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

Giovanni Ossola and Alan D. Sokal
Phys. Rev. E 70, 027701 – Published 30 August 2004

Abstract

We show that linear congruential pseudo-random-number generators can cause systematic errors in Monte Carlo simulations using the Swendsen–Wang algorithm, if the lattice size is a multiple of a very large power of 2 and one random number is used per bond. These systematic errors arise from correlations within a single bond-update half-sweep. The errors can be eliminated (or at least radically reduced) by updating the bonds in a random order or in an aperiodic manner. It also helps to use a generator of large modulus (e.g., 60 or more bits).

  • Received 8 March 2004

DOI:https://doi.org/10.1103/PhysRevE.70.027701

©2004 American Physical Society

Authors & Affiliations

Giovanni Ossola* and Alan D. Sokal

  • Department of Physics, New York University, 4 Washington Place, New York, New York 10003, USA

  • *Electronic address: giovanni.ossola@physics.nyu.edu
  • Electronic address: sokal@nyu.edu

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Issue

Vol. 70, Iss. 2 — August 2004

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