Computer implementation of random number generators (Q916298): Difference between revisions
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Latest revision as of 21:27, 4 August 2024
scientific article
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English | Computer implementation of random number generators |
scientific article |
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Computer implementation of random number generators (English)
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1990
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Good theoretical work on algorithms is often defeated by a poor computer implementation. This is particularly true of random number generators for two reasons: the overwhelming concern for speed and the inherent ill- conditioning of the problem. The author concentrates on the coding considerations of a multiplicative congruential generator with properly chosen multiplier and modulus. Implementation of recursive generators on vector processors is also addressed.
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random number generators
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multiplicative congruential generator
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recursive generators
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vector processors
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