Math 2.0

Numerical analysis Monte Carlo and quasi-Monte Carlo methods Concept

Linear congruential generator

Summary

A linear congruential generator is a pseudorandom number generator whose state is an integer modulo mm, updated by an affine map x↦(ax+c) mod mx \mapsto (ax + c) \bmod m. It is one of the oldest and simplest generators, and its period and lattice structure can be analysed completely with elementary number theory. Its weaknesses, such as short periods of the low-order bits and points lying on few hyperplanes, made it a classic lesson in generator design.

Further reading

  1. Web https://en.wikipedia.org/wiki/Linear_congruential_generator
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Kindconcept
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MSC65C10, 11K45
SpecializesPseudorandom number generator
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