SOME COMMENTS ON COMPUTER IMPLEMENTATION OF RANDOM NUMBER GENERATORS

[摘要] Several workers in simulation studies are concerned with the correct and portable computer implementation of random number generators. Since approximate calculations may lead to accumulated errors in various machines, all implementations must be exact. In a previous work Gentle (this journal, 1990) presented several implementations for multiplicative congruential generators. The aim of this paper is to describe some more methods. Especially the implementation using the decomposition of the modulus is very efficient.

[发布日期] 1992-05-08

[关键词] RANDOM NUMBER GENERATION;LINEAR CONGRUENTIAL GENERATOR;PORTABILITY;SIMULATION