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Efficient and portable combined random number generators
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Communications of the ACM archive
Volume 31 ,  Issue 6  (June 1988) table of contents
Pages: 742 - 751  
Year of Publication: 1988
ISSN:0001-0782
Author
P. L'Ecuyer  Département d'informatique, Université Laval, Ste-Foy, Quebec, Canada, GlK 7P4.
Publisher
ACM  New York, NY, USA
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ABSTRACT

In this paper we present an efficient way to combine two or more Multiplicative Linear Congruential Generators (MLCGs) and propose several new generators. The individual MLCGs, making up the proposed combined generators, satisfy stringent theoretical criteria for the quality of the sequence they produce (based on the Spectral Test) and are easy to implement in a portable way. The proposed simple combination method is new and produces a generator whose period is the least common multiple of the individual periods. Each proposed generator has been submitted to a comprehensive battery of statistical tests. We also describe portable implementations, using 16-bit or 32-bit integer arithmetic. The proposed generators have most of the beneficial properties of MLCGs. For example, each generator can be split into many independent generators 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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CITED BY  45