| How good is Randomu? [message #57971] |
Fri, 04 January 2008 08:17 |
john.copley
Messages: 8
Registered: October 2001
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Junior Member |
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Many thanks to those of you who responded to my posting entitled "
Bizarre (?) behavior of randomu". Your comments have been very useful.
I now have a different question. How good is Randomu? I am developing
some code to calculate multiple neutron scattering intensities and
typically in any given run I would expect to invoke randomu (or some
other IDL procedure that generates uniformly distributed pseudo-random
numbers between 0 and 1) several hundred to several thousand times,
each time obtaining of order 1 million numbers, in other words
generating 10^9 or more random numbers in any given run. Is randomu up
to the task, or do I need something better?
If I need something better what should I use? I have come across
exotica such as the "MT19937 generator of Makoto Matsumoto and Takuji
Nishimura [which] is a variant of the twisted generalized feedback
shift-register algorithm" and "has a Mersenne prime period of 2^19937
- 1 (about 10^6000) and is equi-distributed in 623 dimensions" but
that sounds like overkill. On the other hand the so-called Wichmann-
Hill algorithm looks interesting and it is supposedly very easy to
code.
Thoughts, anyone?
Many thanks
John
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