Optimal multipliers for linear congruential pseudo-random number generators with prime moduli: Parallel computation and properties
The authors propose two search methods for multipliers for linear congruential pseudo-random number generators which are optimal with respect to an upper bound for the discrepancy of pairs of successive pseudo-random numbers. These search algorithms include search for primitive roots and fractions with small partial quotients in their continued fraction expansion. The efficiency of these search procedures when executed on parallel systems is assessed by experimental results of a MIMD parallel implementation on a Meiko CS-2 and a workstation cluster. The quality of the computed multipliers is evaluated by using the spectral test and by calculating the actual discrepancy of the resulting sequences.
linear congruential pseudo-random number generators
scientific article; zbMATH DE number 1309449