Efficient and portable 32-bit random variate generators (1986)

Authors:
Pierre L'Ecuyer
Affiliations:
Université Laval, Ste-Foy, Qué., Canada
Venue:
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Year:
2007

Citing 4
Cited 0

An exhaustive analysis of multiplicative congruential random number generators with modulus 231-1

SIAM Journal on Scientific and Statistical Computing
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A More Portable Fortran Random Number Generator

ACM Transactions on Mathematical Software (TOMS)

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Abstract

This paper presents some Multiplicative Linear Congruential Generators (MLCGs) and one generator that combine two MLCGs. The individual MLCGs use short multipliers that are nearly optimal based on the spectral test. The shortness of the multipliers leads to fast and portable implementations. The combination method produces a generator whose period is the least common multiple of the individual periods. These generators can also be split into many "independent" generators (i.e. that produce disjoint subsequences) and it is easy to skip a long subsequence of numbers without doing the work of generating them all.