Prime modulus multiplicative linear congruential generator: Difference between revisions
Jump to navigation
Jump to search
Carl McBride (talk | contribs) m (New page: The parameter <math>m</math> should be prime and as large as possible without causing a numerical overflow on the computer that it is running on. For example, for a 32-bit (31 bit + 1 sign...) |
Carl McBride (talk | contribs) mNo edit summary |
||
Line 1: | Line 1: | ||
<math>y_{n+1}\equiv ay_n + b~~~(\mod ~m),</math> | |||
The parameter <math>m</math> | The parameter <math>m</math> | ||
should be prime and as large as possible without causing a numerical overflow | should be prime and as large as possible without causing a numerical overflow |
Revision as of 18:32, 20 February 2007
The parameter should be prime and as large as possible without causing a numerical overflow on the computer that it is running on. For example, for a 32-bit (31 bit + 1 sign bit) word size then the logical choice of is the Mersenne prime
,
with (a positive primitive root of see Ref.s 1 and 2), and . With these parameters one is able to generate a series of pseudo-random numbers from one seed value. For an interesting discussion on how to choose an initial seed value see Ref. 3. For a list of other values of and see Ref.4 and for its use on 64-bit computers see Ref. 5.
References
- [CACM_1966_09_0432]
- [IBM_1969_02_0136]
- [CACM_2003_46_0090]
- [MC_1999_68_249]
- [CPC_1997_103_0103]