Xorshift1024*, Xorshift1024+, Xorshift128+ and Xoroshiro128+ Fail Statistical Tests for Linearity
Xorshift1024*, Xorshift1024+, Xorshift128+ and Xoroshiro128+ Fail Statistical Tests for Linearity
复制标题
Xorshift1024*、Xorshift1024、Xorshift128 和 Xoroshiro128 未通过线性统计测试
DOI:
10.1016/j.cam.2018.10.019
复制
发表时间:
2018
影响因子:
2.4
通讯作者:
Melissa E. O'Neill
中科院分区:
文献类型:
--
作者:
D. Lemire;Melissa E. O'Neill
L’Ecuyer & Simard’sBig Crushstatistical test suite has revealed statistical flaws in many popular random number generators including Marsaglia’s Xorshift generators. Vigna recently proposed some 64-bit variations on the Xorshift scheme that are furtherscrambled(i.e., xorshift1024*, xorshift1024+, xorshift128+, xoroshiro128+). Unlike their unscrambled counterparts, they pass Big Crush when interleaving blocks of 32 bits for each 64-bit word (most significant, least significant, most significant, least significant, etc.). We report that these scrambled generators systematically fail Big Crush – specifically the linear-complexity and matrix-rank tests that detect linearity – when taking the 32 lowest-order bits in reverse order from each 64-bit word.