Systematic errors due to linear congruential random-number generators with the Swendsen-Wang algorithm: A warning

Giovanni Ossola; Alan D. Sokal

doi:10.1103/PhysRevE.70.027701

Systematic errors due to linear congruential random-number generators with the Swendsen-Wang algorithm: A warning

Giovanni Ossola, Alan D. Sokal

Research output: Contribution to journal › Article › peer-review

Abstract

The evidence for systematic errors that occur due to linear congruential random number generators and the diagnosis of their origin were presented. The implementation of Swendsen-Wang algorithms was also modified to eliminate these systematic errors. The errors arised from correlations within a single bond-update half-sweep. They can be eliminated by updating the bonds in a random order or in aperiodic manner.

Original language	English (US)
Article number	027701
Pages (from-to)	027701-1-027701-4
Journal	Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
Volume	70
Issue number	2 2
DOIs	https://doi.org/10.1103/PhysRevE.70.027701
State	Published - Aug 2004

ASJC Scopus subject areas

Statistical and Nonlinear Physics
Statistics and Probability
Condensed Matter Physics

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10.1103/PhysRevE.70.027701

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title = "Systematic errors due to linear congruential random-number generators with the Swendsen-Wang algorithm: A warning",

abstract = "The evidence for systematic errors that occur due to linear congruential random number generators and the diagnosis of their origin were presented. The implementation of Swendsen-Wang algorithms was also modified to eliminate these systematic errors. The errors arised from correlations within a single bond-update half-sweep. They can be eliminated by updating the bonds in a random order or in aperiodic manner.",

author = "Giovanni Ossola and Sokal, {Alan D.}",

note = "Funding Information: We wish to thank Henk Bl{\"o}te, Lu{\'i}s Antonio Fern{\'a}ndez, Werner Kerler, Juan Ruiz-Lorenzo, Lev Shchur, and Jian-Sheng Wang for valuable correspondence and for sharing their unpublished data; Mulin Ding and Raj Sivanandarajah for efficient assistance with numerous aspects of the Physics Department computing system; and Rom{\'a}n Scoccimarro for generously letting us do some test runs on his DEC Alpha computer. This research was supported in part by U.S. National Science Foundation Grants No. PHY-0099393 and No. PHY-0116590.",

year = "2004",

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doi = "10.1103/PhysRevE.70.027701",

language = "English (US)",

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Systematic errors due to linear congruential random-number generators with the Swendsen-Wang algorithm: A warning

Abstract

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