A Portable High-Quality Random Number Generator for Lattice Field Theory Simulations

TL;DR

This paper presents a portable, high-quality random number generator suitable for lattice field theory simulations, based on an enhanced Marsaglia-Zaman algorithm, ensuring good statistical properties and IEEE-754 compliance.

Contribution

It introduces an improved random number generator algorithm that is portable, efficient, and maintains excellent statistical qualities for physics simulations.

Findings

Demonstrates good statistical properties of the generator

Ensures exact implementation on IEEE-754 compliant computers

Applicable to lattice field theory simulations

Abstract

The theory underlying a proposed random number generator for numerical simulations in elementary particle physics and statistical mechanics is discussed. The generator is based on an algorithm introduced by Marsaglia and Zaman, with an important added feature leading to demonstrably good statistical properties. It can be implemented exactly on any computer complying with the IEEE--754 standard for single precision floating point arithmetic.