Scrambled Multiply-with-Carry Pseudorandom Number Generators
Sebastiano Vigna
Multiply-with-carry (MWC) generators are very fast pseudorandom number generators whose quality depends on the choice of a multiplier, and is usually assessed by applying the spectral test to an associated multiplicative congruential generator. The special form of the modulus is shown to impose structural limitations on the lattice structure of every MWC generator, which the generalized MWC generators of Goresky and Klapper mitigate; in the tests reported, a scrambler made of a single xor removes them. Since these limitations make the usual worst-case criterion useless, candidates are ranked by a weighted geometric mean of their figures of merit, which does not depend on their normalization, and multipliers are suggested for generators with 64 to 256 bits of state. Along the way, some errors in the literature are corrected. In the end, MWC192X is proposed: a 64-bit generator with 192 bits of state that passes all known tests, and emits an output in half a nanosecond. Analogous 32-bit generators are proposed for GPUs.
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