Beware of linear congruential generators with multipliers of the form a = ±2q ±2r

  • Authors:
  • Pierre L'Ecuyer;Richard Simard

  • Affiliations:
  • Univ. de Montréal, Montréal, P.Q., Canada;Univ. de Montréal, Montréal, P.Q., Canada

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 1999

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Abstract

Linear congruential random-number generators with Mersenne prime modulus and multipliers of the form a = ±2q ±r have been proposed recently. Their main advantage is the availability of a simple and fast implementation algorithm for such multipliers. This note generalizes this algorithm, points out statistical weaknesses of these multipliers when used in a straightforward manner, and suggests in what context they could be used safely.