Systematic errors due to linear congruential random-number generators with the Swendsen-Wang algorithm: A warning
高能物理 - 格点
2009-11-10 v1 统计力学
计算物理
摘要
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).
引用
@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}
}
备注
Revtex4, 4 pages