Decomposition with simulated division for efficiently generating random numbers

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5 Citations (Scopus)

Abstract

Most portable implementations of the prime modulus multiplicative congruential random number (RN) generator have restrictions on the multiplier. The decomposition method which decomposes a multiplier into a = a0 + a12 b 2 - 1 + a22b - 2, where b is the size of the computer word, on the other hand, is applicable to all multipliers. With the special structure of the decomposition, the technique of simulated division is considered in this paper to facilitate the computation for RN generators with modulus 231 - 1. Some empirical speed comparisons reveal that the reduction in the execution time is around 1 4 to 1 3 for various computers.

Original languageEnglish
Pages (from-to)1089-1093
Number of pages5
JournalComputers and Operations Research
Volume21
Issue number10
DOIs
Publication statusPublished - 1994 Dec

All Science Journal Classification (ASJC) codes

  • Computer Science(all)
  • Modelling and Simulation
  • Management Science and Operations Research

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