Generator 2 : cmrg | Random number generator tested: |
cmrg |
Minimum value: | 0 | Maximum value: | 2147483646 | Family: | Combined Multiple recursive generator |
Random number generator algorithms: |
This is a combined multiple recursive generator by L'Ecuyer. Its sequence is, zn = (xn - yn) mod m1 where the two underlying generators xn and yn are, xn = (a1 xn-1 + a2 xn-2 + a3 xn-3) mod m1 yn = (b1 yn-1 + b2 yn-2 + b3 yn-3) mod m2 with coefficients a1 = 0, a2 = 63308, a3 = -183326, b1 = 86098, b2 = 0, b3 = -539608, and moduli m1 = 231 - 1 = 2147483647 and m2 = 231 - 2000169 = 2145483479. The generator is initialized with x1 = s1 mod m1, x2 = s2 mod m1, x3 = s3 mod m1 y1 = s4 mod m2, y2 = s5 mod m2, y3 = s6 mod m2 where sn = (69069 * sn-1) mod 232 and s0 = s is the user-supplied seed. NOTE: According to the paper the initial values for xn must lie in the range 0 <= xn <= (m1 - 1) and the initial values for yn must lie in the range 0 <= yn <= (m2 - 1), with at least one non-zero value -- our seeding procedure satisfies these constraints. The period of this generator is 2205 (about 1061). It uses 6 words of state per generator. For more information see, P. L'Ecuyer, "Combined Multiple Recursive Random Number Generators," Operations Research, 44, 5 (1996), 816--822. |