A Portable High-Quality Random Number Generator for 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.

Comments: pages 0-19, ps-file 174404 bytes, preprint DESY 93-133