Computer implementation of random number generators

DOI10.1016/0377-0427(90)90342-WMaRDI QIDQ916298zbMATH OpenWikidataFDO

Authors James E. Gentle

Publication date 1990

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(90)90342-W

zbMATH Keywords

multiplicative congruential generatorrandom number generatorsrecursive generatorsvector processors

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Parallel numerical computation (65Y05)

Review text

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.

Recommendations

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Cites work

• Random number generation with the recursion \(X_ t=X_{t-3p}\oplus X_{t-3q}\)

Cited in

(11)

• Implementation of a random number generator in OCCAM
• Some comments on computer implementation of random number generators
• A comparative study of some pseudorandom number generators
• Systematic searches for good multiple recursive random number generators
• Effective and efficient restriction on producing the multipliers for the multiple recursive random number generator
• Pseudorandom number generators for personal computers
• The revised recursive reduction for efficiently generating random numbers
• Finding the best portable congruential random number generators
• Random number generators for microcomputers
• scientific article; zbMATH DE number 26619 (Why is no real title available?)
• Simulated division with approximate factoring for the multiple recursive generator with both unrestricted multiplier and non-Mersenne prime modulus

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