SOME POPULAR PRN GENERATORS

Numbers uniformly distributed in [0,1]

Multiplicative Linear Congruential

(suggested by Lehmer 1951)

xi º mod [(a xi-1 + c), m]

x0= initial seed a,c,xi are integers in [0,m-1]

m = 2t ; t º # bits for integer representation

maximal period m

e. g.: m =24, a = 3, c = 1, x0= 2

2, 7, 6, 3, 10, 15, 14, 11, 2, 7,¼ period =8

IBM generator RANDU in 60's and 70's: a = 65539, c = 0,

m =229 not recommended by today's standards