An exhaustive analysis of two-term multiple recursive random number generators with efficient multipliers

Authors:
Hui-Chin Tang
Affiliations:
Department of Industrial Engineering and Management, National Kaohsiung University of Applied Sciences, Kaohsiung, Taiwan
Venue:
Journal of Computational and Applied Mathematics
Year:
2006

Citing 6
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Abstract

This paper presents results of an exhaustive computer search for the maximum spectral value in full period two-term kth-order multiple recursive generators (MRGs) with efficient multipliers. For orders k = 2, 3,...,7, we provide a table of kth-order MRGs with largest spectral values. These MRGs not only have the best spectral values found so far but also can be implemented efficiently by applying the approximate factoring method.