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

2004/03/08 by Giovanni Ossola, Alan D. Sokal
Computer Science · Mathematics · Physics and Astronomy · #Benford’s Law and Fraud Detection #Computational Physics and Python Applications #Numerical Methods and Algorithms #cond-mat.stat-mech #hep-lat #physics.comp-ph

paper · pdf · doi:10.1103/physreve.70.027701

published as Phys.Rev. E70 (2004) 027701 · Revtex4, 4 pages

arxiv created 2004/03/08 · openalex publication_date 2004/08/30 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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).

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