Linear congruential generator: Difference between revisions
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The Lehmer algorithm can be written as | The '''linear congruential generator''' for producing [[random numbers]] was developed by D. H. Lehmer <ref>D. H. Lehmer, "Mathematical methods in large-scale computing units", Proceedings of the 2nd Symposium on Large-Scale Digital Calculating Machinery, vol '''XXVI''' pp. 141-146 The Annals of the Computational Laboratory of Harvard University, Harvard University Press (1951)</ref> and is sometimes known as the Lehmer algorithm. It can be written as | ||
:<math>y_{n+1}\equiv ay_n + b | :<math>y_{n+1}\equiv ay_n + b \qquad({\mathrm {mod}} ~m),</math> | ||
where the user chooses <math>a</math>, <math>b</math>, <math>m</math>, and a seed value to initiate | where the user chooses <math>a</math>, <math>b</math>, <math>m</math>, and a seed value to initiate | ||
the algorithm, <math>y_0</math>. | the algorithm, <math>y_0</math>. | ||
See | ==See also== | ||
*[[Prime modulus multiplicative linear congruential generator]] | |||
==References== | ==References== | ||
<references/> | |||
==External links== | |||
*[http://random.mat.sbg.ac.at/~charly/server/node3.html Linear congruential generator] page, hosted by [http://random.mat.sbg.ac.at/ pLab]. | |||
[[Category: Random numbers]] | |||
Latest revision as of 16:21, 10 November 2009
The linear congruential generator for producing random numbers was developed by D. H. Lehmer [1] and is sometimes known as the Lehmer algorithm. It can be written as
where the user chooses , , , and a seed value to initiate the algorithm, .
See also[edit]
References[edit]
- ↑ D. H. Lehmer, "Mathematical methods in large-scale computing units", Proceedings of the 2nd Symposium on Large-Scale Digital Calculating Machinery, vol XXVI pp. 141-146 The Annals of the Computational Laboratory of Harvard University, Harvard University Press (1951)
External links[edit]
- Linear congruential generator page, hosted by pLab.