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 u0, u1, ...

Integer Implementation

The output vector of 32-bit integers z0, z1, ...

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 m1.

  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

vslLeapfrogStream

Not supported

vslSkipAheadStream

Supported

vslLeapfrogStream

Not supported

Generator Period

Lattice Structure

M8 = 0.68561,  M16 = 0.63940,  M32 = 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) 

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. 

For more complete information about compiler optimizations, see our Optimization Notice.
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