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. |