Decomposition with simulated division for efficiently generated random numbers

Decomposition with simulated division for efficiently generated random numbers

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Article ID: iaor1995680
Country: United Kingdom
Volume: 21
Issue: 10
Start Page Number: 1089
End Page Number: 1093
Publication Date: Dec 1994
Journal: Computers and Operations Research
Authors:
Keywords: random number generators
Abstract:

Most portable implementations of the prime modulus multiplicative congruential random number (RN) generator have restrictions on the multiplier. The decomposition method which decomposes a multiplier into equ1, where b is the size of the computer word, on the other hand, is applicable to all multipliers. With the special structure of the decomposition, the technique of simulated division is considered in this paper to facilitate the computation for RN generators with modulus equ2. Some empirical speed comparisons reveal that the reduction in the execution time is around 1/4 to 1/3 for various computers.

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