Tables of linear congruential generators of different sizes and good lattice structure

被引:151
作者
L'ecuyer, P [1 ]
机构
[1] Univ Montreal, Dept Informat & Rech Operat, Montreal, PQ H3C 3J7, Canada
关键词
random number generation; linear congruential; lattice structure; spectral test;
D O I
10.1090/S0025-5718-99-00996-5
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We provide sets of parameters for multiplicative linear congruential generators (MLCGs) of different sizes and good performance with respect to the spectral test. For l = 8,9,...,64, 127, 128, we take as a modulus m the largest prime smaller than 2(l), and provide a list of multipliers a such that the MLCG with modulus m and multiplier a has a good lattice structure in dimensions 2 to 32. We provide similar lists for power-of-two moduli m = 2(l), for multiplicative and non-multiplicative LCGs.
引用
收藏
页码:249 / 260
页数:12
相关论文
共 13 条
[1]  
[Anonymous], 1996, MONTE CARLO CONCEPTS
[2]  
[Anonymous], 1992, SIAM CBMS NSF REGION
[3]  
[Anonymous], 1988, GRUNDLEHREN MATH WIS
[4]   AN EXHAUSTIVE ANALYSIS OF MULTIPLICATIVE CONGRUENTIAL RANDOM NUMBER GENERATORS WITH MODULUS 2(31)-1 [J].
FISHMAN, GS ;
MOORE, LR .
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1986, 7 (01) :24-45
[6]  
Knuth D., 1981, ART COMPUTER PROGRAM
[7]  
L'Ecuyer P., 1993, ACM Transactions on Modeling and Computer Simulation, V3, P87, DOI 10.1145/169702.169698
[8]  
L'Ecuyer P., 1997, INFORMS Journal on Computing, V9, P206, DOI 10.1287/ijoc.9.2.206
[9]   EFFICIENT AND PORTABLE COMBINED RANDOM NUMBER GENERATORS [J].
LECUYER, P .
COMMUNICATIONS OF THE ACM, 1988, 31 (06) :742-&
[10]  
LECUYER P, 1989, COMMUN ACM, V32, P1019