IDEAS home Printed from https://ideas.repec.org/a/eee/matcom/v44y1997i1p99-107.html
   My bibliography  Save this article

A random number generator based on the combination of four LCGs

Author

Listed:
  • L'Ecuyer, Pierre
  • Andres, Terry H.

Abstract

A portable package for uniform random number generation is proposed, based on a backbone generator with period length near 2121, which combines four linear congruential generators. The package provides for multiple (virtual) generators evolving in parallel. Each generator has many disjoint subsequences, and software tools are provided to reset the state of any generator to the beginning of its first, previous, or current subsequence. An implementations is given in the C language.

Suggested Citation

  • L'Ecuyer, Pierre & Andres, Terry H., 1997. "A random number generator based on the combination of four LCGs," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 44(1), pages 99-107.
    • Handle: RePEc:eee:matcom:v:44:y:1997:i:1:p:99-107
    DOI: 10.1016/S0378-4754(97)00052-9
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378475497000529
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/S0378-4754(97)00052-9?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Pierre L'Ecuyer & Raymond Couture, 1997. "An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators," INFORMS Journal on Computing, INFORMS, vol. 9(2), pages 206-217, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Pierre L'Ecuyer & Richard Simard & E. Jack Chen & W. David Kelton, 2002. "An Object-Oriented Random-Number Package with Many Long Streams and Substreams," Operations Research, INFORMS, vol. 50(6), pages 1073-1075, December.
    2. Wichmann, B.A. & Hill, I.D., 2006. "Generating good pseudo-random numbers," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1614-1622, December.
    3. L'Ecuyer, Pierre, 2004. "Random number generation," Papers 2004,21, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    4. L’Ecuyer, Pierre & Munger, David & Oreshkin, Boris & Simard, Richard, 2017. "Random numbers for parallel computers: Requirements and methods, with emphasis on GPUs," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 135(C), pages 3-17.
    5. Przemyslaw Jeziorski, 2010. "Merger enforcement in two-sided markets," Economics Working Paper Archive 570, The Johns Hopkins University,Department of Economics.
    6. Hellekalek, P., 1998. "Good random number generators are (not so) easy to find," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 46(5), pages 485-505.
    7. Tang, Hui-Chin, 2002. "Modified decomposition method for multiple recursive random number generator," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 59(5), pages 453-458.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Pierre L'Ecuyer & Richard Simard, 2014. "On the Lattice Structure of a Special Class of Multiple Recursive Random Number Generators," INFORMS Journal on Computing, INFORMS, vol. 26(3), pages 449-460, August.
    2. Hui-Chin Tang & Chiang Kao, 2004. "Searching for Good Multiple Recursive Random Number Generators via a Genetic Algorithm," INFORMS Journal on Computing, INFORMS, vol. 16(3), pages 284-290, August.
    3. Tang, Hui-Chin, 2005. "Reverse multiple recursive random number generators," European Journal of Operational Research, Elsevier, vol. 164(2), pages 402-405, July.
    4. L'Ecuyer, Pierre, 2004. "Random number generation," Papers 2004,21, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    5. L’Ecuyer, Pierre & Simard, Richard, 2001. "On the performance of birthday spacings tests with certain families of random number generators," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 55(1), pages 131-137.
    6. Pierre L'Ecuyer, 1999. "Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators," Operations Research, INFORMS, vol. 47(1), pages 159-164, February.
    7. Pierre L'Ecuyer & Christiane Lemieux, 2000. "Variance Reduction via Lattice Rules," Management Science, INFORMS, vol. 46(9), pages 1214-1235, September.
    8. L’Ecuyer, Pierre & Granger-Piché, Jacinthe, 2003. "Combined generators with components from different families," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 62(3), pages 395-404.
    9. Pierre L’Ecuyer & Paul Wambergue & Erwan Bourceret, 2020. "Spectral Analysis of the MIXMAX Random Number Generators," INFORMS Journal on Computing, INFORMS, vol. 32(1), pages 135-144, January.
    10. Tang, Hui-Chin, 2006. "Theoretical analyses of forward and backward heuristics of multiple recursive random number generators," European Journal of Operational Research, Elsevier, vol. 174(3), pages 1760-1768, November.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:matcom:v:44:y:1997:i:1:p:99-107. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/mathematics-and-computers-in-simulation/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.