• 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