On the CRAY-System Random Number Generator
نویسنده
چکیده
1. A Short Overview In the present paper we study special subsequences of the CRAY-system random number generator RANF. Such subsequences are used to obtain parallel streams of random numbers. RANF is a linear congruential generator (LCG), and hence it is well known that overlapping s-tuples of random numbers generated from RANF produce grid structures in dimension s ≥ 2. In Section 3 we give a formal description of the grid structures which are produced by subsequences of RANF or similar LCGs. Using the spectral test, which measures the coarseness of such grids, we analyze the quality of lagged subsequences with step sizes k = 2l, 1 ≤ l ≤ 10, which are relevant for CRAY systems. It turns out that the quality of subsequences with step sizes, especially for l ≥ 6, is strongly reduced in comparison to the original sequence produced by RANF. A sample Monte Carlo integration study given in Section 4 verifies the unsatisfactory results obtained by the spectral test. In Subsection 3.2 we apply the spectral test to exhibit the well known long-range correlations obtained by splitting the output sequence of RANF into consecutive blocks. Section 2 gives the basic notation and references.
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ورودعنوان ژورنال:
- Simulation
دوره 72 شماره
صفحات -
تاریخ انتشار 1999