Rando Number Generators Mathematics Department …随机数发生器数学系—….pptVIP

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Rando Number Generators Mathematics Department …随机数发生器数学系—….ppt

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Rando Number Generators Mathematics Department …随机数发生器数学系—…

Random Number Generators Random Number Generators Based upon specific mathematical algorithms Which are repeatable and sequential Random Truly Random Exhibiting true randomness Pseudorandom Appearance of randomness but having a specific repeatable pattern Quasi-random Having a set of non-random numbers in a randomized order Problems Difficult to isolate Often need to replace current generator Require Knowledge of current generator Sometimes in-depth understanding of random number generators themselves Large scale tests cause most problems Needing sometimes millions or billions of random numbers Desirable Properties When performing Monte Carlo Simulations Attributes of each particle should be independent of those attributes of any other particle Fill the entire attribute space in a manner which is consistent with the physics Random Number Cycle Basis sequence of pseudorandom integers Some exceptions Integers (“Fixed”) Manipulated arithmetically to yield floating point (“real”) Can be presented in either Integer or Real numbers Cycle What Does This Show Us? Properties of pseudorandom sequences of integers The sequence has a finite number of integers The sequence gets traversed in a particular order The sequence repeats if the period of the generator is exceeded LCG Most commonly used RNG Linear Congruential Generator Requires initial “seed” denoted as X0 Appears random because of Modulo function Next “random” number depends heavily on previous X Typical of linear, congruential generators Restricts period Equations - LCG Using LCG Choosing Correct Input is Key LCG (a,c,m,X0) LCG (5, 1, 16, 1) Yields – 1,6,15,12,13,2,11,8,9,14,7,4,5,10,3,0, 1,6,15,12,13,2,11,8,9,14,… When the next result depends upon only the previous integer, the longest period possible is P=M Odd/Even pattern lack of randomness results from using a power of two for M Cycle LCG(5,1,16,1) Table Example #2 LCG(5,0,16,1) Yields - 1,5,9,13,1,5,9,13,… M is a power of 2 (here: 2^4) C=0 Maximum period