Developer Reference

Contents

MRG32k3a

This is a 32-bit combined multiple recursive generator with two components of order 3:
  
MRG32k3a combined generator meets the requirements for modern RNGs, such as good multidimensional uniformity, or a long period. Optimization for various Intel® architectures makes it competitive with the other VS BRNGSs in terms of speed.
Real Implementation (Single and Double Precision)
The output vector is the sequence of the floating-point values
u
0
,
u
1
, ...
Integer Implementation
The output vector of 32-bit integers
z
0
,
z
1
, ...
Stream Initialization by Function
vslNewStream
MRG32k3a generates the stream and initializes it specifying the 32-bit input integer parameter seed. The stream state is the two triplets of 32-bit integers (
x
-1
,
x
-2
, ...,
x
-3
and
y
-1
,
y
-2
, ...,
y
-3
), initialized in the following way:
  1. Assume
    x
    -3
    = seed
    mod
    m
    1
    .
  2. Assume the other values equal to 1, that is,
    x
    -2
    =
    x
    -1
    =
    y
    -3
    =
    y
    -2
    =
    y
    -1
    = 1.
Stream Initialization of Function
vslNewStreamEx
MRG32k3a generates the stream and initializes it specifying the array
n
of 32-bit integer
params[]
:
  1. If
    n
    = 0, assume
    x
    -3
    =
    x
    -2
    =
    x
    -1
    =
    y
    -3
    =
    y
    -2
    =
    y
    -1
    = 1.
  2. If
    n
    = 1, assume
    x
    -3
    =
    params[0] mod m1
    ,
    x
    -2
    =
    x
    -1
    =
    y
    -3
    =
    y
    -2
    =
    y
    -1
    = 1.
  3. If
    n
    = 2, assume
    x
    -3
    =
    params[0] mod m1
    ,
    x
    -2
    =
    params[1] mod m1
    ,
    x
    -1
    =
    y
    -3
    =
    y
    -2
    =
    y
    -1
    = 1.
  4. If
    n
    = 3, assume
    x
    -3
    =
    params[0] mod m1
    ,
    x
    -2
    =
    params[1] mod m1
    ,
    x
    -1
    =
    params[2] mod m1
    ,
    y
    -3
    =
    y
    -2
    =
    y
    -1
    = 1. If the values prove to be
    x
    -3
    =
    x
    -2
    =
    x
    -1
    = 0, assume
    x
    -3
    = 1.
  5. If
    n
    = 4, assume
    x
    -3
    =
    params[0] mod m1
    ,
    x
    -2
    =
    params[1] mod m1
    ,
    x
    -1
    =
    params[2] mod m1
    ,
    y
    -3
    =
    params[3] mod m2
    ,
    y
    -2
    =
    y
    -1
    = 1. If the values prove to be
    x
    -3
    =
    x
    -2
    =
    x
    -1
    = 0, assume
    x
    -3
    = 1.
  6. If
    n
    = 5, assume
    x
    -3
    =
    params[0] mod m1
    ,
    x
    -2
    =
    params[1] mod m1
    ,
    x
    -1
    =
    params[2] mod m1
    ,
    y
    -3
    =
    params[3] mod m2
    ,
    y
    -2
    =
    params[4] mod m2
    ,
    y
    -1
    = 1. If the values prove to be
    x
    -3
    =
    x
    -2
    =
    x
    -1
    = 0, assume
    x
    -3
    = 1.
  7. If
    n
    ≥ 6, assume
    x
    -3
    =
    params[0] mod m1
    ,
    x
    -2
    =
    params[1] mod m1
    ,
    x
    -1
    =
    params[2] mod m1
    ,
    y
    -3
    =
    params[3] mod m2
    ,
    y
    -2
    =
    params[4] mod m2
    ,
    y
    -1
    =
    params[5] mod m2
    . If the values prove to be
    x
    -3
    =
    x
    -2
    =
    x
    -1
    = 0, assume
    x
    -3
    = 1. If the values prove to be
    y
    -3
    =
    y
    -2
    =
    y
    -1
    = 0, assume
    y
    -3
    = 1.
Subsequences Selection Methods
vslSkipAheadStream
Supported
vslSkipAheadStreamEx
Supported
vslLeapfrogStream
Not supported
Generator Period
Lattice Structure
M
8
= 0.68561,  
M
16
= 0.63940,  
M
32
= 0.63359.
Empirical Testing Results Summary
Test Name
vsRngUniform
vdRngUniform
viRngUniform
viRngUniformBits
3D Spheres Test
OK (10% errors) 
OK (10% errors) 
Not applicable
OK (10% errors) 
Birthday Spacing Test
Not applicable
Not applicable
Not applicable
OK (0% errors) 
Bitstream Test
Not applicable
Not applicable
Not applicable
OK (20% errors) 
Rank of 31x31 Binary Matrices Test
Not applicable
Not applicable
Not applicable
OK (20% errors) 
Rank of 32x32 Binary Matrices Test
Not applicable
Not applicable
Not applicable
OK (10% errors) 
Rank of 6x8 Binary Matrices Test
Not applicable
Not applicable
Not applicable
OK (0% errors) 
Counts-the-1’s Test (stream of bits)
Not applicable
Not applicable
Not applicable
OK (20% errors) 
Counts-the-1’s Test (stream of specific bytes)
Not applicable
Not applicable
Not applicable
OK (0% errors) 
Craps Test
OK (20% errors) 
OK (20% errors) 
OK (20% errors) 
OK (20% errors) 
Parking Lot Test
OK (10% errors) 
OK (10% errors) 
Not applicable
OK (10% errors) 
2D Self-Avoiding Random Walk Test
OK (20% errors) 
OK (20% errors) 
Not applicable
OK (20% errors) 
Note
  1. The tabulated data is obtained using the one-level (threshold) testing technique. The OK result indicates FAIL < 50%. The run fails when p-value falls outside the interval [0.05, 0.95].
  2. The stream tested is generated by calling the function
    vslNewStream
    with seed=7,777,777. 

Product and Performance Information

1

Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice.

Notice revision #20110804