Systematic errors due to linear congruential random-number generators with the Swendsen-Wang algorithm: a warning.

نویسندگان

  • Giovanni Ossola
  • Alan D Sokal
چکیده

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).

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Method of Systematic Search for Optimal Multipliers in Congruential Random Number Generators

This paper presents a method of systematic search for optimal multipliers for congruential random number generators. The word-size of computers is a limiting factor for development of random numbers. The generators for computers up to 32 bit wordsize are already investigated in detail by several authors. Some partial works are also carried out for moduli of 2 and higher sizes. Rapid advances in...

متن کامل

On the Digit Test

In a set of stochastic simulations, which we collectively call the digit test, we compare the widely used linear congruential with the new inversive random number generators. The inversive generators are found to perform always at least as good as any of the linear congruential generators; in some simulation runs, they perform signiicantly better.

متن کامل

Orbits and lattices for linear random number generators with composite moduli

In order to analyze certain types of combinations of multiple recursive linear congruential generators (MRGs), we introduce a generalized spectral test. We show how to apply the test in large dimensions by a recursive procedure based on the fact that such combinations are subgenerators of other MRGs with composite moduli. We illustrate this with the well-known RANMAR generator. We also design a...

متن کامل

Scalable parallel multiple recursive generators of large order

To speed up the process of performing a large statistical simulation study, it is natural and common to divide the large-scale simulation task into several relatively independent subtasks in a way that these sub-tasks can be handled by individual processors in parallel. To obtain a good overall simulation result by synthesizing results from these sub-tasks, it is crucial that good parallel rand...

متن کامل

On the Performance of Birthday Spacings Tests with Certain Families of Random Number Generators

We examine how a statistical test based on discrete spacings between points, in 1 or more dimensions, detects the regularities in certain popular classes of random number generators. We provide a rule of thumb giving the minimal sample size for the test to reject the generator systematically, as a function of the generator's size (or period length), for generator families such as the linear con...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:
  • Physical review. E, Statistical, nonlinear, and soft matter physics

دوره 70 2 Pt 2  شماره 

صفحات  -

تاریخ انتشار 2004