A Vectorized Long-Period Shift-Register
Salvatore Filippone, Paolo Santangelo and Marcello
IBM European Center for Scientific and Engineering
Via Giorgione 159, I-00147 Rome, Italy
Abstract
A pseudo-random number generator, based on a
lincar-feedback shift-register sequence, is presented.
The very long period of the generator, 2’279- 1 ,
tnakcs it useful in modern statistical simulations where
the shorter period of other gcncrators could either bc
exhausted during a single run or determine departures
from uniform randomness when generating positions
in a tnultidimcnsional space. In particular, the pro-
posed generator ovcrcomcs the limitations of
tnultiplicative-congt-uential generators with modulus
2”’ - 1 , which are widely used on computers with a
32-bit integer word size, such as the IBM S/370 family
of computers.
In this paper the propertics of Iincar-feedback shift-
register scquenccs are shortly rcviewcd and a sequence
of order p = 1279 is proposed as a source of pseudo-
randotn nutnbcrs. The production rule, by itself
recursive, is efficiently vectorized on existing pipelincd
vector processors, due to the large distance between
the feedback positions and the positions to be gcner-
atcd. The algorithm
may be implctncnted
FORTRAN and may be easily ported on computers
with different word-lengths. 1Jsing a vectorized
IWR’I’RAN implementation of the algorithm on the
113M 3090 tnodcl E Vector Facility, a rate of about
6.5 million nortnalizcd random nutnbcrs per second
(Mrands) is achicvcci. A rate of about 3 Mrands is
obtained by an itnplcmcntation of the algorithm on
Ihe IUM RISC/6000 model 530. Simple statistical
tests have shown the superiority of the proposed gcn-
erator with respect to the widely used multiplicative-
congruential gcncrator with modulus M = 23’ - 1 and
tnultiplier A = 75 .
CH2916-5/90/0000/0676/!$01 .OO0 tEEE
Random Number Generator
Vitaletti
Computing
Kc~wwd.~: Ixjng-pcrioti pseudo-randotn sequences,
linear-feedback shift-rcgistcrs, IRM 3090 Vector
Facility, In M R IS<:/~OOO.
Introduction
Most library routines for gcncrat.ing pseudo-random
numbers arc based on the linear congruential method,
proposed by 1,chtner in 105I [ I]. With this method
each number is obtained from its predecessor, starting
from an initial .scciI .Yn, by the following recursive
formula
(1) xi+1 = A.q + C ( mod M).
TXffcrent srqttenccs of integer random numbers are
generated by starting with diffcrcnt values of the seed.
I‘hc value of the modulus, M, is an upper limit for
the period 1’ of the scqucncc, i.c. the number of con-
sccu~ivc positions after which the scyuence is rcpcated.
if the constant (.T is zero the gcncrating recurrence is
called “tnuttipticativc-congrucntiat.” In this case the
null scqucncc is produced when starting with a zero
in
seed, while scqucnccs of rnaxitnal length P = M -1
are producrd when siat-ting with any seed in the
interval [ 1,M- I] if M is a prime nutnbcr and A is a
primitive root of M [2].
Implctncntitig an cficicnt pseudo-random number
gcncrator with a very large period using the recurrence
(I), hcncc ctnploping a lnrgc modulus M, is a difftcult
task, at least on computers using less than 64-bits for
infcgcr arithmetic, and this motivates the starch for
altcrnativc production rules. In the following we try
to illustrate sotnc of the reasons why a very large
period P is n desirable propct-ty for a random number
generator.
‘I’hc first reason is that a single statistical simulation
may require more than I’ random numhcrs, For
cxatnplc, in ttic slntistioal sitnulation of spin-systems
676
using MontcCarlo methods it is becoming increas-
ingly common to see runs which use more than lOI*
random numbers. The period of multiplicative-
congruential generators with modulus
M = 2”’ - 1 w 2 x IO”, which are widely used on com-
puters supporting 32-bit integer arithmetic (like those
of the IDM 370 family) is clearly insufficient for such
applications. It may be interesting to observe that the
entire sequence of such generators can be produced in
a few minutes by a vector processor like the IBM
3090 Vector Facility. The second reason is that one
wants to minimize the effects of discretization (conti-
nuity error) when sampling a continuous variable in
the interval (0,l) by the set of real values W= xi/M
derived from sequence (I). The discretization effects
are clearly minimized by choosing M close to the
maximum integer value allowed by the computer
arithmetic unit. A similar problem occurs when
d-tuples of successive random numbers are used to
sample positions within the unit hypercube of a
d-dimensional space [3]. In this case, the set of dis-
crete positions which may be represented by
d-tuples, on a computer with an mbit word, is 2mxd,
while the number of distinct successor d -tuples
which can be obtained from the sequence (1) is equal
to I’ = M - 1. On the other hand, for multiplicative-
congruential generators the values of M that can be
chosen are practically bounded by 2m in order to
perform the mod M operations efficiently on a com-
puter with an mbit word. Therefore there are always
at least 2mxd- 2mdiscrete positions which would never
be generated by such random sampling of the unit
hypercube. Moreover, it is known that for some
values of A and d , the sparsity pattern of d-tuples
from Ihe sequence (I) in the d-dimensional space is
far from being uniform [4].
I’scudo-random generators with a long period, but not
necessarily employing a very large modulus, may be
based on the general linear congruential method, of
which the multiplicative-congrenlial is a particular
case:
(2) Xk = apq+j + ... + apx+) + (7 mod(M).
The above sequences are periodic, MP being an upper
bound for their cycle length. In the following we will
consider linear sequences with modulus M = 2 and
C= 0. In this case the only nonzero value that the ak
coefficients may assume is 1, so that (2) reduces to an
additive-congruential generator, called linear-feedback
shift-register, or linear rccurrcnce modulus two, whcrc
each x,, may be rcprcscnted by a single hit and the
677
addition modulus 2 is cquivnlcnt to the logical
exclzoive-nr- operation:
P-1
(31 xl<= xkep + ~agqtLi mad(2).
i= I
The USCof shift-register scqucnccs as pseudo-random
generators of binary digits was first proposed by
‘I’hauswof-thc [ 51. A ncccssary condition for the
period of the scqucncc to have the maximum possible
value 2~- I is that the gcncrating polynomial
xp + xaix’+ 1 bc primilive (i.e., not factorable
mod(2) ). ‘I’h is condition is also sufficient when the
maximal period 2~- I is itself prime (and hence p is a
Mcrscnne cxponcnt). The simplest nont.rivial linear
recurrcnccs modulus two LISC only two feedback posi-
tions to gcneratc a new binary digit:
(4) xk = xk-,,@x&,, (p< q), k= 1,2, .. .
whcrc @ is the wc/zrsh~c-nr operation. ‘The recurrence
(4) is associated to the gcncrating trinomials
xp + xq + 1 with p > 4 and gcncratcs a string of binary
digits starting from a seed string, x..~, xm2,... , CC, , of p
bits, not all zero. In the following WC will assume
that xp + xq + I is a primitive trinomial modulus two,
with p equal to a Merscnne exponent, so that the
period of the bit sequence (4) has the maximal length
2!7--1.
The USCof maximal-length scquenccs to gcnerat.e mbit
floating-point numbers has hccn discussed by several
authors [6] [7] [3]. ‘I‘hr most practical method for
gcncrating a scqucncc of floating point numbers falling
in the open interval (0, I) is to assign the binary values
of 177linear rccurrcnccs with diffcrcnt initialization to
the rn bits contained in the computer word portion
rcscrvcd for the mantissa. ‘l’hc 01 scqucnces may be
rcgardcd as dclnycd replicas, shifted by different
offsets, of the same maximal-length scqucnce, for
example the scqucncc starting with a seed of all ones.
Obviously the inhit. computer words xk used to repre-
scnl. the floating-point numhcrs obey the same recur-
rcncc law (4), xr = xk ,,a~,, o, which requires the
initialization of a binary seed matrix with /?Ipbit rows.
In the next section it is shown that the scqucnce xk is
guaranteed to satisfy some ncccssary conditions for
statistical uniformity if the nz +it rows of the binary
seed matrix arc Iincarly indcpcndcnt [S]. On most
computers the generating rccurrcncc may be imple-
mcnlcd very cflicicntly, since a single exxchtsive-or
computer instruction is nccdcd to advance one step
forward in pnrallcl ovcf a full word of m bits.
 In the following section some arguments are given then holds for the cfcmcnts xh = x Atp if the sign of aff
which suggest the use a high-or&r linear-feedback indicts is rcverlrd.
shift-regist.cr as the base of an algorithm for generating
pseudo-random floating-point numhcrs. Some per- ‘I‘hc l&it seed IV” of a maximal-fcngth scquencc may
formnncc data obtained with a FORTRAN impfe- bc reprcscntcd as a binary row vector and the effect of
mentation of the algorithm on the If3M 3090 Vector advancing k steps in the shift-rcgistcr sequence may bc
Facility and on the IBM RISC/6000 are discussed in described as the result of applying k times a linear
the third section. The results of some statistical tests, p x r matrix operator C, from the right, to w”, i.e.:
which demonstrate the quality of the generator, are
rcportcd in the last section. (6) ,$ zz w”,k , .

The cocff~cients of the matrix operator C are deter-

A long period shift-register random
mined by lhe shift-rcgistcr recurrence parameters p
number generator and q:
A table of primitive trinomials whose degree is a
Mersenne exponent has been published by Zierler [9] Jc+l = \p,p, _._w;y,wy>= wkC
(
and it has hccn reproduced by Bright and Enison [7].
= (w!, w:, . . . w;, w:ow:+q)
A partial reproduction of the Zierfer fist of primitive
trinotniafs, only including trinomials of order greater
than 1000, is given in Table 1. A scqucncc of uniformly distributed floating-point
numbers with an nIbit mantissa can be built in a com-
putationalfy cfftcicnt way by using m diffcrcnt
Table 1. Primitive trinomials w~msc degree is a scqucnccs such as (4), each d&et-mining the value of
Mcrscnnc exponent. one binary digit of the mantissa. In this cast the m
sequcnccs may bc advanced simultaneously by exe-
Ordinal IIcgrcc 4 for which xp + x9 + 1 is cuting a single excIusI’~~c-0~computer instruction.
irreducible IJsing the fatter approach one has to specify a seed
I5 I279 216, 418 binary matrix W” with m rows and p columns. The
mbit columns of the seed matrix W0 contain the frost p
I6 2203 None
clcmcnts x1,x2, ... , x, of the scqucnce. It has already
16 2203 None been observed that any mbit column xk as a whole
obeys the same rccurrcncc law of any of its individual
17 2281 715, 915, I029
binary digit.s, i.c. xk = x/, ,,@xh ‘I , so that (6) afS6
18 3217 67, 576 appfics to the tr;lnsformntiorIs of the seed matrix W” ,
i *e. \Vh = \V”<‘k
, .
19 4253 NWtf?
20 4423 271, 369, 370, 649, It is clear that all the possihlc 2”’ binary configurations
-
139.3, 1419, 2098 of r?zbits should occur cquaffy often in the sequence
of l?rbit worJs {x} if they arc to bc used as a source of
21 9689 84, 471, I8.36, uniformly tfislrihutcd pseudo-random numbers. This
-.
2444, 4187 basic prc-rcqllisitc is actually satisfied if the m pbit
- rows (1~1511)of the scrtl matrix W” arc line&j! inde-
pendent; as stntcd by the following theorem [7]:

All the fincar-feedback shift-rcgistcrs xk = xk P@xk q , IA {x} br thr shift-rcpistcr SC~IICIICC of pbit column
associated with trinomials listed in the above table, vectors associated to a primitive trinomial of dcgrcc p.
product maximal-fcngth scqucnccs. 7’hc cnr@<~atc I,ct W’) hc tfw sctd matrix. If W” is nonsingular, each
.%?quctzce.uk= xh p@x,<,,,,, associatcd to a shift-register of the 2p - I nonzcro cofunin vectors occurs exactly
also has maximal fcngth. This is easily checkctf by once during one period of the scqocnce, and conversely.
observing that the production rule may be revcrtcd licncc, if fy) is a shift-rcgistcr sequence of m bit
and that the conjugate scqucnce is the revcrsc of the colmnn vectors, m < p, and the m p bit rows of the
original sequcncc if the seed is also revcrtcd. InJced, srcd matrix arc linearly indcpendcnt, then all nonzcro
from .xX= xa ,,@x.., it follows that xr. p = xA@xA s , colrml~~ vrctors occur cqaalfy oftal and the all-zero
since (x@y)@.v = x. The conjugate recurrence law colr~im vcctor occurs one time Icss.

678
From the maximal-length property of the sequence it
follows that all the nonzero pbit binary configurations
occur once and only once along the entire sequence
{w} because C” # C” for any pair of integers A, p
falling in the interval [I ,2p-11 and such that A# cc.
Diffcrcnt recipes have been proposed by several
authors to enforce the linear indepcndcnce of the seed
matrix rows without introducing strong disuniform-
itics in the seed binary pattern. I,cwis and Payne [6)
suggested the use of dclaycd replicas of the basic
recurrence (4), starting from a p bit seed of all ones, to
initialize the m columns of the seed matrix W”. In
this case, the “dumping” of the strong seed regularity,
which is inhcrcnt in having a first column of all ones,
is obtained by performing a large number of steps as
part of the initialization procedure. Another simple
procedure, suggested by Kirkpatrick and Stall [3],
employs a standard multiplicative-congential gcner-
ator for the random initialization of the seed matrix,
followed by a rcgularization that guarantees the linear
independence of the rows. Also in this case the
rcgularization requires some care to avoid disuniform-
ities of the seed binary pattern.
A great advantage of the crocedure proposed by
Kirkpatrick and Stall is that many diffcrcnt sequences
may be generat.cd by specifying different values of a
scalar seed. It is important that this initialization pro-
cedurc be clearly and fully specified in order to
compare the results obtained with different implemen-
tations of a shift-rcgistcr algorithm. Indcecl, the algo-
rithm itself is suitable to produce idcntica! numbers on
different computers using the same number of bits for
the floating-point mantissa. In the general case of dif-
fercnt computers using mantissas of diffcrcnt length,
the differences could still be forced to appear only in
the least significant bits of the larger floating-point
word when consistent procedures arc employed for the
initialization of the seed. Therefore, a standardization
of the initializntion procedure may offer great advan-
tagcs in terms of portability, making it possible to
rcproducc the results of a statistical simulation on dif-
fcrcnt computers.
Cotnpagncr and I Ioogland [X] have recently analyzed
the properties of the correlation functions of any order
for maximal-length shift-register binary sequences.
‘I’heir findings support the somehow intuitive statc-
mcnt that longer scqucnces, which are associated to
high dcgrcc gcncrating trinomials, have better random-
ness propcrtics. An additional reason for using high
dcgrcc generating trinomials is that an efficient imple-
tncntation of the shift-rcgistcr algorithm on vector
679
computers hecomcs possihlc when the shifts relative
to both t.hc feedback positions arc larger than the
computer vector rcgistcr size. For example, the shift-
register scqucnce xk = xk ,z&xk .IOh3,which is the con-
jugate scqucncc associated to the trinomial
x’2’9 + xl’6 + 1 , may bc implcmcnted to fully exploit
the vector hardware of supcrcomputers with up to
1024 vector rcgistcr clcmcnts.
All the hut&n associated to the rcgulariaation of the
seed may bc eliminated, when using a generating
trinomial with a large dcgrec, since the probability of
generating a pseudo-random seed matrix with linearly
dcpcnclcnt rows bccomcs negligible. In fact, it may be
observed that when m is greater than one the number
of different maximal-length scqucnces {x} is much
larger than 2~- I, being cquat to the number of all
possible linearly indcpcndcnt sets of m pbit vectors
which can be used as the initial seed W”. When rnep
this number is of t.hc order of 2,nxp. The initialization
procedure should not cnforcc the linear independence
of the seed rows, bccausc the probability that a linear
depcndencc would occur when generating a m x 1279
binary seed matrix for the shift-register sequence
xk = xk- 1279@~k1o63is cnsily cstimatcd to bc less than
2m- 1279
9 and thercforc it is absolutely negligible for any
reasonable value of the word size m .
A very simple procedure for the initialization of the
seed matrix may be implemcntcd in FORTRAN and
it may bc easily adapted to any computer in which
intcgcr arithmetic opcrdions arc pcrformcd on words
of at lcast 32 bits and in which the floating-point
mantissa contains up to 64 binary digits. The proce-
durc cmploycs the multiplirativc congrucntial gcner-
ator with modulus 2”’ - 1 and multiplier A = 75 to
simulate F x m “coin-tossing” cvcnts which determine
the random initialization of the p x m seed matrix.
The m x p bits of the seed matrix arc initial&d, pro-
cccding in column-major order, to 0 or 1 depending
on the value of the random number produced by the
auxiliary gcncrator. l‘his initialization procedure guar-
antccs that the most significant binary digits of the
mantissa rcprescnting the k - th random number in
the scqucnccs obtained on two different computers
with diffcrcnt mantissa lengths arc identical if both
scqucnccs arc initial&d with the same scalar seed.
IJsing the above initialization strategy, identical
results, except for the last bit, arc obtained in single
precision on the IBM S/370 with a 24 bits mantissa
and on the IRM RlSC/6000, with a 23 bits mantissa
(conforming to the ll?F,IY 754 standard where the
most. significant bit is hidden).
Vecforization of the shift-register Vector Facility the normalization takes about 30% of
the total time required to gcncrate a normalized
algorithm random number when using a highly tuned assembly
language implcmcntation of the algorithm, while it
The shift-register generator with p = 1279 and q = 2 16
takes about one half of the total time when using the
was implemented in FORTRAN on the IBM 3090 vectorizcd I;C)R’l’RAN code. As a result, the normal-
Vector Facility. The conjugate production rule has ized IY’IR7’RAN code products about 6.5 millions of
been adopted in order to get the maximum efftciency 32 bit normalized floating point numbers per second,
on pipelined vector computers with very long vector
while the production rate of unnormalized numbers is
registers. Apart from details concerning the exponent
about twice as large. ‘I’ablc 2 illustrates the peak pcr-
setting and normalization of the floating-point words
formance of the algorithm, measured in Mrands
receiving the generated random numbers, the (millions of pseudo-random values generated per
FORTRAN code kcrncl is very simple: second), for single and double precision, on the IBM
3090 model 6OOr-3 with a clock-period of 17.2
..... nanoseconds and on the IIJM RISC/6000 model 530
DO 1 K= . . . . with a clock-period of 40 nanoseconds. The pcrform-
..... ancc actually depends on the number N of pseudo-
X(K) = IEOR(X(K-P),X(K-P+Q)) random values to bc gcncrated in a single subroutine
.....
call, and the penk performance is approached when N
1 CONTINUE
becomes larger than the seed length p = 1279.
Ilowever, with a careful implementation it is possible
to achicvc a very good performance, on average, also
Although the above FORTRAN loop defines a
when the subroutine is consecutively calicd several
recursion it is easy to recognize that I consecutive itcr-
times with rctatively small values of N.
ations could be safely exccutcd in parallel, between
two synchronization steps, provided that the offsets p
and p - q of the feedback positions, with respect to
the position being generated, are larger than or equal T’able 2. Pcrformancc of the FORTRAN subroutines.
to I. Therefore, the loop can be vectorized on pipe- Precision Computer Mrands
lined vector-register computers with vector-size up to
p - q and also on pipelined architectures without
vector-registers, provided that the maximum length of
the pipeline, i.e. the maximum number of different
consecutive elements of the sequence being tempo-
rarily allocated within the pipeline, does not exceed
p- q. The choice that has been made for p and q is
such that up to 1063 new elements could be generated
in parallel between two synchronization steps (it may
be observed that on a vector processor this synchroni- Statistical tests
zation does not require any programming effort, as
The ability to reproduce the results of a statistical sim-
this is inherent in the completion of the vector
ulation is the main advantage of using dctcrministic
instruction).
computer algorithms for gcncmting pseudo-random
numbers. Pacudo-random number generators are
Different versions of the code may be used to
therefore cxtrcmcly useful in many diffcrcnt applica-
produced normalized and unnormalized numbers.
tion arcas like optimization theory and statistical
The USCof unnormalizcd floating point operands is
physics. At the same time, the pseudo-random
not allowed in S/370 multiply and divide vector
numbers gcncratcd by such algorithms may show
instructions. Nonetheless in many statistical simu-
departures from true randomness clue to the regularity
lations the random data are not involved in multipli-
intrinsic in the generating procedure.
cations but rather in compare type instructions for
which normalized and unnormalized formats can be
Assessing the statistical properties of a pseudo-random
equivalently used. A random number generator which
source is usually a diflicult task which may be
produces normal&d floating point numbers is usually
achieved by two complcmcntaly approaches. The
slower because the normalization is an extra operation
first approach uses empirical tests to compare the frc-
performed on data which have ahcady been generated
qucncy of occurrcncc of some pseudo-random events
in the unnormalized format. On the IBM 3090
680
with the probability of their occurrence computed on overlapping scgmcnts of Icngth d of the scqucnce, i.e.
the basis of an assumed theoretical distribution. In SIk= (XCkI)Xdl1, ... , XkXd) , thus requiring d x n numbers
the second approach one tries to derive the more rele- for sampling II positions.
vant parameters of the statistical distribution of the
pseudo-random values based on the actual form of the
generating algorithm. An example of the latter
approach in the investigation of maximal-length shift-
register sequences is found in the previously men-
tioned work of Compagncr and IIoogland [Q. Their
analysis shows that the relative number of correlation
functions of any order of a maximal length shift-
register sequence of order p that show a nonrandom I ,atticc dimension
behavior decreases as 2--p+They also report the results
of some empirical tests for the sequence with
t.p, q) = (1279,216) , upon which the present generator
is based, which show only very small deviations from
statistical uniformity in the observed distribution of
the binary digits.

In the following we illustrate the results of some sta-

tistical tests of the pseudo-random floating-point
number generator implemented on the basis of the
sequence with 6, q) = (1279,216) . The numerical 1atticc dimension
experiments were aimed at testing few of the lowest
order moments of the distribution. Very long series of
random events (up to 5 x 64 millions for the
5 -dimensional equidistribution test) were generated
in order to compare the shift-register generator against.
the multiplicative-congruential generator with
M = 231- 1 and A = 75, which is widely used on
32-bits computers. In several experiments the latter
generator showed departures from a truly random
uniform distribution as the length of the sample size Ilypcrcubcs with dimension ranging from 1 to 5, and
exceeds 8 x 10”, while the shift-register generator wilh, rcsprciively, (2’“)’ , (2”)2 , (2s)1 , (24)4 and (2Ry
produced acceptable results in most of the exper- lattice sites. wcrc used in the uniformity tests. Three
iments. sets of cxpcrimcnts wcrc run for each lattice by sam-
pling rcspcctivcly, I Y 22n, X x 22n , and 64 x 22nposi-
The empirical tests which have been sclcctcd to check tions of the 1atticc. For the above mentioned lengths
the gcncrators arc the following simple ones: of the sample, the cxpcctcd number of cvcnts per ccl1
1. d-dimensional cquidistribution test (up to 5 (occupancy numhcr) is, respectively, 16, 128 and
1024 for the I - , 2 -. and 4 -dimensional lattices,
dimensions),
and twice as large for the 3 - and 5 -dimensional
2. Maximum oft test, lattices. The chi-.rquar-cdstatistical test was applied to
each cxpcrimcnt hy computing the variable
3. Run length test.

‘I’hc first test is meant to discover deviations from uni-

formity in the distribution of d -tuples in a
d-dimensional lattice. Sampling positions in a
d-dimensional lattice requires to use the linear
pseudo-random sequcncc to form d-tuples. The were h are the observed occupancy numbers and l is
easiest method is to form d-tuples Zk by the d con- their cxpccted value for each of the n sites of the
secutive numbers starting from xk, i.e.: lattice. Due to the rclativcly Iargc values of i in all the
j?k= (Xk, .. . , xkc,, ,) . Another method, which is com- above mcntioncd tests, the values of the empirical var-
putationally more expensive, uses contiguous non- iable jii arc cxpcctcd to closely follow the distribution
681
of the x: variable with v = (n - 1) degrees of freedom.
Moreover, due to the large value of v, j;$ closely
approaches a normal distribution and the result of
each cxperimcnt may be usefully represented by the
value of the normalized statisi.ical control variable
n = (x2 - v)/Jr v with zero mean and unit variance.
Each experiment has been repeated N times (N= 40).
‘I‘hc rcsuits are reported in ‘Tables 3 and 4 where the
quantity b = C/( l/n) is given for each set of exper-
iments. Assuming the equidistribution of the sampled
pseudo-random numbers, the above considerations
imply that h itself is normally distributed and the
widely accepted 3 CT rule can thus be exploited to
single out anomalous results.
d - tuplcs), cvcn when sampling a d -dimensional
lattice by consecutive partially overlapped d -tuples,
as shown in I’ablc 4.
The above results, which arc particulaT\y bad for the
multiplicative-congruruential gcncrator were partially
expcctcd, since the size of thr largest samples was an
apprcciablc fraction of the entire period. I Iowever,
the results are also affcctcd by the dimensions of the
lattice. This was demonstrated by repeating the 1 - ,
2 -, and 3 -dimensional uniformity tests on (K6)’ ,
(K3)2 , and (K2)3 Jattices, with K = S and K = 7. The
results for K = 5 are listed in ‘Table 5, while those for
K = 7 are listed in ‘l’ablc 6.

‘l‘ahle 4. N-dimensional cquidist.rihution kst. Conscc- ‘I’ahlc 5. N-dimensional equidistrihution test. Conscc-
ul.ivc, partially overlapped, d-tuplcs. Values utivc, partially overlapped, d-tuplcs. Values
of the control variable b. of Ihc control variable h.
A) Muttiplicativc-congrucntiat gcncrator. A) Multipticativc-congrucntial generator.
- .-
Satnplc size
J,attice dimension
Sample I ,attice dimension (No= 5”x 16)
size
1 2 3
1 2 3 4 5
Nox 1 1.o -1.1 0.4
1 x 22” 1.4 2.3 0.2 -1.4 1.9 Nox 8 -2.5 3.1 -2.7
8 x 220 -4.9 4.3 -2.9 -4.x -4.1
Nox64 -1.5 1.2 -0.2
64 x 220 -35. 24. -23. -37. -24.
R) Shift-register gcncrator.
J!l) Shift-register generator.

1
S;\mplc size
J,atticc dimension
(No= 5”x 16)
Sample 1atticc dimension 2 3
size .--
No x-.-__
1 1.5 1.X 3.6
1 2 3 4 5 --- --_
1 x 22”
8 x 22”
64 x 22”
0.0
I.7
0.4
-0.4
-0.2
0.2
-0.2
-3.3
-1.1
-0.1
-0.9
-0.9
I.1
-0.2
-0.7
-7
-~_-
Nox 8
---.
No x 64
--
------
-1.0
3.0
-0.7
-1.5 -1.9
2.4

It is sccn that the muliipticativc-congrucntial generator

It is clearly seen how the standard multiplicative-
congrucntial random nutnber generator fails even for
moderately tong sequences, of the order of 8 x JO”
numbers, as shown by the large absolute values
assutncd by the statistical control variable. On the
other hand, the shift-register generator performed well
up to the longest considcrcd scquenccs (54 x 10”
products acccptahlc rcsutts on the first scrics of tests (
K = S), while the results on the second scrics ( K = 7)
arc clearly rmncccptahlc (only consecutive overlapping
d-tuplcs wcrc used in those tests). Only in few
cases, in both scrics of tests, the results produced by
the shift-rcgistcr gcncrator dcviatcd significantly from
the values cxpcctcd from a true random source.

682
 and finally followed by a last run of length 3 (1, 4, 5).
Thcsc arc caiiccl runs down and similarly one could
‘I‘ahlc 6. N-dirncnsional equidistribution test. Conscc-
ntive, partially overlapped, d-tupks. Values analyst runs up which are simply obtained by
of the control variable b. changing the inequality sign. It is not possible to
apply directly the 12 test to run lengths because of the
A) Multiplicative-congrcntiai generator. dependency of the consccutivc runs and more eiabo-
Sample size rate tests should hc applied (see, c.g. [2])+ On the
I Atice dimension other hand Knuth [2] suggests to simplify the
(No= 7”x 16)
problem, again using the x2 test, but “after throwing
I 2 3
away the elcmcnt which immecliatcly follows a run, so
Ni,x 1 -3.5 -3.8 -6.6 that when Xj is greater than Xj+l the new test is
started with &,2 and the run lengths are independent.
No x 8 -4.3 -9.1 -12.
Now the x2 can be applied and the probability of a
N,,x 64 -22. -25. -30. run of length r is easily shown to be i/r! - i/(r+ l)!
I3) Shift-register generator. [2]. This test has been applied to three large (- lo”,
- 8 x 10” , and - 64 x IO” ) vectors of random
Sample size numbers by allowing the recognition of runs down, up
Lattice dimension
(N,, = 7” x 16) to the improbable length 8 plus the tail of the distrib-
1 2 3 ution function. As in all previous cases all tests have
been repeated 40 times to strengthen the statistics.
Nox 1 0.5 -5.2 2.0 The run length tests wcrc passed well by both genera-
No x 8 2.7 -2.9 2.5 tors.

N,,x 64 7.3 -0.6 0.1

Tahlc 7. Maximum of I test. Values of the control var-
iable b.
‘l’hc maximum of t test is obtained by generating
A) Multiplicative-congrcntial gcncrator.
random vectors, each containing t random numbers,
such as I/= (X,, X,, .... A’,) and selecting the maximum
component of the vector I/; this value can be easily Sample Value of t
shown to obey the distribution function I(x) = x’ so size
that a x2 uniformity test can be applied again as in the
previous case. The results arc shown in Table 7
where number of random t-dimensional sampled
vectors are N 64 x 10” and w iOh rcspcctivciy, and the
sampling interval for the x2 test is l/4096; again the
calculations arc rcpcated 40 times to strcngthcn the 13) Shift-rcpistcr gencmtor.
statistics and the quantity rcprescnted is h as in the
previous tables. As for the simple uniformity tests,
the shift-rcgistcr generator proved to be superior, since
it did not product unreasonably large values ( failing
outside the ( -30, + ST) interval) of the control vari-
--__
.--1
__.-.--
2
Value of t

3 4 8
able 0. The results for intcrmediatc values oft arc not -0.1 2.7 -0.4 1.1 1.1
shown because they only reline a tendency already
shown by the table; same results are obtained for the -2.0 0.8 1.3 0.8 1.5
minimum oft.

The last test used to check the generator is the run

lct1gth test. This consists in obtaining the statistical Conclusions
distribution of the length of contiguous monotone
subscquenccs, that is vectors of random nutnbers The results obtained on the above simple tests with
I/=(X, x,, .-., x,) obeying the condition the proposed shift-register pseudo-random number
x, 2 x2 I ... < x,,. For example, the sequence generator with period 212’9- 1 arc rather encouraging,
3, 4, 7, 9, 3, 2, I, 4, 5 contains a run of icngth 4 ( since in most of the tests the gcncrator approached
3,4,7, 9) followed by two runs of length 1 (3 and 2) better than a muitipiicativc-congruentiai generator the
683
 behavior of a true random source of uniformly distrib- [3] S. Kirkpatrick, lT.1’. Stoll, A Very Fast Shift-
uted numbers. Indeed, the tests showed that the mul- Rrgisfcr Scqucncc R~I~~II~ Number Gcncrator
tiplicativc congruential generator cannot be safely used ./ournal of Computcltioncll Physics, Vol. 40,
when the size of the sample is an appreciable fraction 517-526, 1981.
of the entire period. More experiments shouJd be
[4] G. Marsaglia, Ranclor~~ numbers fall mainly on
done, e.g. using the shift-register generator on statis-
the plants, Pr-OC. NOI. Acod. Sci., Vol. 61, 1,
tical simulation problems for which reference data arc
available, in order to exclude that the regularities 1968.
inhcrcnt in a particular problem may interfere with the [SJ R.C. ‘l‘ausworthc, RRI~OIII numbers gcncratcd
correlations intrinsic in the generating procedure. The by linear rccurrcncc r~~odulus two, Mathematical
shift-register generator is vectotizable and may efft- Comptling. Vol. 19, 1965.
ciently exploit the hardware of pipelined supercom-
putcrs and workstations. The proposed initialization [6] T.G. I,ewis and W.11. Payne, Gcncralixcd Fecd-
back Shift Rcgistcr l’scudorandom Number
procedure helps in making statistical simulations
Algorithm, .lournctl of I/X Association
for Com-
reproducible on different hardware platforms.
puting Machinery, Vol. 20, No. 3, .July 1973.
[7] J1.S. Bright, R.J,. Jrnison,
Quasi/Random
Bibliography Number Scquenccs from a Long-Period ‘I’IB
[I] D.11. I,ehmer, Mathematical methods in largc- Gcncrator with Remarks on Application to
scale computing units, Ann. Cumput. Lab. Cryptography, Computing SWV~U, Vol. 11, No.
~~arvurd I/., Vol. 26, pp.l41-146, 1951. 4, Dcccinhcr 1979.
[2] D.JT. Knuth, The Art of Computer Program- L-81 A. Compa#lcr and A. Iloogland, Maximum-
ming, Addi.ron- Wesley, Reading Mcxr., Vol. 2, Length Scqucnccs, Cellular Automata and
1969. Random Numbers,./ournal of Computational
Physics, Vol. 71, 391-428, 1987.
[9] N. Zicrlcr, Primitive trinomials whose degree is a
Merscnne exponent, Information and Control,
Vol. 15, 67-69, 1969.