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Multiplicative, congruential random-number generators with multiplier ± 2k1 ± 2k2 and modulus 2p - 1

Published: 01 June 1997 Publication History

Abstract

The demand for random numbers in scientific applications is increasing. However, the most widely used multiplicative, congruential random-number generators with modulus 231 - 1 have a cycle length of about 2.1 × 109. Moreover, developing portable and efficient generators with a larger modulus such as 261 - 1 is more difficult than those with modulus 231 - 1. This article presents the development of multiplicative, congruential generators with modulus m = 2p - 1 and four forms of multipliers: 2k1 - 2k2, 2k1 + 2k2, m - 2k1 + 2k2, and m - 2k1 - 2k2, k1 > k2. The multipliers for modulus 231 - 1 and 261 - 1 are measured by spectral tests, and the best ones are presented. The generators with these multipliers are portable and vary fast. They have also passed several empirical tests, including the frequency test, the run test, and the maximum-of-t test.

References

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      Published In

      cover image ACM Transactions on Mathematical Software
      ACM Transactions on Mathematical Software  Volume 23, Issue 2
      June 1997
      163 pages
      ISSN:0098-3500
      EISSN:1557-7295
      DOI:10.1145/264029
      • Editor:
      • Ronald Boisvert
      Issue’s Table of Contents

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      Association for Computing Machinery

      New York, NY, United States

      Publication History

      Published: 01 June 1997
      Published in TOMS Volume 23, Issue 2

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      Author Tags

      1. cycle length
      2. efficiency
      3. multiplicative congruential random-number generators
      4. portability
      5. spectral test

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