Linear congruential generator: Difference between revisions

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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
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 \qquad({\mathrm {mod}} ~m),</math>


where the user chooses <math>a</math>, <math>b</math>, <math>m</math>, and a seed value to initiate
where the user chooses <math>a</math>, <math>b</math>, <math>m</math>, and a seed value to initiate

Revision as of 15:15, 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

  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)