Random number generators with period divisible by a Mersenne prime
Identifieur interne : 005373 ( Hal/Checkpoint ); précédent : 005372; suivant : 005374Random number generators with period divisible by a Mersenne prime
Auteurs : Richard Brent [France] ; Paul Zimmermann [France]Source :
Descripteurs français
Abstract
Pseudo-random numbers with long periods and good statistical properties are often required for applications in computational finance. We consider the requirements for good uniform random number generators, and describe a class of generators whose period is a Mersenne prime or a small multiple of a Mersenne prime. These generators are based on ``almost primitive'' trinomials, that is trinomials having a large primitive factor. They enable very fast vector/parallel implementations with excellent statistical properties.
Url:
Links toward previous steps (curation, corpus...)
Links to Exploration step
Hal:inria-00099723Le document en format XML
<record><TEI><teiHeader><fileDesc><titleStmt><title xml:lang="en">Random number generators with period divisible by a Mersenne prime</title>
<author><name sortKey="Brent, Richard" sort="Brent, Richard" uniqKey="Brent R" first="Richard" last="Brent">Richard Brent</name>
<affiliation wicri:level="1"><hal:affiliation type="institution" xml:id="struct-23639" status="VALID"><orgName>STMicroelectronics [Crolles]</orgName>
<orgName type="acronym">ST-CROLLES</orgName>
<desc><address><addrLine>850 rue Jean Monnet BP 16 38926 Crolles</addrLine>
<country key="FR"></country>
</address>
<ref type="url">http://www.st.com</ref>
</desc>
</hal:affiliation>
<country>France</country>
</affiliation>
</author>
<author><name sortKey="Zimmermann, Paul" sort="Zimmermann, Paul" uniqKey="Zimmermann P" first="Paul" last="Zimmermann">Paul Zimmermann</name>
<affiliation wicri:level="1"><hal:affiliation type="researchteam" xml:id="struct-2364" status="OLD"><idno type="RNSR">200221401H</idno>
<orgName>Solving problems through algebraic computation and efficient software</orgName>
<orgName type="acronym">SPACES</orgName>
<desc><address><country key="FR"></country>
</address>
<ref type="url">http://www.inria.fr/equipes/spaces</ref>
</desc>
<listRelation><relation active="#struct-160" type="direct"></relation>
<relation name="UMR7503" active="#struct-441569" type="indirect"></relation>
<relation active="#struct-300009" type="indirect"></relation>
<relation active="#struct-300291" type="indirect"></relation>
<relation active="#struct-300292" type="indirect"></relation>
<relation active="#struct-300293" type="indirect"></relation>
<relation active="#struct-2496" type="direct"></relation>
</listRelation>
<tutelles><tutelle active="#struct-160" type="direct"><org type="laboratory" xml:id="struct-160" status="OLD"><orgName>Laboratoire Lorrain de Recherche en Informatique et ses Applications</orgName>
<orgName type="acronym">LORIA</orgName>
<desc><address><addrLine>Campus Scientifique BP 239 54506 Vandoeuvre-lès-Nancy Cedex</addrLine>
<country key="FR"></country>
</address>
<ref type="url">http://www.loria.fr</ref>
</desc>
<listRelation><relation name="UMR7503" active="#struct-441569" type="direct"></relation>
<relation active="#struct-300009" type="direct"></relation>
<relation active="#struct-300291" type="direct"></relation>
<relation active="#struct-300292" type="direct"></relation>
<relation active="#struct-300293" type="direct"></relation>
</listRelation>
</org>
</tutelle>
<tutelle name="UMR7503" active="#struct-441569" type="indirect"><org type="institution" xml:id="struct-441569" status="VALID"><idno type="ISNI">0000000122597504</idno>
<idno type="IdRef">02636817X</idno>
<orgName>Centre National de la Recherche Scientifique</orgName>
<orgName type="acronym">CNRS</orgName>
<date type="start">1939-10-19</date>
<desc><address><country key="FR"></country>
</address>
<ref type="url">http://www.cnrs.fr/</ref>
</desc>
</org>
</tutelle>
<tutelle active="#struct-300009" type="indirect"><org type="institution" xml:id="struct-300009" status="VALID"><orgName>Institut National de Recherche en Informatique et en Automatique</orgName>
<orgName type="acronym">Inria</orgName>
<desc><address><addrLine>Domaine de VoluceauRocquencourt - BP 10578153 Le Chesnay Cedex</addrLine>
<country key="FR"></country>
</address>
<ref type="url">http://www.inria.fr/en/</ref>
</desc>
</org>
</tutelle>
<tutelle active="#struct-300291" type="indirect"><org type="institution" xml:id="struct-300291" status="OLD"><orgName>Université Henri Poincaré - Nancy 1</orgName>
<orgName type="acronym">UHP</orgName>
<date type="end">2011-12-31</date>
<desc><address><addrLine>24-30 rue Lionnois, BP 60120, 54 003 NANCY cedex, France</addrLine>
<country key="FR"></country>
</address>
</desc>
</org>
</tutelle>
<tutelle active="#struct-300292" type="indirect"><org type="institution" xml:id="struct-300292" status="OLD"><orgName>Université Nancy 2</orgName>
<date type="end">2011-12-31</date>
<desc><address><addrLine>91 avenue de la Libération, BP 454, 54001 Nancy cedex</addrLine>
<country key="FR"></country>
</address>
</desc>
</org>
</tutelle>
<tutelle active="#struct-300293" type="indirect"><org type="institution" xml:id="struct-300293" status="OLD"><orgName>Institut National Polytechnique de Lorraine</orgName>
<orgName type="acronym">INPL</orgName>
<date type="end">2011-12-31</date>
<desc><address><country key="FR"></country>
</address>
</desc>
</org>
</tutelle>
<tutelle active="#struct-2496" type="direct"><org type="laboratory" xml:id="struct-2496" status="OLD"><orgName>INRIA Lorraine</orgName>
<desc><address><addrLine>615 rue du Jardin Botanique 54600 Villers-lès-Nancy</addrLine>
<country key="FR"></country>
</address>
<ref type="url">http://www.inria.fr/centre-de-recherche-inria/nancy-grand-est</ref>
</desc>
<listRelation><relation active="#struct-300009" type="direct"></relation>
</listRelation>
</org>
</tutelle>
</tutelles>
</hal:affiliation>
<country>France</country>
<placeName><settlement type="city">Nancy</settlement>
<region type="region" nuts="2">Grand Est</region>
<region type="old region" nuts="2">Lorraine (région)</region>
</placeName>
<orgName type="university">Université Nancy 2</orgName>
<orgName type="institution" wicri:auto="newGroup">Université de Lorraine</orgName>
<placeName><settlement type="city">Nancy</settlement>
<region type="region" nuts="2">Grand Est</region>
<region type="old region" nuts="2">Lorraine (région)</region>
</placeName>
<orgName type="university">Institut national polytechnique de Lorraine</orgName>
<orgName type="institution" wicri:auto="newGroup">Université de Lorraine</orgName>
</affiliation>
</author>
</titleStmt>
<publicationStmt><idno type="wicri:source">HAL</idno>
<idno type="RBID">Hal:inria-00099723</idno>
<idno type="halId">inria-00099723</idno>
<idno type="halUri">https://hal.inria.fr/inria-00099723</idno>
<idno type="url">https://hal.inria.fr/inria-00099723</idno>
<date when="2003">2003</date>
<idno type="wicri:Area/Hal/Corpus">003F32</idno>
<idno type="wicri:Area/Hal/Curation">003F32</idno>
<idno type="wicri:Area/Hal/Checkpoint">005373</idno>
<idno type="wicri:explorRef" wicri:stream="Hal" wicri:step="Checkpoint">005373</idno>
</publicationStmt>
<sourceDesc><biblStruct><analytic><title xml:lang="en">Random number generators with period divisible by a Mersenne prime</title>
<author><name sortKey="Brent, Richard" sort="Brent, Richard" uniqKey="Brent R" first="Richard" last="Brent">Richard Brent</name>
<affiliation wicri:level="1"><hal:affiliation type="institution" xml:id="struct-23639" status="VALID"><orgName>STMicroelectronics [Crolles]</orgName>
<orgName type="acronym">ST-CROLLES</orgName>
<desc><address><addrLine>850 rue Jean Monnet BP 16 38926 Crolles</addrLine>
<country key="FR"></country>
</address>
<ref type="url">http://www.st.com</ref>
</desc>
</hal:affiliation>
<country>France</country>
</affiliation>
</author>
<author><name sortKey="Zimmermann, Paul" sort="Zimmermann, Paul" uniqKey="Zimmermann P" first="Paul" last="Zimmermann">Paul Zimmermann</name>
<affiliation wicri:level="1"><hal:affiliation type="researchteam" xml:id="struct-2364" status="OLD"><idno type="RNSR">200221401H</idno>
<orgName>Solving problems through algebraic computation and efficient software</orgName>
<orgName type="acronym">SPACES</orgName>
<desc><address><country key="FR"></country>
</address>
<ref type="url">http://www.inria.fr/equipes/spaces</ref>
</desc>
<listRelation><relation active="#struct-160" type="direct"></relation>
<relation name="UMR7503" active="#struct-441569" type="indirect"></relation>
<relation active="#struct-300009" type="indirect"></relation>
<relation active="#struct-300291" type="indirect"></relation>
<relation active="#struct-300292" type="indirect"></relation>
<relation active="#struct-300293" type="indirect"></relation>
<relation active="#struct-2496" type="direct"></relation>
</listRelation>
<tutelles><tutelle active="#struct-160" type="direct"><org type="laboratory" xml:id="struct-160" status="OLD"><orgName>Laboratoire Lorrain de Recherche en Informatique et ses Applications</orgName>
<orgName type="acronym">LORIA</orgName>
<desc><address><addrLine>Campus Scientifique BP 239 54506 Vandoeuvre-lès-Nancy Cedex</addrLine>
<country key="FR"></country>
</address>
<ref type="url">http://www.loria.fr</ref>
</desc>
<listRelation><relation name="UMR7503" active="#struct-441569" type="direct"></relation>
<relation active="#struct-300009" type="direct"></relation>
<relation active="#struct-300291" type="direct"></relation>
<relation active="#struct-300292" type="direct"></relation>
<relation active="#struct-300293" type="direct"></relation>
</listRelation>
</org>
</tutelle>
<tutelle name="UMR7503" active="#struct-441569" type="indirect"><org type="institution" xml:id="struct-441569" status="VALID"><idno type="ISNI">0000000122597504</idno>
<idno type="IdRef">02636817X</idno>
<orgName>Centre National de la Recherche Scientifique</orgName>
<orgName type="acronym">CNRS</orgName>
<date type="start">1939-10-19</date>
<desc><address><country key="FR"></country>
</address>
<ref type="url">http://www.cnrs.fr/</ref>
</desc>
</org>
</tutelle>
<tutelle active="#struct-300009" type="indirect"><org type="institution" xml:id="struct-300009" status="VALID"><orgName>Institut National de Recherche en Informatique et en Automatique</orgName>
<orgName type="acronym">Inria</orgName>
<desc><address><addrLine>Domaine de VoluceauRocquencourt - BP 10578153 Le Chesnay Cedex</addrLine>
<country key="FR"></country>
</address>
<ref type="url">http://www.inria.fr/en/</ref>
</desc>
</org>
</tutelle>
<tutelle active="#struct-300291" type="indirect"><org type="institution" xml:id="struct-300291" status="OLD"><orgName>Université Henri Poincaré - Nancy 1</orgName>
<orgName type="acronym">UHP</orgName>
<date type="end">2011-12-31</date>
<desc><address><addrLine>24-30 rue Lionnois, BP 60120, 54 003 NANCY cedex, France</addrLine>
<country key="FR"></country>
</address>
</desc>
</org>
</tutelle>
<tutelle active="#struct-300292" type="indirect"><org type="institution" xml:id="struct-300292" status="OLD"><orgName>Université Nancy 2</orgName>
<date type="end">2011-12-31</date>
<desc><address><addrLine>91 avenue de la Libération, BP 454, 54001 Nancy cedex</addrLine>
<country key="FR"></country>
</address>
</desc>
</org>
</tutelle>
<tutelle active="#struct-300293" type="indirect"><org type="institution" xml:id="struct-300293" status="OLD"><orgName>Institut National Polytechnique de Lorraine</orgName>
<orgName type="acronym">INPL</orgName>
<date type="end">2011-12-31</date>
<desc><address><country key="FR"></country>
</address>
</desc>
</org>
</tutelle>
<tutelle active="#struct-2496" type="direct"><org type="laboratory" xml:id="struct-2496" status="OLD"><orgName>INRIA Lorraine</orgName>
<desc><address><addrLine>615 rue du Jardin Botanique 54600 Villers-lès-Nancy</addrLine>
<country key="FR"></country>
</address>
<ref type="url">http://www.inria.fr/centre-de-recherche-inria/nancy-grand-est</ref>
</desc>
<listRelation><relation active="#struct-300009" type="direct"></relation>
</listRelation>
</org>
</tutelle>
</tutelles>
</hal:affiliation>
<country>France</country>
<placeName><settlement type="city">Nancy</settlement>
<region type="region" nuts="2">Grand Est</region>
<region type="old region" nuts="2">Lorraine (région)</region>
</placeName>
<orgName type="university">Université Nancy 2</orgName>
<orgName type="institution" wicri:auto="newGroup">Université de Lorraine</orgName>
<placeName><settlement type="city">Nancy</settlement>
<region type="region" nuts="2">Grand Est</region>
<region type="old region" nuts="2">Lorraine (région)</region>
</placeName>
<orgName type="university">Institut national polytechnique de Lorraine</orgName>
<orgName type="institution" wicri:auto="newGroup">Université de Lorraine</orgName>
</affiliation>
</author>
</analytic>
</biblStruct>
</sourceDesc>
</fileDesc>
<profileDesc><textClass><keywords scheme="mix" xml:lang="fr"><term>mersenne prime</term>
<term>nombre aleatoire</term>
<term>nombre de mersenne</term>
<term>random number</term>
</keywords>
</textClass>
</profileDesc>
</teiHeader>
<front><div type="abstract" xml:lang="en">Pseudo-random numbers with long periods and good statistical properties are often required for applications in computational finance. We consider the requirements for good uniform random number generators, and describe a class of generators whose period is a Mersenne prime or a small multiple of a Mersenne prime. These generators are based on ``almost primitive'' trinomials, that is trinomials having a large primitive factor. They enable very fast vector/parallel implementations with excellent statistical properties.</div>
</front>
</TEI>
<hal api="V3"><titleStmt><title xml:lang="en">Random number generators with period divisible by a Mersenne prime</title>
<author role="aut"><persName><forename type="first">Richard</forename>
<forename type="middle">P.</forename>
<surname>Brent</surname>
</persName>
<email></email>
<idno type="halauthor">130966</idno>
<affiliation ref="#struct-23639"></affiliation>
</author>
<author role="aut"><persName><forename type="first">Paul</forename>
<surname>Zimmermann</surname>
</persName>
<email></email>
<idno type="idhal">paul-zimmermann</idno>
<idno type="halauthor">129979</idno>
<orgName ref="#struct-300009"></orgName>
<affiliation ref="#struct-2364"></affiliation>
</author>
<editor role="depositor"><persName><forename>Publications</forename>
<surname>Loria</surname>
</persName>
<email>publications@loria.fr</email>
</editor>
</titleStmt>
<editionStmt><edition n="v1" type="current"><date type="whenSubmitted">2006-09-26 09:40:41</date>
<date type="whenModified">2016-05-19 01:09:34</date>
<date type="whenReleased">2006-09-28 15:22:46</date>
<date type="whenProduced">2003</date>
</edition>
<respStmt><resp>contributor</resp>
<name key="108626"><persName><forename>Publications</forename>
<surname>Loria</surname>
</persName>
<email>publications@loria.fr</email>
</name>
</respStmt>
</editionStmt>
<publicationStmt><distributor>CCSD</distributor>
<idno type="halId">inria-00099723</idno>
<idno type="halUri">https://hal.inria.fr/inria-00099723</idno>
<idno type="halBibtex">brent:inria-00099723</idno>
<idno type="halRefHtml">Vipin Kumar, Marina L. Gavrilova, Chih Jeng Kenneth Tan, Pierre l'Ecuyer. International Conference on Computational Science and its Applications - ICCSA'2003, 2003, Montreal, Canada, Springer, 2667, pp.1-10, 2003, Lecture Notes in Computer Science</idno>
<idno type="halRef">Vipin Kumar, Marina L. Gavrilova, Chih Jeng Kenneth Tan, Pierre l'Ecuyer. International Conference on Computational Science and its Applications - ICCSA'2003, 2003, Montreal, Canada, Springer, 2667, pp.1-10, 2003, Lecture Notes in Computer Science</idno>
</publicationStmt>
<seriesStmt><idno type="stamp" n="INRIA">INRIA - Institut National de Recherche en Informatique et en Automatique</idno>
<idno type="stamp" n="CNRS">CNRS - Centre national de la recherche scientifique</idno>
<idno type="stamp" n="INPL">Institut National Polytechnique de Lorraine</idno>
<idno type="stamp" n="LORIA2">Publications du LORIA</idno>
<idno type="stamp" n="LORIA">LORIA - Laboratoire Lorrain de Recherche en Informatique et ses Applications</idno>
<idno type="stamp" n="INRIA-NANCY-GRAND-EST">INRIA Nancy - Grand Est</idno>
<idno type="stamp" n="UNIV-LORRAINE">Université de Lorraine</idno>
<idno type="stamp" n="INRIA-LORRAINE">INRIA Nancy - Grand Est</idno>
<idno type="stamp" n="LABO-LORIA-SET" p="LORIA">LABO-LORIA-SET</idno>
</seriesStmt>
<notesStmt><note type="commentary">Colloque avec actes et comité de lecture. internationale.</note>
<note type="audience" n="2">International</note>
<note type="invited" n="0">No</note>
<note type="popular" n="0">No</note>
<note type="peer" n="1">Yes</note>
<note type="proceedings" n="1">Yes</note>
</notesStmt>
<sourceDesc><biblStruct><analytic><title xml:lang="en">Random number generators with period divisible by a Mersenne prime</title>
<author role="aut"><persName><forename type="first">Richard</forename>
<forename type="middle">P.</forename>
<surname>Brent</surname>
</persName>
<idno type="halAuthorId">130966</idno>
<affiliation ref="#struct-23639"></affiliation>
</author>
<author role="aut"><persName><forename type="first">Paul</forename>
<surname>Zimmermann</surname>
</persName>
<idno type="idHal">paul-zimmermann</idno>
<idno type="halAuthorId">129979</idno>
<orgName ref="#struct-300009"></orgName>
<affiliation ref="#struct-2364"></affiliation>
</author>
</analytic>
<monogr><idno type="localRef">A03-R-486 || brent03a</idno>
<meeting><title>International Conference on Computational Science and its Applications - ICCSA'2003</title>
<date type="start">2003</date>
<settlement>Montreal, Canada</settlement>
</meeting>
<editor>Vipin Kumar, Marina L. Gavrilova, Chih Jeng Kenneth Tan, Pierre l'Ecuyer</editor>
<imprint><publisher>Springer</publisher>
<biblScope unit="serie">Lecture Notes in Computer Science</biblScope>
<biblScope unit="volume">2667</biblScope>
<biblScope unit="pp">1-10</biblScope>
<date type="datePub">2003</date>
</imprint>
</monogr>
</biblStruct>
</sourceDesc>
<profileDesc><langUsage><language ident="en">English</language>
</langUsage>
<textClass><keywords scheme="author"><term xml:lang="fr">nombre aleatoire</term>
<term xml:lang="fr">mersenne prime</term>
<term xml:lang="fr">random number</term>
<term xml:lang="fr">nombre de mersenne</term>
</keywords>
<classCode scheme="halDomain" n="info.info-oh">Computer Science [cs]/Other [cs.OH]</classCode>
<classCode scheme="halTypology" n="COMM">Conference papers</classCode>
</textClass>
<abstract xml:lang="en">Pseudo-random numbers with long periods and good statistical properties are often required for applications in computational finance. We consider the requirements for good uniform random number generators, and describe a class of generators whose period is a Mersenne prime or a small multiple of a Mersenne prime. These generators are based on ``almost primitive'' trinomials, that is trinomials having a large primitive factor. They enable very fast vector/parallel implementations with excellent statistical properties.</abstract>
</profileDesc>
</hal>
</record>
Pour manipuler ce document sous Unix (Dilib)
EXPLOR_STEP=$WICRI_ROOT/Wicri/Lorraine/explor/InforLorV4/Data/Hal/Checkpoint
HfdSelect -h $EXPLOR_STEP/biblio.hfd -nk 005373 | SxmlIndent | more
Ou
HfdSelect -h $EXPLOR_AREA/Data/Hal/Checkpoint/biblio.hfd -nk 005373 | SxmlIndent | more
Pour mettre un lien sur cette page dans le réseau Wicri
{{Explor lien |wiki= Wicri/Lorraine |area= InforLorV4 |flux= Hal |étape= Checkpoint |type= RBID |clé= Hal:inria-00099723 |texte= Random number generators with period divisible by a Mersenne prime }}
This area was generated with Dilib version V0.6.33. |