Decomposition with simulated division for efficiently generating random numbers

研究成果: Article同行評審

5 引文 斯高帕斯(Scopus)

摘要

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.

原文English
頁(從 - 到)1089-1093
頁數5
期刊Computers and Operations Research
21
發行號10
DOIs
出版狀態Published - 1994 十二月

All Science Journal Classification (ASJC) codes

  • 電腦科學(全部)
  • 建模與模擬
  • 管理科學與經營研究

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