Computationally easy, spectrally good multipliers for congruential pseudorandom number generators. (29th September 2021)

• Record Type: Journal Article
• Authors: Steele, Guy L.; Vigna, Sebastiano
• Is Part Of: Software, practice & experience. Volume 52:Number 2(2022)
• Page Start: 443
• Page End: 458
• Publication Date: 2021-09-29
• Subjects: congruential generators -- pseudorandom number generators; Computer software -- Periodicals; Computer programming -- Periodicals; Computer programs -- Periodicals; 005.3
• DOI: 10.1002/spe.3030
• Languages: English
• ISSNs: 0038-0644

Abstract

Abstract: Congruential pseudorandom number generators rely on good multipliers, that is, integers that have good performance with respect to the spectral test. We provide lists of multipliers with a good lattice structure up to dimension eight and up to lag eight for generators with typical power‐of‐two moduli, analyzing in detail multipliers close to the square root of the modulus, whose product can be computed quickly.