A partial exhaustive search for good two-term third-order multiple recursive random number generators. (English) Zbl 1241.65010
Summary: This paper considers the problem of searching for a vector of multipliers in a two-term third-order multiple recursive generator (3MRG) with the objective of maximizing the spectral test performance. On computers with double precision fl oating point, the maximum spectral value can serve as an initial threshold one. The spectral value found by this paper is superior to the best spectral value previously published for the full period 3MRG.
MSC:
| 65C10 | Random number generation in numerical analysis |
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