Linear congruential generator: Difference between revisions
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The Lehmer algorithm can be written as | The '''inear congruential generator''' was developed by D. H. Lehmer (Ref. 1) and is sometimes known as the Lehmer algorithm. It can be written as | ||
:<math>y_{n+1}\equiv ay_n + b~~(\mod m),</math> | :<math>y_{n+1}\equiv ay_n + b~~(\mod m),</math> | ||
| Line 6: | Line 6: | ||
the algorithm, <math>y_0</math>. | the algorithm, <math>y_0</math>. | ||
See | ==See also== | ||
*[[Prime modulus multiplicative linear congruential generator]] | |||
==References== | ==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) | #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) | ||
[[Category: Random numbers]] | [[Category: Random numbers]] | ||
Revision as of 15:13, 12 February 2008
The inear congruential generator was developed by D. H. Lehmer (Ref. 1) and is sometimes known as the Lehmer algorithm. It can be written as
where the user chooses , , , and a seed value to initiate the algorithm, .
See also
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)