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Digitale Medien

Optimal Multipliers for Linear Congruential Pseudo-Random Number Generators with Prime Moduli: Parallel Computation and Properties (1999)

Brunner, D. ; Uhl, A.

Springer

BIT 39 (1999), S. 193-209

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Details

ISSN: 1572-9125

Schlagwort(e): Random number generation ; parallel processing ; continued fractions

Quelle: Springer Online Journal Archives 1860-2000

Thema: Mathematik

Notizen: Abstract Two systematic search methods are employed to find multipliers for linear congruential pseudo-random number generation which are optimal with respect to an upper bound for the discrepancy of pairs of successive pseudo-random numbers. 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. Furthermore the quality of the computed multipliers is evaluated by using the spectral test in dimensions 2–8 and by calculating the actual discrepancy of pairs of the resulting full-period sequences.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1023/A:1022333627834

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