Generator 12 : mrg | Random number generator tested: |
mrg |
Minimum value: | 0 | Maximum value: | 2147483646 | Family: | Multiple recursive generator |
Random number generator algorithms: | |
This is a fifth-order multiple recursive generator. The sequence is, xn = (a1 xn-1 + a5 xn-5) mod m with a1 = 107374182, a2 = a3 = a4 = 0, a5 = 104480 and m = 231-1. The first five values are initialized with xn = sn MOD m for n = 1..5, where sn = (69069 * sn-1) mod 232, and s0 = s is the user-supplied seed. NOTE: According to the paper the seeds must lie in the range [0,231 - 2] with at least one non-zero value -- our seeding procedure satisfies these constraints. The generator uses 6 iterations of the generator to "warm up" the internal state.The period of this generator is about 2155. From: P. L'Ecuyer, F. Blouin, and R. Coutre, "A search for good multiple recursive random number generators", ACM Transactions on Modeling and Computer Simulation 3, 87-98 (1993). |