MIXMAX generator

Last updated
MIXMAX generator
Mixmax rplot.png
Class pseudorandom number generator
Data structure Array
Worst-case performance O(n)
Best-case performance O(n)
Average performance O(n)
Worst-case space complexity O(n)
OptimalYes

The MIXMAX generator is a family of pseudorandom number generators (PRNG) and is based on Anosov C-systems (Anosov diffeomorphism) and Kolmogorov K-systems (Kolmogorov automorphism). It was introduced in a 1986 preprint by G. Savvidy and N. Ter-Arutyunyan-Savvidy and published in 1991. [1]

A fast implementation in C/C++ of the generator was developed by Konstantin Savvidy. [2] It is genuine 64-bit generator. The period of the generator is and the Kolmogorov entropy is for the matrix size . [3] That generator occupies less than 2 kb, and if a smaller generator state is required, a N = 17 version with less than 200 bytes memory requirement also exists.

The generator works on most 64-bit systems, including 64-bit Linux flavors and Intel Mac. It has also been tested on PPC and ARM architectures. The latest version also runs on 32-bit systems and on Windows. The generator is equally usable with C++ programs, [4] has been chosen as the default generator in CLHEP [5] for use in Geant4 [6] and there exists a ROOT interface [7] and a PYTHIA interface. [8] It has been recently tested extensively on very wide variety of platforms, as part of the CLHEP/Geant4 release. EU-funded MIXMAX project [9]

An analysis by L’Ecuyer, Wambergue and Bourceret, [10] see also, [11] showed that MIXMAX generators has a lattice structure when the produced random numbers are considered in n - dimensional space larger than the dimension N of the matrix generator, and only in that high dimensions n > N they lie on a set of parallel hyperplanes and determined the maximum distance between the covering hyperplanes.

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References

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  2. Savvidy, K. (2015). "The MIXMAX Random Number Generator". Computer Physics Communications . 196: 161–165. arXiv: 1403.5355 . Bibcode:2015CoPhC.196..161S. doi:10.1016/j.cpc.2015.06.003. S2CID   16908633.
  3. Savvidy, K.; Savvidy, G. (2015). "Spectrum and Entropy of C-systems MIXMAX Random Number Generator". Chaos, Solitons and Fractals . 91: 33–38. arXiv: 1510.06274 . Bibcode:2016CSF....91...33S. doi:10.1016/j.chaos.2016.05.003. S2CID   119291387.
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  8. "PYTHIA - PYTHIA::Random::MixMaxRndm class". thep.lu.se. Retrieved 2022-01-01.
  9. "Fastest random number generator could cut energy bills". commission.europa.eu/index_en.
  10. L’Ecuyer, Pierre; Wambergue, Paul; Bourceret, Erwan (September 22, 2017). "Spectral Analysis of the MIXMAX Random Number Generators" (PDF).
  11. Martirosyan, N.; Savvidy, K.; Savvidy, G. (Nov 19, 2018). "Spectral Test of the MIXMAX Random Number Generator". Chaos, Solitons and Fractals . 118: 242–248. arXiv: 1806.05243 . doi:10.1016/j.chaos.2018.11.024. S2CID   51687163.