The Additive Congruential Random Number (ACORN) Generator - pseudo-random sequences that are well distributed in k-dimensions

11 June 2019
14:00
Roy S Wikramaratna
Abstract

ACORN generators represents an approach to generating uniformly distributed pseudo-random numbers which is straightforward to implement for arbitrarily large order $k$ and modulus $M=2^{30t}$ (integer $t$). They give long period sequences which can be proven theoretically to approximate to uniformity in up to $k$ dimensions, while empirical statistical testing demonstrates that (with a few very simple constraints on the choice of parameters and the initialisation) the resulting sequences can be expected to pass all the current standard tests .

The standard TestU01 Crush and BigCrush Statistical Test Suites are used to demonstrate for ACORN generators with order $8≤k≤25$ that the statistical performance improves as the modulus increases from $2^{60}$ to $2^{120}$. With $M=2^{120}$ and $k≥9$, it appears that ACORN generators pass all the current TestU01 tests over a wide range of initialisations; results are presented that demonstrate the remarkable consistency of these results, and explore the limits of this behaviour.

This contrasts with corresponding results obtained for the widely-used Mersenne Twister MT19937 generator, which consistently failed on two of the tests in both the Crush and BigCrush test suites.

There are other pseudo-random number generators available which will also pass all the TestU01 tests. However, for the ACORN generators it is possible to go further: we assert that an ACORN generator might also be expected to pass any more demanding tests for $p$-dimensional uniformity that may be required in the future, simply by choosing the order $k>p$, the modulus $M=2^{30t}$ for sufficiently large $t$, together with any odd value for the seed and an arbitrary set of initial values. We note that there will be $M/2$ possible odd values for the seed, with each such choice of seed giving rise to a different $k$-th order ACORN sequence satisfying all the required tests.

This talk builds on and extends results presented at the recent discussion meeting on “Numerical algorithms for high-performance computational science” at the Royal Society London, 8-9 April 2019, see download link at bottom of web page http://acorn.wikramaratna.org/references.html.

  • Numerical Analysis Group Internal Seminar