ISSN:
1572-9125
Keywords:
Random number generation
;
parallel processing
;
continued fractions
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1022333627834
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