The additive congruential random number generator -- a special case of a multiple recursive generator

DOI10.1016/j.cam.2007.05.018zbMath1145.65002OpenAlexW2030807125WikidataQ61714480 ScholiaQ61714480MaRDI QIDQ929939

Roy S. Wikramaratna

Publication date: 19 June 2008

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2007.05.018

zbMATH Keywords

algorithmnumerical examplesimplementationmultiple recursive generatortheoretical analysispseudo-random number generatorACORNadditive congruential random number generatormatrix generator

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items

Theoretical and empirical convergence results for additive congruential random number generators ⋮ The centro-invertible matrix: a new type of matrix arising in pseudo-random number generation ⋮ Further results on generalized centro-invertible matrices ⋮ Generalized centro-invertible matrices with applications

Uses Software

• NAG
• nag
• Diehard
• GSLIB

Cites Work

• ACORN - A new method for generating sequences of uniformly distributed pseudo-random numbers
• A search for good multiple recursive random number generators
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