In Search of Correlation in Multiplicative Congruential Generators with Modulus (2 to the 31st power) minus 1.
Abstract
This paper describes an empirical search for correlation in sample sequences produced by 16 multiplicative congruential random number generators with modulus 2 to the 31st power minus 1. Each generator has a distinct multiplier. One multiplier is in common use in the LLRANDOM and IMSL random generation packages as well as in APL and SIMPL/1. A second is used in SIMSCRIPT II. Six multipliers were taken from a recent study that showed them to have the best spectral and lattice test properties among 50 multipliers considered. The last eight multipliers had the poorest spectral and lattice test properties for 2-tuples among the 50. A well known poor generator, RANDU, with modulus 2 to the 31st power, was also tested to provide a benchmark for evaluating the empirical testing procedure.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1980
- Accession Number
- ADA090636
Entities
People
- George S. Fishman
- Louis R. Moore Iii
Organizations
- University of North Carolina at Chapel Hill