From Mersenne primes to Random Number Generators
Professor Richard Brent (Centre for Mathematics and its Applications, ANU)
MSI Advanced Computation SeminarDATE: 2006-05-08
TIME: 11:00:00 - 12:00:00
LOCATION: GD 35 (John Dedman building)
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ABSTRACT:
Fast and reliable pseudo-random number generators are required for simulation and other applications in Scientific Computing. Because of Moore's law, random number generators that were satisfactory in the past may be inadequate today. We outline some requirements for good uniform random number generators, and describe a class of generators having very fast vector/parallel implementations. These generators are based on primitive or almost primitive polynomials, and the degrees of the polynomials correspond to the exponents of certain Mersenne primes. We consider how to combine two generators to give a generator with better statistical and/or cryptographic properties, and also discuss the problem of initialization.
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