MRG32k3a generator

E760432

The MRG32k3a generator is a high-quality combined multiple recursive pseudorandom number generator widely used in scientific computing and simulations for its long period and good statistical properties.

All labels observed (2)

Label Occurrences
MRG32k3a generator canonical 1
RngStreams library 1

How this entity was disambiguated

Statements (48)

Predicate Object
instanceOf MRG (multiple recursive generator) ⓘ
combined multiple recursive generator ⓘ
pseudorandom number generator ⓘ
hasApplication Monte Carlo simulation ⓘ
financial risk simulation ⓘ
queueing simulations ⓘ
scientific computing ⓘ
stochastic modeling ⓘ
hasAuthor Pierre L’Ecuyer ⓘ
hasCategory multiple recursive generator with combination ⓘ
uniform random number generator ⓘ
hasCombinationRule z_n = (x_n - y_n) mod 4294967087 ⓘ
hasComponentCount 2 ⓘ
hasComponentType 3rd-order multiple recursive generator ⓘ
hasDesignGoal high-quality random variates for simulation ⓘ
support for parallel and distributed simulations ⓘ
hasDimension 6 ⓘ
hasFeature ability to jump ahead in the sequence ⓘ
well-defined stream and substream structure ⓘ
hasModulus 4294944443 ⓘ
4294967087 ⓘ
hasOutputRange (0,1) ⓘ
hasOutputType double-precision uniform variates ⓘ
hasPeriodLength approximately 2^191 ⓘ
hasProperty good equidistribution properties ⓘ
good statistical quality ⓘ
long period ⓘ
supports efficient substream generation ⓘ
supports multiple independent streams ⓘ
hasRecurrence x_n = (1403580 x_{n-2} - 810728 x_{n-3}) mod 4294967087 ⓘ
y_n = (527612 y_{n-1} - 1370589 y_{n-3}) mod 4294944443 ⓘ
hasSeedConstraint state must not be all zeros in each component ⓘ
hasStateSize 6 integers ⓘ
hasStreamCountPerSeed 2^64 streams (conceptual design) ⓘ
hasSubstreamCountPerStream 2^64 substreams (conceptual design) ⓘ
hasYearIntroduced late 1990s ⓘ
isAlternativeTo Mersenne Twister ⓘ
linked to: MersenneTwister

linear congruential generators ⓘ
isDescribedIn Pierre L’Ecuyer’s papers on combined multiple recursive generators ⓘ
isImplementedIn Intel Math Kernel Library ⓘ
MATLAB random number generation toolbox ⓘ
NAG Library ⓘ
Python (via various simulation libraries) ⓘ
R (via external packages and interfaces) ⓘ
RngStreams library ⓘ
linked to: MRG32k3a generator

SSJ (Stochastic Simulation in Java) library ⓘ
isPreferredFor high-precision simulation studies ⓘ
passesTestSuite TestU01 Crush battery (under recommended usage) ⓘ

How these facts were elicited

Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

cuRAND → provides → MRG32k3a generator ⓘ
MRG32k3a generator → isImplementedIn → RngStreams library ⓘ
linked to: MRG32k3a generator