Notes for oneMKL Vector Statistics

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 m
    1
    ,
    x
    -2
     =
    x
    -1
     =
    y
    -3
     =
    y
    -2
     =
    y
    -1
     = 1.
  3. If
    n
     = 2, assume
    x
    -3
     = params[0] mod m
    1
    ,
    x
    -2
     = params[1] mod m
    1
    ,
    x
    -1
     =
    y
    -3
     =
    y
    -2
     =
    y
    -1
     = 1.
  4. If
    n
     = 3, assume
    x
    -3
     = params[0] mod m
    1
    ,
    x
    -2
     = params[1] mod m
    1
    ,
    x
    -1
     = params[2] mod m
    1
    ,
    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 m
    1
    ,
    x
    -2
     = params[1] mod m
    1
    ,
    x
    -1
     = params[2] mod m
    1
    ,
    y
    -3
     = params[3] mod m
    2
    ,
    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 m
    1
    ,
    x
    -2
     = params[1] mod m
    1
    ,
    x
    -1
     = params[2] mod m
    1
    ,
    y
    -3
     = params[3] mod m
    2
    ,
    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 m
    1
    ,
    x
    -2
     = params[1] mod m
    1
    ,
    x
    -1
     = params[2] mod m
    1
    ,
    y
    -3
     = params[3] mod m
    2
    ,
    y
    -2
     = params[4] mod m
    2
    ,
    y
    -1
     = params[5] mod m
    2
    .
    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) 
  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

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.