An exhaustive analysis of multiplicative congruential random number generators with modulus 231-1
SIAM Journal on Scientific and Statistical Computing
Random number generation and quasi-Monte Carlo methods
Random number generation and quasi-Monte Carlo methods
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
Tables of linear congruential generators of different sizes and good lattice structure
Mathematics of Computation
On selection criteria for lattice rules and other quasi-Monte Carlo point sets
Mathematics and Computers in Simulation - IMACS sponsored Special issue on the second IMACS seminar on Monte Carlo methods
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We present results from an extensive parallel search for rank-1 lattice rules using the LLL-spectral test with a new normalization strategy which is proposed in K. Entacher et al. [Monte Carlo Methods Appl. 10(3-4) (2004) 341-366]. We introduce the main concepts concerning lattice rules and the spectral test and motivate the new normalization strategy for this test. The concepts for parallelization are explained and some results conclude the article.