Prime modulus multiplicative linear congruential generator: Difference between revisions
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:<math>y_{n+1}\equiv ay_n + b~~~(\mod ~m),</math> | :<math>y_{n+1}\equiv ay_n + b~~~(\mod ~m),</math> | ||
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==References== | ==References== | ||
#[http://dx.doi.org/10.1145/365696.365712 D. W. Hutchinson, "A New Uniform Pesudorandom Number Generator", Communications of the ACM, '''9''' pp. 432-433 (1966)] | |||
#[http://dx.doi.org/ | |||
#[http://dx.doi.org/10.1145/769800.769827 G. Marsaglia, "Seeds for Random Number Generators",Communications of the ACM, '''46''' pp. 90-93 (2003)] | |||
#[http://dx.doi.org/ | |||
#[http://dx.doi.org/ | |||
#[CACM_1966_09_0432] | #[CACM_1966_09_0432] | ||
#[IBM_1969_02_0136] | #[IBM_1969_02_0136] |
Revision as of 14:06, 2 March 2007
The parameter should be prime and as large as possible without causing a numerical overflow on the computer that it is running on. For example, for a 32-bit (31 bit + 1 sign bit) word size then the logical choice of is the Mersenne prime
- ,
with (a positive primitive root of see Ref.s 1 and 2), and . With these parameters one is able to generate a series of pseudo-random numbers from one seed value. For an interesting discussion on how to choose an initial seed value see Ref. 3. For a list of other values of and see Ref.4 and for its use on 64-bit computers see Ref. 5.
References
- D. W. Hutchinson, "A New Uniform Pesudorandom Number Generator", Communications of the ACM, 9 pp. 432-433 (1966)
- [http://dx.doi.org/
- G. Marsaglia, "Seeds for Random Number Generators",Communications of the ACM, 46 pp. 90-93 (2003)
- [http://dx.doi.org/
- [http://dx.doi.org/
- [CACM_1966_09_0432]
- [IBM_1969_02_0136]
- [CACM_2003_46_0090]
- [MC_1999_68_249]
- [CPC_1997_103_0103]