MIXMAX generator (original) (raw)

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dbo:abstract The MIXMAX generator is a family of pseudorandom number generators (PRNG) and is based on Anosov C-systems (Anosov diffeomorphism) and Kolmogorov K-systems (Kolmogorov automorphism). It was introduced in a 1986 preprint by G. Savvidy and N. Ter-Arutyunyan-Savvidy and published in 1991. A fast implementation in C/C++ of the generator was developed by Konstantin Savvidy. The period of the generator is and the Kolmogorov entropy is for the matrix size . That generator occupies less than 2 kb, and if a smaller generator state is required, a N = 17 version with less than 200 bytes memory requirement also exists. The generator works on most 64-bit systems, including 64-bit Linux flavors and Intel Mac. It has also been tested on PPC and ARM architectures. The latest version also runs on 32-bit systems and on Windows. The generator is equally usable with , has been chosen as the default generator in CLHEP for use in Geant4 and there exists a ROOT interface. It has been recently tested extensively on very wide variety of platforms, as part of the CLHEP/Geant4 release. An analysis by L’Ecuyer, Wambergue and Bourceret, see also, showed that MIXMAX generators, just as all other Multiple Recursive Generators and linear congruential generators, has a lattice structure when the produced random numbers are considered in n - dimensional space larger than the dimension N of the matrix generator, and only in that high dimensions n > N they lie on a set of parallel hyperplanes and determined the maximum distance between the covering hyperplanes. (en)
dbo:thumbnail wiki-commons:Special:FilePath/Mixmax_rplot.png?width=300
dbo:wikiPageExternalLink https://mixmax.hepforge.org/
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dbo:wikiPageWikiLink dbr:PowerPC dbr:Anosov_diffeomorphism dbc:Random_number_generation dbr:Geant4 dbr:Linear_congruential_generator dbr:C++ dbr:CLHEP dbr:C_(programming_language) dbr:ARM_architecture dbr:Kolmogorov_automorphism dbr:Pseudorandom_number_generator dbr:Array_data_structure dbc:Pseudorandom_number_generators dbr:ROOT dbr:C++_programs
dbp:averageTime O (en)
dbp:bestTime O (en)
dbp:caption A pseudorandom number generator. (en)
dbp:class dbr:Pseudorandom_number_generator
dbp:data dbr:Array_data_structure
dbp:optimal Yes (en)
dbp:space O (en)
dbp:time O (en)
dbp:wikiPageUsesTemplate dbt:COI dbt:ISBN dbt:Reflist dbt:Infobox_Algorithm
dct:subject dbc:Random_number_generation dbc:Pseudorandom_number_generators
rdfs:comment The MIXMAX generator is a family of pseudorandom number generators (PRNG) and is based on Anosov C-systems (Anosov diffeomorphism) and Kolmogorov K-systems (Kolmogorov automorphism). It was introduced in a 1986 preprint by G. Savvidy and N. Ter-Arutyunyan-Savvidy and published in 1991. (en)
rdfs:label MIXMAX generator (en)
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