Document Type

Article

Publication Date

6-1-1998

Department

Computing

School

Computing Sciences and Computer Engineering

Abstract

Linear congruential generators (LCGs) remain the most popular method of pseudorandom number generation on digital computers. Ease of implementation has favored implementing LCGs with power-of-two moduli. However, prime modulus LCGs are superior in quality to power-of-two modulus LCGs, and the use of a Mersenne prime minimizes the computational cost of generation. When implemented for parallel computation, quality becomes an even more compelling issue. We use a full-period exponential sum as the measure of stream independence and present a method for producing provably independent streams of LCGs in parallel by utilizing an explicit parameterization of all of the primitive elements module a given prime. The minimization of this measure of independence further motivates an algorithm required in the explicit parameterization. We describe and analyze this algorithm and describe its use in a parallel LCG package. (C) 1998 Elsevier Science B.V. All rights reserved.

Comments

© 1998. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/

Publication Title

Parallel Computing

Volume

24

Issue

41035

First Page

923

Last Page

936

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