George Marsaglia’s Random Number Generators

October 5, 2010

In two posts on Usenet, George Marsaglia, a mathematician, statistician, computer scientist, and professor at Washington State and Florida State Universities, described a series of nine high-quality 32-bit random number generators; the references pages describe the various generators and their tasteful use in a variety of situations. Here they are in C:

#define znew  (z=36969*(z&65535)+(z>>16))
#define wnew  (w=18000*(w&65535)+(w>>16))
#define MWC   ((znew<<16)+wnew)
#define SHR3  (jsr^=(jsr<<17), jsr^=(jsr>>13), jsr^=(jsr<<5))
#define CONG  (jcong=69069*jcong+1234567)
#define FIB   ((b=a+b),(a=b-a))
#define KISS  ((MWC^CONG)+SHR3)
#define LFIB4 (c++,t[c]=t[c]+t[UC(c+58)]+t[UC(c+119)]+t[UC(c+178)])
#define SWB   (c++,bro=(x<y),t[c]=(x=t[UC(c+34)])-(y=t[UC(c+19)]+bro))
#define UNI   (KISS*2.328306e-10)
#define VNI   ((long) KISS)*4.656613e-10
#define UC    (unsigned char) /*a cast operation*/
typedef unsigned long UL;

/* Global static variables: */
static UL z=362436069, w=521288629, jsr=123456789, jcong=380116160;
static UL a=224466889, b=7584631, t[256], x=0, y=0, bro;
static unsigned char c=0;

/* Example procedure to set the table, using KISS: */
void settable(UL i1,UL i2,UL i3,UL i4,UL i5, UL i6)
{ int i; z=i1; w=i2; jsr=i3; jcong=i4; a=i5; b=i6;
for(i=0;i<256;i=i+1) t[i]=KISS; }

Personally, I think that code is a bit ugly on the outside but absolutely beautiful and exceedingly elegant on the inside. Marsaglia also provided a test suite, which should print seven zeros on successive lines:

#include <stdio.h>
int main(void){
int i; UL k;

for(i=1;i<1000001;i++){k=LFIB4;} printf("%u\n", k-1064612766U);
for(i=1;i<1000001;i++){k=SWB  ;} printf("%u\n", k- 627749721U);
for(i=1;i<1000001;i++){k=KISS ;} printf("%u\n", k-1372460312U);
for(i=1;i<1000001;i++){k=CONG ;} printf("%u\n", k-1529210297U);
for(i=1;i<1000001;i++){k=SHR3 ;} printf("%u\n", k-2642725982U);
for(i=1;i<1000001;i++){k=MWC  ;} printf("%u\n", k- 904977562U);
for(i=1;i<1000001;i++){k=FIB  ;} printf("%u\n", k-3519793928U); }

Your task is to translate those nine random number generators into your favorite language. When you are finished, you are welcome to read or run a suggested solution, or to post your own solution or discuss the exercise in the comments below.


Pages: 1 2

4 Responses to “George Marsaglia’s Random Number Generators”

  1. […] have examined several different random number generators in past exercises, including Donald Knuth’s lagged-fibonacci generator that is used in the Standard Prelude. We […]

  2. Note that the SHR3 generator is flawed: it doesn’t actually have a period of 2^32-1 but several different cycles, some with quite short periods. Probably a typo: should instead be:

    #define SHR3  (jsr^=(jsr<>17), jsr^=(jsr<<5))

    That is, the 13 and 17 have been swapped. This generator has the period of 2^32-1 as intended.

    Beware also that for MWC generator you have to avoid certain "bad" seeds.

    I've implemented some of Marsaglia's generators in C and Python. Also with proper checking of valid seeds. See:

  3. Sorry the previous comment had its #define line messed up by blog formatting, and I don’t know how to fix it.

  4. […] built several random number generators: [1], [2], [3], [4], [5], [6], [7], [8], [9] (I didn’t realize it was so many until I went back and looked). […]

Leave a Reply

Fill in your details below or click an icon to log in: Logo

You are commenting using your account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

%d bloggers like this: