Method of generating uniform and independent random numbers
    1.
    发明公开
    Method of generating uniform and independent random numbers 审中-公开
    Verfahren zur Erzeugung vongleichförmigenundunabhängigenZufallszahlen

    公开(公告)号:EP2824565A1

    公开(公告)日:2015-01-14

    申请号:EP13197315.8

    申请日:2013-12-16

    IPC分类号: G06F7/58

    CPC分类号: G06F7/588 G06F7/586

    摘要: An invention is presented with new and simple ways of spectral tests applicable to the multiplicative congruential generator (d,z) with any odd modulus d and any multiplier z coprime to d. The invention realizes powerful ways to select multipliers of excellence with greatly improved statistical performances in their generation of uniform and independent random numbers. Related two inventions for new designs of the generator (d,z) are presented at the same time, as strongly facilitative for the application of advocated extended spectral tests, by exploiting specific structures of moduluses formed by two odd-prime-powers so as to realize improved periodic structures that are set conveniently out of tune avoiding harmful resonances.

    摘要翻译: 本发明提出了适用于具有任何奇数模数d和任何乘数z互补对d的乘法同余发生器(d,z)的光谱测试的新的和简单的方法。 本发明实现了在产生均匀和独立的随机数中大大提高了统计性能的强大方法来选择优秀的乘法器。 相关的发明者(d,z)的新设计的两个发明在同一时间提出,通过利用由两个奇数权力形成的模态的具体结构,对于主张的扩展光谱测试的应用是非常有利的,以便 实现改进的周期性结构,其设置方便地避免有害谐振。

    Method of spectral tests of multiplicative congruential random number generators
    3.
    发明公开
    Method of spectral tests of multiplicative congruential random number generators 有权
    Verfahrenfürspektrale测试von multiplikativen kongruentenzufälligenNummernerzeugern

    公开(公告)号:EP2884386A1

    公开(公告)日:2015-06-17

    申请号:EP14191819.3

    申请日:2014-11-05

    申请人: Nakazawa, Hiroshi

    IPC分类号: G06F7/58

    CPC分类号: G06F7/586

    摘要: The present invention discloses a new method of spectral tests, on multiplicative congruential generator (d,z,n) or (d,z) comprising an odd integer d for the modulus and an integer z coprime with d for the multiplier and an integer n coprime with d for the seed and generating the sequence of integers {n k :≡nz k-1 mod(d)| 1≤n k ≤d, k=1,2,···} consecutively and giving the output random number sequence by realizing the arithmetic {v k :=n k /d| 0≤v k ≤1, k=1,2, ···}, the new method being based on the valuation of the geometrical form of the lattice G L (d,z), wherein L consecutive integer outputs of the generator (d,z,n) {Q k :=(n k ,n k+1 ,···,n k+L-1 )| k=1,2, ···} take their seats, through the computation of the largest distance λ L (d,z) between parallel and neighboring lattice hyperplanes of G L (d,z) and evaluating ρ L '(d,z):=λ L (d,z)/M L (d) of the generator (d,z) on the basis of new reference values M L (d):=L -1/2 (L+1) (L-1)/(2L) d (L-1)/L , L≥3, and judging (d,z) to be passable if conditions 1 L '(d,z) L , 3≤L≤6, are fulfilled for the prescribed levels {R L >1| 3≤L≤6}.

    摘要翻译: 本发明公开了一种频谱测试的新方法,对于包括用于模数的奇整数d的乘法同余子发生器(d,z,n)或(d,z)和具有用于乘数的d的整数z互质,并且整数n 与d进行种子互补并产生整数序列{nk:‰¡nz k-1 mod(d)| 1‰¤nk‰¤d,k = 1,2,...},并通过实现算术给出输出随机数序列{v k:= n k / d | 0‰¤vk‰¤1,k = 1,2,...},新方法基于格子GL(d,z)的几何形状的估值,其中发电机的L个连续整数输出 d,z,n){Q k:=(nk,n k + 1,...,n k + L-1)| 通过计算GL(d,z)的平行和相邻晶格超平面之间的最大距离»L(d,z),并评估ΛL'(d,z),k = 1,2,...} 基于新的参考值ML(d):= L -1/2(L + 1)(L-1)的发生器(d,z)的= {L(d,z)/ ML )/(2L)d(L-1)/ L,L‰¥3,如果条件1 <ÁL'(d,z) 1 | 3‰¤L‰¤6}。