Searching for good multiple recursive random number generators via a genetic algorithm

Hui Chin Tang, Chiang Kao

研究成果: Article同行評審

5 引文 斯高帕斯(Scopus)

摘要

In designing ideal multiple recursive random number (RN) generators (MRGs), the best set of multipliers, in terms of the lattice structure of the RNs produced, is sought. As the order of the MRG increases, the number of possible sets of multipliers to be examined grows exponentially. This paper proposes a genetic algorithm for designing good MRGs. The set of multipliers associated with the MRG is encoded as a binary string. Via the operations of reproduction, crossover, and mutation, new sets of multipliers are generated. The spectral values of the MRGs are calculated to guide the search process. As an illustration, the proposed algorithm is employed to find good sets of multipliers for MRGs of orders three and four. The results are better than those derived from other studies. To conclude, this paper not only finds better MRGs of orders three and four, but also develops an algorithm for designing MRGs of higher orders.

原文English
頁(從 - 到)284-290
頁數7
期刊INFORMS Journal on Computing
16
發行號3
DOIs
出版狀態Published - 2004

All Science Journal Classification (ASJC) codes

  • 軟體
  • 資訊系統
  • 電腦科學應用
  • 管理科學與經營研究

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