Numerical Experiments with the Spectral Test,

Abstract

Following Marsaglia and Dieter, the spectral test for linear congruential random number generators is developed from the grid or lattice point model rather than the Fourier transform model. Several modifications to the published algorithms were tried. One of these refinements, which uses results from lesser dimensions to compute higher dimensional ones, was found to decrease the computation time substantially. A change in the definition of the spectral test is proposed in the section entitled 'A Question of Independence'.

Document Details

Document Type
Technical Report
Publication Date
May 01, 1975
Accession Number
ADA014429

Entities

People

  • R. William Gosper

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computational Complexity
  • Computations
  • Generators
  • Mathematical Analysis
  • Mathematics
  • Random Number Generators

Readers

  • Computational Fluid Dynamics (CFD)
  • Statistical inference.