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Latest revision as of 21:27, 4 August 2024

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Computer implementation of random number generators
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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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