Linear congruential generator

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The linear congruential generator for producing random numbers was developed by D. H. Lehmer ^[1] and is sometimes known as the Lehmer algorithm. It can be written as

y_{n+1}\equiv ay_{n}+b\qquad ({\mathrm {mod} }~m),

where the user chooses $a$ , $b$ , $m$ , and a seed value to initiate the algorithm, $y_{0}$ .

References

↑ D. H. Lehmer, "Mathematical methods in large-scale computing units", Proceedings of the 2nd Symposium on Large-Scale Digital Calculating Machinery, vol XXVI pp. 141-146 The Annals of the Computational Laboratory of Harvard University, Harvard University Press (1951)

External links

Linear congruential generator page, hosted by pLab.

[1] D. H. Lehmer, "Mathematical methods in large-scale computing units", Proceedings of the 2nd Symposium on Large-Scale Digital Calculating Machinery, vol XXVI pp. 141-146 The Annals of the Computational Laboratory of Harvard University, Harvard University Press (1951)

[1]

Linear congruential generator

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Linear congruential generator

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