Random number generators discussion

Random number generators | www.agner.org

 
thread How good is ran2? - Julius - 2004-09-17
last replythread How good is ran2? - Agner - 2004-09-18
last reply How good is ran2? - Julius - 2004-09-20
 
How good is ran2?
Author:  Date: 2004-09-17 00:51
Hi!!

I know that this forum is to discuss about the RNGs available at this site but I hope you could help me to solve a little doubt. I'm working with ran2 and I just read that it is not reliable because its period its too small. What do you know about this? Is it true? Is it a better option to use Mersenne Twister or RANROT?

Thanks for your help
Julius

   
How good is ran2?
Author: Agner Date: 2004-09-18 05:11
ran2 is good enough for game applications etc. Mersenne twister is definitely better. Use Mersenne twister for advanced Monte carlo applications. RANROT is probably very good too, but a thorough theoretical analysis of the latter is missing.
   
How good is ran2?
Author:  Date: 2004-09-20 23:48
Thank you very much Agner. I was using ran2 to do continuum percolation of spheres in 3D, something that can be really heavy. From now on I'll definitively use Mersenne twister.