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Efficient and portable 32-bit random variate generators (1986)
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Source Winter Simulation Conference archive
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come table of contents
Washington D.C.
SECTION: Landmark papers from the first 40 years table of contents
Article No.: 5  
Year of Publication: 2007
ISBN:1-4244-1306-0
Author
Pierre L'Ecuyer  Université Laval, Ste-Foy, Qué., Canada
Sponsors
INFORMS-SIM : Institute for Operations Research and the Management Sciences: Simulation Society
NIST : National Institute of Standards and Technology
(SCS) : The Society for Modeling and Simulation International
ACM/SIGSIM : Association for Computing Machinery: Special Interest Group on Simulation
IIE : Institute of Industrial Engineers
ASA : American Statistical Association
IEEE/SMC : Institute of Electrical and Electronics Engineers: Systems, Man, and Cybernetics Society
Publisher
IEEE Press  Piscataway, NJ, USA
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ABSTRACT

This paper presents some Multiplicative Linear Congruential Generators (MLCGs) and one generator that combine two MLCGs. The individual MLCGs use short multipliers that are nearly optimal based on the spectral test. The shortness of the multipliers leads to fast and portable implementations. The combination method produces a generator whose period is the least common multiple of the individual periods. These generators can also be split into many "independent" generators (i.e. that produce disjoint subsequences) and it is easy to skip a long subsequence of numbers without doing the work of generating them all.


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.

 
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L'Ecuyer, P. (1986). Efficient and portable combined pseudo-random number generators. Research report no. DIUL-RR-8612, Département d'informatique, Université Laval, Ste-Foy, Québec, Canada.
 
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Marsaglia, G. (1968). Random Numbers Fall Mainly in the Planes. Proceedings of the National Academy of Sciences of the United States of America 60, 25--28.
 
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Marse, K. and Roberts, S. D. (1983). Implementing a Portable FORTRAN Uniform (0,1) Generator. Simulation 41, 4, 135--139.
 
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Modianos, D. T., Scott R. C. and Cornwell, L. W. (1984). Random Number Generation on Microcomputers. Interfaces 14, 2, 81--87.
 
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Nance, R. E. and Overstreet Jr., C. (1978). Some Experimental Observations on the Behavior of Composite Random Number Generators. Operations Research 26, 5, 915--935.
 
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Niederreiter, H. (1978). Quasi-Monte Carlo Methods and Pseudo-random Numbers. Bulletin of the American Mathematical Society 84, 6, 957--1041.
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Wichmann, B. A. and Hill, I. D. (1982). An Efficient and Portable Pseudo-random Number Generator. Applied Statistics 31, 188--190.