The additive congruential random number generator -- a special case of a multiple recursive generator (Q929939)
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English | The additive congruential random number generator -- a special case of a multiple recursive generator |
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The additive congruential random number generator -- a special case of a multiple recursive generator (English)
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19 June 2008
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An additive congruential random number (ACORN) generator was defined by \textit{R.~S. Wikramaratna} [J. Comput. Phys. 83, No. 1, 16--31 (1989; Zbl 0677.65003)]. The ACORN generator was examined and enhanced by the author later, and this paper is a continuation of the ACORN generator analysis in its integer implementation. From the author's abstract: ``This paper demonstrates that an ACORN generator is a particular case of a multiple recursive generator (and, therefore, also a special case of a matrix generator). Both these latter approaches have been widely studied, and it is to be hoped that the results given in the present paper will lead to greater confidence in using the ACORN generators.'' The paper contains also some examples of the ACORN matrices, Fortran implementation of the ACORN generator, and results of some empirical tests and computational performance.
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ACORN
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pseudo-random number generator
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algorithm
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implementation
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theoretical analysis
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numerical examples
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additive congruential random number generator
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multiple recursive generator
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matrix generator
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