A method of systematic search for optimal multipliers in congruential random number generators

Simple item page
dc.citation.epage149en_US
dc.citation.issueNumber1en_US
dc.citation.spage135en_US
dc.citation.volumeNumber44en_US
dc.contributor.authorSezgin, F.en_US
dc.date.accessioned2016-02-08T10:26:13Z
dc.date.available2016-02-08T10:26:13Z
dc.date.issued2004en_US
dc.description.abstractThis paper presents a method of systematic search for optimal multipliers for congruential random number generators. The word-size of computers is a limiting factor for development of random numbers. The generators for computers up to 32 bit word-size are already investigated in detail by several authors. Some partial works are also carried out for moduli of 248 and higher sizes. Rapid advances in computer technology introduced recently 64 bit architecture in computers. There are considerable efforts to provide appropriate parameters for 64 and 128 bit moduli. Although combined generators are equivalent to huge modulus linear congruential generators, for computational efficiency, it is still advisable to choose the maximum moduli for the component generators. Due to enormous computational price of present algorithms, there is a great need for guidelines and rules for systematic search techniques. Here we propose a search method which provides 'fertile' areas of multipliers of perfect quality for spectral test in two dimensions. The method may be generalized to higher dimensions. Since figures of merit are extremely variable in dimensions higher than two, it is possible to find similar intervals if the modulus is very large.en_US
dc.identifier.doi10.1023/B:BITN.0000025085.88778.75en_US
dc.identifier.issn0006-3835
dc.identifier.urihttp://hdl.handle.net/11693/24237
dc.language.isoEnglishen_US
dc.publisherSpringer Netherlandsen_US
dc.relation.isversionofhttp://dx.doi.org/10.1023/B:BITN.0000025085.88778.75en_US
dc.source.titleBIT Numerical Mathematicsen_US
dc.subjectLattice structureen_US
dc.subjectLinear congruential generatorsen_US
dc.subjectRandom numberen_US
dc.subjectSpectral testen_US
dc.titleA method of systematic search for optimal multipliers in congruential random number generatorsen_US
dc.typeArticleen_US

Files

Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
A Method of Systematic Search for Optimal Multipliers in Congruential Random Number Generators.pdf
Size:
331.61 KB
Format:
Adobe Portable Document Format
Description:
Full printable version
Download

Collections

Business Information Management