A new heuristic for second-order multiple recursive random number generator

This paper considers the problem of designing sets of multipliers in a full period multiple recursive generator (MRG) with the objective of maximizing the spectral value. We propose a new heuristic that is based on the principles of forward and backward, random and best-improving. An application to...

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Bibliographic Details
Published inJournal of information & optimization sciences Vol. 26; no. 1; pp. 63 - 70
Main Authors Kung, Ching-Jing, Tang, Hui-Chin
Format Journal Article
LanguageEnglish
Published Delhi Taylor & Francis Group 01.01.2005
Taru Publications
Subjects
Algorithms
Heuristic
Multiple recursive generator
Operations research
random number
spectral test
Studies
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Summary:This paper considers the problem of designing sets of multipliers in a full period multiple recursive generator (MRG) with the objective of maximizing the spectral value. We propose a new heuristic that is based on the principles of forward and backward, random and best-improving. An application to the second-order MRG is presented. It is shown that the spectral value found by proposed method is better than published ones. Such secondorder MRG also passes a comprehensive battery of empirical statistical tests and is therefore recommended.
ISSN:0252-2667
2169-0103
DOI:10.1080/02522667.2005.10699634