Article View: sci.math.stat
Article #798More on Random Number Generators.
From: B. Narasimhan
Date: Thu, 21 Jan 1993 17:06
Date: Thu, 21 Jan 1993 17:06
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1857 bytes
Here is the intro part of a paper by some other physicists.
\centerline{\bf Hidden Errors in Simulations and the Quality
of Pseudorandom Numbers}
by I. Vattulainen$^1$, K. Kankaala$^{1,2}$, J. Saarinen$^1$, and
T. Ala-Nissila$^3$.
In a recent letter Ferrenberg {\it et al.} (FLW) [1] present
intriguing results arising from combinations of some random
number generators and Monte Carlo acceleration algorithms.
In particular, they observe systematic errors when the
Wolff algorithm [2] is used at $T_c$ in the $2-d$ Ising model.
As an explanation of this, they propose that subtle correlations
arise in the random number sequences, in the sense that the
higher order bits of the random numbers are correlated.
We have recently carried out extensive statistical,
bit level, and visual tests for several commonly used
pseudorandom number generators in physics applications [3].
Two of these were used in Ref. 1, namely
R250 [4] and CONG [5].
Using the Wolff algorithm FLW discovered problems
with R250, but not with CONG. Thus, our test results bear
direct relevance to the existence of possible problems, and
differences between these two algorithms.
--
B. Narasimhan naras@cda.mrs.umn.edu
Division of Science and Math.
The University of Minnesota at Morris
Morris, MN 56267
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Newsgroups: sci.math.stat Path: arc1-ca.pugleaf.net!sparky!uunet!paladin.american.edu!howland.reston.ans.net!bogus.sura.net!jhunix.hcf.jhu.edu!fmsrl7!lynx.unm.edu!umn.edu!cda.mrs.umn.edu!naras From: naras@cda.mrs.umn.edu (B. Narasimhan) Subject: More on Random Number Generators. Message-ID: <C17rJD.KAv@cda.mrs.umn.edu> Sender: news@cda.mrs.umn.edu (USENET News System) Nntp-Posting-Host: sci234e.mrs.umn.edu Organization: University of Minnesota - Morris Date: Thu, 21 Jan 1993 17:06:48 GMT Lines: 32