Title :
Simple but effective modification to a multiplicative congruential random-number generator
Author :
Chambers, W.G. ; Dai, Z.D.
Author_Institution :
Dept. of Electron. & Electr. Eng., Kings Coll. London, UK
fDate :
5/1/1991 12:00:00 AM
Abstract :
A popular form of random-number generator uses the recurrence sk=(Ask-1 mod 2e) with A and sO odd to produce a pseudo-random sequence of integers in the range 0 to 2e-1. The authors give a simple modification which increases the guaranteed period by an enormous factor with only a small computational overhead. The recurrence is changed to sk=(Ask-1+sk-n mod 2e) where n is such that xn+x+1 is a primitive binary polynomial. The period is increased from 2e-2 to (2n-1)2e-1. The overhead is an extra addition and the inclusion of a circular buffer of length n.
Keywords :
polynomials; random number generation; binary polynomial; circular buffer; computational overhead; multiplicative congruential random-number generator; recurrence;
Journal_Title :
Computers and Digital Techniques, IEE Proceedings E