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6. Some examples of RNGs

RNG Ref Period Speed: 106 numbers/sec (Pentium III) Comment
rand (C stdlib) ? linear congruential ? 2.1*109 6.1 Which algorithm, what period?

RAND_MAX = 32767 on SGI IRIX: disaster!

rand (Perl) ? ? not tested Probably rand from C stdlib.
minimal standard Park and Miller (1988) 2.1*109 5.5 Good quality, short period.
Wichmann and Hill Wichmann and Hill (1982) 6.9*1012 1.8 Shortish period, slow, quality tests not done?
Ranlux Lüscher (1994) 5.2*10171 7.5 to 0.93 Quality level can be chosen (0-4); highest is very good.
Taus88 L'Ecuyer (1996) 3.1*1026 8.4 Middling period, passes standard tests, fast.
MT19937 (Mersenne Twister) Matsumoto and Nishimura (1998) 4.3*106001 6.1 Astronomical period, passes standard quality tests.


Copyright © 2000 Per Kraulis $Date: 2000/12/04 12:20:12 $