Beware of linear congruential generators with multipliers of the form a = +/- 2(q) +/- 2(r)

Authors
L'ecuyer, P Simard, R
Citation
P. L'Ecuyer et R. Simard, Beware of linear congruential generators with multipliers of the form a = +/- 2(q) +/- 2(r), ACM T MATH, 25(3), 1999, pp. 367-374
Citations number
11
Categorie Soggetti
Computer Science & Engineering
Journal title
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE
ISSN journal
00983500 → ACNP
Volume
25
Issue
3
Year of publication
1999
Pages
367 - 374
Database
ISI
SICI code
0098-3500(199909)25:3<367:BOLCGW>2.0.ZU;2-3
Abstract
Linear congruential random-number generators with Mersenne prime modulus an d multipliers of the form a = +/-2(q) +/-2(r) have been proposed recently. Their main advantage is the availability of a simple and fast implementatio n algorithm for such multipliers. This note generalizes this algorithm, poi nts out statistical weaknesses of these multipliers when used in a straight forward manner, and suggests in what context they could be used safely.