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Manuscript Title: Efficient implementation of Bailey and Borwein pseudo-random number generator based on normal numbers
Authors: G. Beliakov, D. Creighton, M. Johnstone, T. Wilkin
Program title: BCNRandom
Catalogue identifier: AEPG_v1_0
Distribution format: tar.gz
Journal reference: Comput. Phys. Commun. 184(2013)1999
Programming language: C.
Computer: IBM PC; MacBook Pro.
Operating system: Windows 7, Linux, Unix, OS X.
RAM: 512kb
Keywords: Random number generation, Linear Congruential Generator, Simulation.
PACS: 02.50.-r.
Classification: 4.13.

Nature of problem:
This is a fast pseudorandom number generator based on normal numbers, with long period and good statistical properties. It passes all 106 BigCrush statistical tests and is faster than C standard library rand generator. Suitable for parallel execution by multiple threads and/or processes because of skip ahead property.

Solution method:
Linear Congruential Generators with specially chosen parameters are used. A customized fast modular reduction is employed.

Running time:
Generation rate is 100-200 million numbers per second.