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A Portable High-Quality Random Number Generator for Lattice Field Theory Simulations

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arxiv hep-lat/9309020 v1 pith:GCYAONV5 submitted 1993-09-28 hep-lat

A Portable High-Quality Random Number Generator for Lattice Field Theory Simulations

classification hep-lat
keywords generatornumberrandomsimulationsstatisticaltheoryaddedalgorithm
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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The theory underlying a proposed random number generator for numerical simulations in elementary particle physics and statistical mechanics is discussed. The generator is based on an algorithm introduced by Marsaglia and Zaman, with an important added feature leading to demonstrably good statistical properties. It can be implemented exactly on any computer complying with the IEEE--754 standard for single precision floating point arithmetic.

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