標題: Multiplicative, congruential random-number generators with multiplier +/-2(k1)+/-2(k2) and modulus 2(p)-1
作者: Wu, PC
交大名義發表
National Chiao Tung University
關鍵字: cycle length;efficiency;multiplicative congruential random-number generators;portability;spectral test
公開日期: 1-六月-1997
摘要: The demand for random numbers in scientific applications is increasing. However, the most widely used multiplicative, congruential random-number generators with modulus 2(31) - 1 have a cycle length of about 2.1 X 10(9). Moreover, developing portable and efficient generators with a larger modulus such as 2(61) - 1 is more difficult than those with modulus 2(31) - 1. This article presents the development of multiplicative, congruential generators with modulus m = 2(p) - 1 and four forms of multipliers: 2(k1) - 2(k2), 2(k1) + 2(k2), m - 2(k1) + 2(k2), and m - 2(k1) - 2(k2), k1 > k2. The multipliers for modulus 2(31) - 1 and 2(61) - 1 are measured by spectral tests, and the best ones are presented. The generators with these multipliers are portable and very fast. They have also passed several empirical tests, including the frequency test, the run test, and the maximum-of-t test.
URI: http://hdl.handle.net/11536/515
ISSN: 0098-3500
期刊: ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE
Volume: 23
Issue: 2
起始頁: 255
結束頁: 265
顯示於類別:期刊論文


文件中的檔案:

  1. A1997YF11000008.pdf