Article ID: | iaor19961068 |
Country: | Netherlands |
Volume: | 63 |
Issue: | 1 |
Start Page Number: | 76 |
End Page Number: | 85 |
Publication Date: | Nov 1992 |
Journal: | European Journal of Operational Research |
Authors: | Kleijnen Jack P.C., Annink Ben |
Keywords: | random number generators |
When the cycle of a multiplicative congruential generator with a modulus that is a power of two is split into two parts, then the pseudorandom numbers across parts turn out to lie on only two parallel lines. These ‘long range’ correlations have consequences for computers with a traditional or a new architecture. For vector computers, simple alternative computer implementations are presented. These implementations are faster than the standard subroutines available on a specific vector computer, namely the CYBER 205.