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A portable uniform random number generator well suited for the rejection method

机译:一种非常适合拒绝方法的便携式统一随机数生成器

摘要

Up to now all known efficient portable implementations of linear congruential random number generators with modulus 2^(31)-1 are working only with multipliers which are small compared with the modulus. We show that for non-uniform distributions, the rejection method may generate random numbers of bad quality if combined with a linear congruential generator with small multiplier. Therefore a method is described that works for any multiplier smaller than 2^(30). It uses the decomposition of multiplier and seed in high order and low order bits to compute the upper and the lower half of the product. The sum of the two halfs gives the product of multiplier and seed modulo 2^(31)-1. Coded in ANSI-C and FORTRAN77 the method results in a portable implementation of the linear congruential generator that is as fast or faster than other portable methods. (author's abstract)
机译:到目前为止,模数为2 ^(31)-1的线性同余随机数生成器的所有已知有效便携式实现方式仅使用与模数相比较小的乘法器。我们表明,对于非均匀分布,如果与具有较小乘数的线性同余生成器结合使用,则拒绝方法可能会生成质量较差的随机数。因此,描述了一种方法,该方法适用于小于2 ^(30)的任何乘数。它使用乘法器和种子的高阶和低阶位分解来计算乘积的上半部分和下半部分。两半之和为乘数与种子模2 ^(31)-1的乘积。该方法使用ANSI-C和FORTRAN77进行编码,可实现线性同余生成器的便携式实现,该实现与其他便携式方法一样快或更快。 (作者的摘要)

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