A Uniform Random Number Generator Based on the Combination of Two Congruential Generators

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A Uniform Random Number Generator Based on the Combination of Two Congruential Generators

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Source

Journal of the ACM (JACM) archive
Volume 14 , Issue 2 (April 1967) table of contents

Pages: 337 - 340

Year of Publication: 1967

ISSN:0004-5411

Author

W. J. Westlake

Booz, Allen Applied Research Inc., 6151 W. Century Blvd., Los Angeles, Calif. and System Sciences Division, Control Data Corporation, Los Angeles, California

Publisher

ACM New York, NY, USA

Bibliometrics

Downloads (6 Weeks): 2, Downloads (12 Months): 21, Citation Count: 2

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ABSTRACT

A method of generating pseudo-random uniform numbers based on the combination of two congruential generators is described. It retains two of the desirable features of congruential generators, namely, the long cycle and the case of implementation on a digital computer. Furthermore, unlike the method of combining congruential generators recently proposed by MacLaren and Marsaglia, it does not require the retention in computer memory of a table of generated numbers. The generator gave completely satisfactory results on a fairly stringent series of statistical tests.

REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

M. Donald MacLaren , George Marsaglia, Uniform Random Number Generators, Journal of the ACM (JACM), v.12 n.1, p.83-89, Jan. 1965 [doi>10.1145/321250.321257]

CITED BY 2

	Harry Felder, The GPSS/360 random number generator, Proceedings of the second conference on Applications of simulations, p.21-28, December 02-04, 1968, New York, New York, United States
	George Marsaglia , T. A. Bray, One-line random number generators and their use in combinations, Communications of the ACM, v.11 n.11, p.757-759, Nov. 68