Newsgroups: sci.math
From: "George Marsaglia" <g...@stat.fsu.edu>
Date: Tue, 25 Feb 2003 10:25:34 -0500
Local: Tues, Feb 25 2003 10:25 am
Subject: Re: RNGs
news:1046095684.571971@news-1.nethere.net...
> Hi All, It doesn't seem reasonable to consider that there is a best. > there are many RNG's out there with huge periods. > For example: > 1. Mersenne Twister (MT) > 2. Add With Carry (AWC) > 3. Subtract With Borrow (SWB) > 4. KISS > There is also Marsaglia's DIEHARD battery of tests to test the quality of > these RNGs (in fact, 2 - 4 are his RNG's). Obviously, these RNGs are not > good for crypto applications, but are good for anything Monte Carlo. > Questions: > 1. My question is this, which is the best overall RNG out there, where best > means that it passes all of the DIEHARD tests and has a huge period? > 2. Is there a RNG which can be implemented in a FPGA to simulate "White > Noise"? > Thank you for any references (as I am looking through Google as we speak), > but cannot believe that many haven't been down this road. > Flip Just as the "Miss America Contest" judges have to view talent, swim suit, evening gown and interview scores before voting, for RNG's one should consider test results, speed, simplicity, period length, size and possibly other factors, depending on the application. (My own judging tends to give extra weight to the equivalent of the swim-suit competition---beauty of the underlying theory.) Most of us are likely to give the most weight to The C procedure MWC256( ) listed below rates highly in all The Mersenne Twister rates highly in test results and Add-With-Carry (AWC) and Subtract-With-Borrow (SWB) The KISS generator rates highly in test results and Here is the latest version of KISS, in C: unsigned long KISS(){ Choosing random seed values for x,y,z,and c provides static unsigned long Q[256],c=362436; Choosing random values for the static array Q[256] and c Now for the really really big: static unsigned long Q[4096],c=362436; This RNG has period > 2^131086, some 10^33459 times as The above are my own ratings. As a judge in the contest, George Marsaglia You must Sign in before you can post messages.
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