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A MathLinkProgram for High-Quality Random Numbers

Volume 6, Issue 3
Summer 1996
A.S. Berdnikov, S.B. Turtia, Institute of Analytical Instrumentation, St. Petersburg, Russia
A. Compagner, Delft University of Technology, The Netherlands
 

We present a MathLink program that generates pseudorandom sequences of integers with extremely long period (approximately 1016376) and with excellent correlation properties: it is guaranteed that samples of 1700 subsequent numbers of 32 bits are independent, while the unavoidable remaining correlations are of very high order. Many different versions of these sequences can be realized by simple changes of the constants in the source code. The program is especially suitable for reliable large-scale Monte Carlo simulations.

     
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