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
Hauptverfasser: L'ECUYER, PIERRE, SIMARD, RICHARD
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.
ISSN:0098-3500