An exhaustive analysis of multiplicative congruential random number generators with modulus 231-1
SIAM Journal on Scientific and Statistical Computing
A search for good multiple recursive random number generators
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Prime numbers and computer methods for factorization (2nd ed.)
Prime numbers and computer methods for factorization (2nd ed.)
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on uniform random number generation
Tables of linear congruential generators of different sizes and good lattice structure
Mathematics of Computation
A system of high-dimensional, efficient, long-cycle and portable uniform random number generators
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Efficient and portable multiple recursive generators of large order
ACM Transactions on Modeling and Computer Simulation (TOMACS)
TestU01: A C library for empirical testing of random number generators
ACM Transactions on Mathematical Software (TOMS)
Large-Order Multiple Recursive Generators with Modulus 231-1
INFORMS Journal on Computing
| Hi-index | 7.29 |
Utilizing some results in number theory, we propose an efficient method to speed up the computer search of large-order maximum-period Multiple Recursive Generators (MRGs). We conduct the computer search and identify many efficient and portable MRGs of order up to 25,013, which have the equi-distribution property in up to 25,013 dimensions and the period lengths up to 10^2^3^3^,^3^6^1 approximately. In addition, a theoretical test is adopted to further evaluate and compare these generators. An extensive empirical study shows that these generators behave well when tested with the stringent Crush battery of the test package TestU01.