DocumentCode :
1740978
Title :
Fast combined multiple recursive generators with multipliers of the form a=±2q±2r
Author :
L´Ecuyer, P. ; Touzin, Renee
Author_Institution :
Dept. d´´Inf. et de Recherche Oper., Montreal Univ., Que., Canada
Volume :
1
fYear :
2000
fDate :
2000
Firstpage :
683
Abstract :
We study a class of combined multiple recursive random number generators constructed in such a way that each component runs fast and is easy to implement, while the combination enjoys excellent structural properties as measured by the spectral test. Each component is a linear recurrence of order k>1, modulo a large prime number, and the coefficients are either 0 or are of the form a=±2q or a=±2q±2r. This allows a simple and very fast implementation, because each modular multiplication by a power of 2 can be implemented via a shift, plus a few additional operations for the modular reduction. We select the parameters in terms of the performance of the combined generator in the spectral test. We provide a specific implementation
Keywords :
digital simulation; random number generation; statistical analysis; combined generator; combined multiple recursive random number generators; fast combined multiple recursive generators; linear recurrence; modular multiplication; modular reduction; multipliers; spectral test; structural properties; Arithmetic; Polynomials; Power generation economics; Random number generation; Testing;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Simulation Conference, 2000. Proceedings. Winter
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-6579-8
Type :
conf
DOI :
10.1109/WSC.2000.899780
Filename :
899780
Link To Document :
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