A system of high-dimensional, efficient, long-cycle and portable uniform random number generators

  • Authors:
  • Lih-Yuan Deng;Hongquan Xu

  • Affiliations:
  • The University of Memphis, Memphis, TN;University of California, Los Angeles, CA

  • Venue:
  • ACM Transactions on Modeling and Computer Simulation (TOMACS)
  • Year:
  • 2003

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Abstract

We propose a system of multiple recursive generators of modulus p and order k where all nonzero coefficients of the recurrence are equal. The advantage of this property is that a single multiplication is needed to compute the recurrence, so the generator would run faster than the general case. For p = 231 − 1, the most popular modulus used, we provide tables of specific parameter values yielding maximum period for recurrence of order k = 102 and 120. For p = 231 − 55719 and k = 1511, we have found generators with a period length approximately 1014100.5.