Computationally easy, spectrally good multipliers for congruential pseudorandom number generators
Data Structures and Algorithms
2021-09-28 v3
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.
Cite
@article{arxiv.2001.05304,
title = {Computationally easy, spectrally good multipliers for congruential pseudorandom number generators},
author = {Guy Steele and Sebastiano Vigna},
journal= {arXiv preprint arXiv:2001.05304},
year = {2021}
}