A Comparative Study of Some Pseudorandom Number Generators

We present results of an extensive test program of a group of pseudorandom number generators which are commonly used in the applications of physics, in particular in Monte Carlo simulations. The generators include public domain programs, manufacturer installed routines and a random number sequence produced from physical noise. We start by traditional statistical tests, followed by detailed bit level and visual tests. The computational speed of various algorithms is also scrutinized. Our results allow direct comparisons between the properties of different generators, as well as an assessment of the efficiency of the various test methods. This information provides the best available criterion to choose the best possible generator for a given problem. However, in light of recent problems reported with some of these generators, we also discuss the importance of developing more refined physical tests to find possible correlations not revealed by the present test methods.Comment: University of Helsinki preprint HU-TFT-93-22 (minor changes in Tables 2 and 7, and in the text, correspondingly

On Binary de Bruijn Sequences from LFSRs with Arbitrary Characteristic Polynomials

We propose a construction of de Bruijn sequences by the cycle joining method from linear feedback shift registers (LFSRs) with arbitrary characteristic polynomial $f(x)$. We study in detail the cycle structure of the set $\Omega(f(x))$ that contains all sequences produced by a specific LFSR on distinct inputs and provide a fast way to find a state of each cycle. This leads to an efficient algorithm to find all conjugate pairs between any two cycles, yielding the adjacency graph. The approach is practical to generate a large class of de Bruijn sequences up to order $n \approx 20$. Many previously proposed constructions of de Bruijn sequences are shown to be special cases of our construction

The RANLUX generator: resonances in a random walk test

Using a recently proposed directed random walk test, we systematically investigate the popular random number generator RANLUX developed by Luescher and implemented by James. We confirm the good quality of this generator with the recommended luxury level. At a smaller luxury level (for instance equal to 1) resonances are observed in the random walk test. We also find that the lagged Fibonacci and Subtract-with-Carry recipes exhibit similar failures in the random walk test. A revised analysis of the corresponding dynamical systems leads to the observation of resonances in the eigenvalues of Jacobi matrix.Comment: 18 pages with 14 figures, Essential addings in the Abstract onl

On Greedy Algorithms for Binary de Bruijn Sequences

We propose a general greedy algorithm for binary de Bruijn sequences, called Generalized Prefer-Opposite (GPO) Algorithm, and its modifications. By identifying specific feedback functions and initial states, we demonstrate that most previously-known greedy algorithms that generate binary de Bruijn sequences are particular cases of our new algorithm

Revisiting LFSMs

Linear Finite State Machines (LFSMs) are particular primitives widely used in information theory, coding theory and cryptography. Among those linear automata, a particular case of study is Linear Feedback Shift Registers (LFSRs) used in many cryptographic applications such as design of stream ciphers or pseudo-random generation. LFSRs could be seen as particular LFSMs without inputs. In this paper, we first recall the description of LFSMs using traditional matrices representation. Then, we introduce a new matrices representation with polynomial fractional coefficients. This new representation leads to sparse representations and implementations. As direct applications, we focus our work on the Windmill LFSRs case, used for example in the E0 stream cipher and on other general applications that use this new representation. In a second part, a new design criterion called diffusion delay for LFSRs is introduced and well compared with existing related notions. This criterion represents the diffusion capacity of an LFSR. Thus, using the matrices representation, we present a new algorithm to randomly pick LFSRs with good properties (including the new one) and sparse descriptions dedicated to hardware and software designs. We present some examples of LFSRs generated using our algorithm to show the relevance of our approach.Comment: Submitted to IEEE-I

A transformation sequencing approach to pseudorandom number generation

This paper presents a new approach to designing pseudorandom number generators based on cellular automata. Current cellular automata designs either focus on i) ensuring desirable sequence properties such as maximum length period, balanced distribution of bits and uniform distribution of n-bit tuples etc. or ii) ensuring the generated sequences pass stringent randomness tests. In this work, important design patterns are first identified from the latter approach and then incorporated into cellular automata such that the desirable sequence properties are preserved like in the former approach. Preliminary experiment results show that the new cellular automata designed have potential in passing all DIEHARD tests

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