Beware of Linear Congruential Generators with Multipliers of the Form [Alpha] = ± [2.sup.q] ± [2.sup.r]
Linear congruential random-number generators with Mersenne prime modulus and multipliers of the form a = ± [2.sup.q] ± [2.sup.r] have been proposed recently. Their main advantage is the availability of a simple and fast implementation algorithm for such multipliers. This note generalizes this algori...
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Veröffentlicht in: | ACM transactions on mathematical software 1999-09, Vol.25 (3), p.367 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | Linear congruential random-number generators with Mersenne prime modulus and multipliers of the form a = ± [2.sup.q] ± [2.sup.r] have been proposed recently. Their main advantage is the availability of a simple and fast implementation algorithm for such multipliers. This note generalizes this algorithm, points out statistical weaknesses of these multipliers when used in a straightforward manner, and suggests in what context they could be used safely. |
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ISSN: | 0098-3500 |