A Uniform Random Number Generator Based on the Combination of Two Congruential Generators

Authors:
W. J. Westlake
Affiliations:
Booz, Allen Applied Research Inc., 6151 W. Century Blvd., Los Angeles, Calif. and System Sciences Division, Control Data Corporation, Los Angeles, California
Venue:
Journal of the ACM (JACM)
Year:
1967

Citing 1
Cited 2

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Abstract

A method of generating pseudo-random uniform numbers based on the combination of two congruential generators is described. It retains two of the desirable features of congruential generators, namely, the long cycle and the case of implementation on a digital computer. Furthermore, unlike the method of combining congruential generators recently proposed by MacLaren and Marsaglia, it does not require the retention in computer memory of a table of generated numbers. The generator gave completely satisfactory results on a fairly stringent series of statistical tests.