A System of High-Dimensional, Efficient, Long-Cycle and Portable Uniform Random Number Generators

Lih-Yuan Deng; Hongquan Xu

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A System of High-Dimensional, Efficient, Long-Cycle and Portable Uniform Random Number Generators

机译：A System of High-Dimensional, Efficient, Long-Cycle and Portable Uniform Random Number Generators

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摘要

We propose a system of multiple recursive generators of modulus p and order k where all nonzero coefficients of the recurrence are equal. The advantage of this property is that a single multiplication is needed to compute the recurrence, so the generator would run faster than the general case. For p = 2~(31)-1, the most popular modulus used we provide tables of specific parameter values yielding maximum period for recurrence of order k = 102 and 120. For p = 2~(31-)55719 and k = 1511, we have found generators with a period length approximately 10~(14100.5).

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来源
《ACM Transactions on Modeling and Computer Simulation: A Publication of the Association for Computing Machinery》 |2003年第4期|299-309|共11页
作者
Lih-Yuan Deng; Hongquan Xu;
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作者单位

Department of Mathematical Sciences, The University of Memphis, Memphis, TN, 35152-3240;

Department of Statistics, University of California, Los Angeles, Los Angeles, CA 90095-1554;

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原文格式 PDF
正文语种英语
中图分类计算技术、计算机技术;
关键词
DX-k generator; FMRG-k generator; linear congruential generator; multiple recursive generator; MT19937; portable and efficient generator; primitive polynomial;

A System of High-Dimensional, Efficient, Long-Cycle and Portable Uniform Random Number Generators

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