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Re: Random number generators
- From: Brian Gough <bjg at network-theory dot co dot uk>
- To: Heiko Bauke <heiko dot bauke at physik dot uni-magdeburg dot de>
- Cc: gsl-discuss at sources dot redhat dot com
- Date: Mon, 9 Jan 2006 21:14:15 +0000
- Subject: Re: Random number generators
- References: <20060107134950.4d4fa459.heiko.bauke@physik.uni-magdeburg.de>
Heiko Bauke writes:
> some years ago I provided some patches for serveral pseudo-random number
> generators. In these patches I focussed on correctness and portability
> not on performance.
>
> For (multiple) linear congruential generators with prime moduls a seedup
> up to a factor 15 can be gained by switching from a implementation that
> uses 32-bit arithmetic to 64-bit arithmetic. The source files attached
> to this mail contain compile time switches, that check if the data type
> long long is available and choose a 64-bit implementation if
> appropriate.
Hello,
Thanks, I'll update the documentation. For the simple generators I
don't think it is worth trying to optimise the code itself for
64-bits, as they are only examples. If there are some optimisations
for ranlux I'd add them.
--
Brian Gough