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Efficient and portable combined random number generators

Author:

P. L'EcuyerAuthors Info & Claims

Communications of the ACM, Volume 31, Issue 6

Pages 742 - 751

https://doi.org/10.1145/62959.62969

Published: 01 June 1988 Publication History

Abstract

In this paper we present an efficient way to combine two or more Multiplicative Linear Congruential Generators (MLCGs) and propose several new generators. The individual MLCGs, making up the proposed combined generators, satisfy stringent theoretical criteria for the quality of the sequence they produce (based on the Spectral Test) and are easy to implement in a portable way. The proposed simple combination method is new and produces a generator whose period is the least common multiple of the individual periods. Each proposed generator has been submitted to a comprehensive battery of statistical tests. We also describe portable implementations, using 16-bit or 32-bit integer arithmetic. The proposed generators have most of the beneficial properties of MLCGs. For example, each generator can be split into many independent generators and it is easy to skip a long subsequence of numbers without doing the work of generating them all.

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Index Terms

Efficient and portable combined random number generators
1. Mathematics of computing
  1. Mathematical software
  2. Probability and statistics
    1. Probabilistic reasoning algorithms
      1. Random number generation

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Information

Published In

cover image Communications of the ACM

Communications of the ACM Volume 31, Issue 6

June 1988

149 pages

ISSN:0001-0782

EISSN:1557-7317

DOI:10.1145/62959

Editor:
P. J. Denning
NASA Ames Research Center, Moffett Field, CA

Issue’s Table of Contents

Copyright © 1988 ACM.

Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 01 June 1988

Published in CACM Volume 31, Issue 6

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Cited By

Kang SKim GHur UKim J(2024)Forensic Analysis of wxSQLite3-Encrypted Databases and Its ApplicationElectronics10.3390/electronics1307132513:7(1325)Online publication date: 1-Apr-2024
https://doi.org/10.3390/electronics13071325
Nandi S(2024)On the Mandelbrot set of perturbed cubic complex polynomialsResearch in Mathematics10.1080/27684830.2024.239229911:1Online publication date: 23-Aug-2024
https://doi.org/10.1080/27684830.2024.2392299
Deng LWinter BShiau JLu HKumar NYang C(2023)Parallelizable efficient large order multiple recursive generatorsParallel Computing10.1016/j.parco.2023.103036117(103036)Online publication date: Sep-2023
https://doi.org/10.1016/j.parco.2023.103036
Dunn WShultis J(2023)Pseudorandom Number GeneratorsExploring Monte Carlo Methods10.1016/B978-0-12-819739-4.00011-1(55-110)Online publication date: 2023
https://doi.org/10.1016/B978-0-12-819739-4.00011-1
Almaraz Luengo E(2022)A brief and understandable guide to pseudo-random number generators and specific models for securityStatistics Surveys10.1214/22-SS13616:noneOnline publication date: 1-Jan-2022
https://doi.org/10.1214/22-SS136
Sei YOhsuga A(2022)False Event Message Detection Robust to Burst Attacks in Wireless Sensor NetworksIEEE Open Journal of the Communications Society10.1109/OJCOMS.2022.32080883(1630-1642)Online publication date: 2022
https://doi.org/10.1109/OJCOMS.2022.3208088
Williams BCarlson AHiromoto R(2022)Novel Innovations that Failed to Improve Weak PRNGs2022 13th International Conference on Computing Communication and Networking Technologies (ICCCNT)10.1109/ICCCNT54827.2022.9984517(1-6)Online publication date: 3-Oct-2022
https://doi.org/10.1109/ICCCNT54827.2022.9984517
Bhattacharjee KDas S(2022)A search for good pseudo-random number generatorsComputer Science Review10.1016/j.cosrev.2022.10047145:COnline publication date: 1-Aug-2022
https://dl.acm.org/doi/10.1016/j.cosrev.2022.100471
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