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Author L'Ecuyer, P.
Source ACM Digital Library
Content type Text
Publisher Association for Computing Machinery (ACM)
File Format PDF
Language English
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.
Description Affiliation: Département d'informatique, Université Laval, Ste-Foy, Quebec, Canada, GlK 7P4. (L'Ecuyer, P.)
Age Range 18 to 22 years ♦ above 22 year
Educational Use Research
Education Level UG and PG
Learning Resource Type Article
Publisher Date 2005-08-01
Publisher Place New York
Journal Communications of the ACM (CACM)
Volume Number 31
Issue Number 6
Page Count 10
Starting Page 742
Ending Page 751

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Source: ACM Digital Library