MRG32k3a swMATH ID: 18715 Software Authors: L’Écuyer, Pierre Description: Good parameters and implementations for combined multiple recursive random number generators. Combining parallel multiple recursive sequences provides an efficient way of implementing random number generators with long periods and good structural properties. Such generators are statistically more robust than simple linear congruential generators that fit into a computer word. We made extensive computer searches for good parameter sets, with respect to the spectral test, for combined multiple recursive generators of different sizes. We also compare different implementations and give a specific code in C that is faster than previous implementations of similar generators. Homepage: http://simul.iro.umontreal.ca/rng/MRG32k3a.c Related Software: TestU01; MersenneTwister; RngSteam; RngStreams; AS 183; GitHub; Diehard; R; SFMT; RandQMC; sobol.cc; SSJ; RngStreams; SPRNG; MIXMAX; UNIRAN; ns-2; SoDA; Mulprec; PROC SURVEYSELECT Cited in: 34 Documents Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year Good parameters and implementations for combined multiple recursive random number generators. Zbl 1042.65505L’Écuyer, Pierre 1999 all top 5 Cited by 63 Authors 11 L’Ecuyer, Pierre 3 Simard, Richard J. 2 Munger, David 2 Savvidy, George K. 2 Savvidy, Konstantin G. 2 Tang, Hui-Chin 1 Alexopoulos, Christos 1 Almaraz-Luengo, Elena 1 Aubry, Philippe 1 Ben Abdellah, Amal 1 Bhattacharjee, Kamalika 1 Bi, Jingguo 1 Cao, Yue 1 Cheng, Rong 1 Cooper, Kyle 1 Das, Sukanta 1 Deng, Lih-Yuan 1 Duan, Yu-Fei 1 Dwyer, Gerald P. 1 Eckman, David J. 1 El Haddad, Rami 1 Eubank, Randy L. 1 Goldsman, David M. 1 Granger-Piché, Jacinthe 1 Grassmann, Winfried 1 Henderson, Shane G. 1 Hill, I. D. 1 Hofert, Marius 1 Hunter, Susan R. 1 Ingolfsson, Armann 1 Jahnsen, Anders Grønvik 1 Karl, Andrew T. 1 Kimms, Alf 1 Kolonko, Michael 1 Lécot, Christian 1 Lemieux, Christiane 1 Liu, Yijian 1 Lu, Henry Horng-Shing 1 Mackey, Michael Charles 1 Meterelliyoz, Melike 1 Milovanovic, Jelena 1 Müller-Bungart, Michael 1 Oreshkin, Boris N. 1 Plesser, Hans Ekkehard 1 Puchhammer, Florian 1 Puterman, Martin L. 1 Reiser, Mark 1 Ryabko, Boris Ya. 1 Schlottmann, Frank 1 Seese, Detlef G. 1 Self, Julian 1 Sezgin, Fatin 1 Sezgin, Tevfik Metin 1 Shashaani, Sara 1 Shiau, Jyh-Jen Horng 1 Sun, Bai-Shun 1 Wichmann, Brian A. 1 Williams, K. B. 1 Wu, You 1 Wu, Zijun 1 Xue, Jing-Wen 1 Yu, Han-Bing 1 Zheng, Qunxiong all top 5 Cited in 23 Serials 6 Mathematics and Computers in Simulation 3 INFORMS Journal on Computing 2 Chaos, Solitons and Fractals 2 Journal of Computational and Applied Mathematics 2 Computational Statistics and Data Analysis 1 The American Statistician 1 Computers & Mathematics with Applications 1 Computer Physics Communications 1 Bulletin of Mathematical Biology 1 Applied Mathematics and Computation 1 INFOR 1 Operations Research 1 Journal of Economic Dynamics & Control 1 International Journal of Foundations of Computer Science 1 Designs, Codes and Cryptography 1 Computational Statistics 1 Communications in Statistics. Simulation and Computation 1 European Journal of Operational Research 1 Journal of Nonlinear Science 1 Finance and Stochastics 1 OR Spectrum 1 Statistics Surveys 1 Computer Science Review all top 5 Cited in 11 Fields 26 Numerical analysis (65-XX) 6 Statistics (62-XX) 5 Operations research, mathematical programming (90-XX) 4 Number theory (11-XX) 3 Probability theory and stochastic processes (60-XX) 2 Computer science (68-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year