1;3409;0c On the Lattice Structure of the Add-With-Carry and Subtract-With-Borrow Random Number Generators

On the Lattice Structure of the Add-With-Carry and Subtract-With-Borrow Random Number Generators

ACM Transactions on Modeling and Computer Simulation, vol. 3, no. 4, 1993
Pages: 315-331DOI: 10.1145/159737.159749

TOMACS

bibtex

Marsaglia and Zaman recently proposed new classes of random number generators, called add-with-carry(AWC) and subtract-with-borrow(SWB), which are capable of quickly generating very long-period (pseudo)-random number sequences using very little memory. We show that these sequences are essentially equivalent to linear congruential sequences with very large prime moduli. So, the AWC/SWB generators can be viewed as efficient ways of implementing such large linear congruential generators. As a consequence, the theoretical properties of such generators can be studied in the same way as for linear congruential generators, namely, via the spectral and lattice tests. We also show how the equivalence can be exploited to implement efficient jumping-ahead facilities for the AWC and SWB sequences. Our numerical examples illustrate the fact that AWC/SWB generators have extremely bad lattice structure in high dimensions.