Recommendations

Never use the default random number generator supplied by the computer vendor without first identifying the algorithm it uses. In many cases the algorithms are very poor and you will have to use another generator.

Always check your results by doing independent runs with different random number generators.

Good pseudo-random number generators:

• Combined LCGs
• Good 48-bit or 64-bit LCGs such as drand48
• Lagged Fibonacci generators using +,-,* as long as the lag is very large (at least 1000 for + and -, at least 100 for *).

More work needs to be done on developing and testing parallel random number generators.