Pseudo-random number generators for Monte Carlo simulations on Graphics Processing Units

Basic uniform pseudo-random number generators are implemented on ATI Graphics Processing Units (GPU). The performance results of the realized generators (multiplicative linear congruential (GGL), XOR-shift (XOR128), RANECU, RANMAR, RANLUX and Mersenne Twister (MT19937)) on CPU and GPU are discussed. The obtained speed-up factor is hundreds of times in comparison with CPU. RANLUX generator is found to be the most appropriate for using on GPU in Monte Carlo simulations. The brief review of the pseudo-random number generators used in modern software packages for Monte Carlo simulations in high-energy physics is present.Comment: 31 pages, 9 figures, 3 table

Note on Marsaglia's Xorshift Random Number Generators

Marsaglia (2003) has described a class of Xorshift random number generators (RNGs) with periods 2^n - 1 for n = 32, 64, etc. We show that the sequences generated by these RNGs are identical to the sequences generated by certain linear feedback shift register (LFSR) generators using "exclusive or" (xor) operations on n-bit words, with a recurrence defined by a primitive polynomial of degree n.

Discrete-Time Chaotic-Map Truly Random Number Generators: Design, Implementation, and Variability Analysis of the Zigzag Map

In this paper, we introduce a novel discrete chaotic map named zigzag map that demonstrates excellent chaotic behaviors and can be utilized in Truly Random Number Generators (TRNGs). We comprehensively investigate the map and explore its critical chaotic characteristics and parameters. We further present two circuit implementations for the zigzag map based on the switched current technique as well as the current-mode affine interpolation of the breakpoints. In practice, implementation variations can deteriorate the quality of the output sequence as a result of variation of the chaotic map parameters. In order to quantify the impact of variations on the map performance, we model the variations using a combination of theoretical analysis and Monte-Carlo simulations on the circuits. We demonstrate that even in the presence of the map variations, a TRNG based on the zigzag map passes all of the NIST 800-22 statistical randomness tests using simple post processing of the output data.Comment: To appear in Analog Integrated Circuits and Signal Processing (ALOG

Analysis of Random Number Generators Using Monte Carlo Simulation

Revisions are almost entirely in the introduction and conclusion. Results are unchanged, however the comments and recommendations on different generators were changed, and more references were added.Comment: Email: [email protected] 16 pages, Latex with 1 postscript figure. NPAC technical report SCCS-52