Linear congruential generator: Difference between revisions
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The Lehmer algorithm can be written as | The '''inear congruential generator''' was developed by D. H. Lehmer (Ref. 1) and is sometimes known as the Lehmer algorithm. It can be written as | ||
:<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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the algorithm, <math>y_0</math>. | the algorithm, <math>y_0</math>. | ||
See | ==See also== | ||
*[[Prime modulus multiplicative linear congruential generator]] | |||
==References== | ==References== | ||
#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) | #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) | ||
[[Category: Random numbers]] | [[Category: Random numbers]] | ||
Revision as of 14:13, 12 February 2008
The inear congruential generator was developed by D. H. Lehmer (Ref. 1) and is sometimes known as the Lehmer algorithm. It can be written as
- Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_{n+1}\equiv ay_n + b~~(\mod m),}
where the user chooses Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a} , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle b} , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle m} , and a seed value to initiate the algorithm, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_0} .
See also
References
- 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)