendsen-Wang algorithm, if the lattice size is a multiple of a very large power of 2 and one random number is used per bond. These systematic errors arise from correlations within a single bond-update half-sweep. The errors can be eliminated (or at least radically reduced) by updating the bonds in a random order or in an aperiodic manner. It also helps to use a generator of large modulus (e.g. 60 or more bits).

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Cite

@article{arxiv.hep-lat/0403010,
  title  = {Systematic errors due to linear congruential random-number generators with the Swendsen-Wang algorithm: A warning},
  author = {Giovanni Ossola and Alan D. Sokal},
  journal= {arXiv preprint arXiv:hep-lat/0403010},
  year   = {2009}
}

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Revtex4, 4 pages