Congruential pseudorandom number generators rely on good multipliers, that is, integers that have good performance with respect to the spectral test. We provide lists of multipliers with a good lattice structure up to dimension eight and up to lag eight for generators with typical power-of-two moduli, analyzing in detail multipliers close to the square root of the modulus, whose product can be computed quickly.

Computationally easy, spectrally good multipliers for congruential pseudorandom number generators / G.L. Steele, S. Vigna. - In: SOFTWARE-PRACTICE & EXPERIENCE. - ISSN 0038-0644. - (2021). [Epub ahead of print] [10.1002/spe.3030]

Computationally easy, spectrally good multipliers for congruential pseudorandom number generators

S. Vigna
2021

Abstract

Congruential pseudorandom number generators rely on good multipliers, that is, integers that have good performance with respect to the spectral test. We provide lists of multipliers with a good lattice structure up to dimension eight and up to lag eight for generators with typical power-of-two moduli, analyzing in detail multipliers close to the square root of the modulus, whose product can be computed quickly.
congruential generators; pseudorandom number generators
Settore INF/01 - Informatica
29-set-2021
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/891395
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