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Some long-period random number generators using shifts and xors

Published 19 Apr 2010 in cs.DS, math.NT, and stat.CO | (1004.3115v1)

Abstract: Marsaglia recently introduced a class of xorshift random number generators (RNGs) with periods 2n-1 for n = 32, 64, etc. Here we give a generalisation of Marsaglia's xorshift generators in order to obtain fast and high-quality RNGs with extremely long periods. RNGs based on primitive trinomials may be unsatisfactory because a trinomial has very small weight. In contrast, our generators can be chosen so that their minimal polynomials have large weight (number of nonzero terms). A computer search using Magma has found good generators for n a power of two up to 4096. These have been implemented in a free software package xorgens.

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