Path: news.io.com!uunet!in2.uu.net!news.mathworks.com!newsfeed.internetmci. + com!chi-news.cic.net!uwm.edu!math.ohio-state.edu!magnus.acs.ohio-state. + edu!lerc.nasa.gov!purdue!mozo.cc.purdue.edu!not-for-mail From: hrubin@b.stat.purdue.edu (Herman Rubin) Newsgroups: comp.arch.arithmetic Subject: Re: Psuedo Random Numbers Date: 9 Oct 1995 12:30:37 -0500 Organization: Purdue University Statistics Department Lines: 25 Message-ID: <45bm7t$322m@b.stat.purdue.edu> References: <44vm6r$1q5@bug.rahul.net>+ <4593t4$2nm0@b.stat.purdue.edu> NNTP-Posting-Host: b.stat.purdue.edu In article , Arthur Chance wrote: >In article <4593t4$2nm0@b.stat.purdue.edu> hrubin@b.stat.purdue.edu (Herman Rub in) writes: >> The period is essentially unimprtant. A Tausworthe generator like >> x[n] = x[n-460] + x[n-607] has period 2^(s-1)*(2^607 -1), where s >> is the word length; this is in integer arithmetic. This class of >> procedures are now known to have drawbacks. >Could you explain that last sentence? I tend to use that style of RNG >as a convenient and easily programmed workhorse, so if there are >problems with it, I'd like to be aware of them. I have not seen the original sources, but the bad example was such a generator with a largest lag of 1279. In an Ising model for which the results were known, simulation gave wrong answers. Further analysis showed that this type of generator is, appropriately looked at, a LCG, and as so few bits are non-zero, has the random numbers falling mainly in the planes. I have seen suggestions that four of these with different largest lags be XOR'ed. Another possibility would be to XOR one of these with the output of a physical generator, which may have to be recycled. -- Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399 hrubin@stat.purdue.edu Phone: (317)494-6054 FAX: (317)494-0558