Efficient computer search of large-order multiple recursive pseudo-random number generators

Abstract

Utilizing some results in number theory, we propose an efficient method to speed up the computer search of large-order maximum-period Multiple Recursive Generators (MRGs). We conduct the computer search and identify many efficient and portable MRGs of order up to 25,013, which have the equi-distribution property in up to 25,013 dimensions and the period lengths up to 10233,361 approximately. In addition, a theoretical test is adopted to further evaluate and compare these generators. An extensive empirical study shows that these generators behave well when tested with the stringent Crush battery of the test package TestU01.