Polynomial pseudo-random number generator via cyclic phase

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• 作者：A. Marchi ; A. Liverani ; A. Del Giudice
• 关键词：Monte carlo simulation ; Random number ; Pseudo-random number generator shift register
• 刊名：Mathematics and Computers in Simulation
• 出版年：2009
• 出版时间：July 2009
• 年：2009
• 卷：79
• 期：11
• 页码：3328-3338
• 全文大小：763 K

文摘

Fast and reliable pseudo-random number generator (PRNG) is required for simulation and other applications in scientific computing. In this work, a polynomial PRNG algorithm, based on a linear feedback shift register (LFSR) is presented. LFSR generator of order k determines a 2^k−1 cyclic sequence period when the associated polynomial is primitive. The main drawback of this generator is the cyclicality of the shifted binary sequence. A non-linear transformation is proposed, which eliminates the underlying cyclicality and maintains both the characteristics of the original generator and the feedback function. The modified generator assures a good trade off between fastness and reliability and passes both graphical and statistical tests.