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Multivariate Congruential Methods

In: Computing Science and Statistics

Author

Listed:
  • Lih-Yuan Deng

    (Memphis State University, Department of Mathematical Sciences)

  • Yu-Chao Chu

    (Memphis State University, Department of Mathematical Sciences)

  • Vickey Chiu-Chin Lin

    (Memphis State University, Department of Mathematical Sciences)

Abstract

The multivariate congruential method to generate a k-dimensional uniform pseudo-random vectors sequence has been considered recently by Grothe (1987), Nieder-reiter(l986) and Deng (1989,1990b). In this paper, we proposed an efficient method of finding matrix multipliers with the maximum period. Several generators with extremely long cycle are presented. Extensive empirical study shows the excellent performance of the new generators.

Suggested Citation

  • Lih-Yuan Deng & Yu-Chao Chu & Vickey Chiu-Chin Lin, 1992. "Multivariate Congruential Methods," Springer Books, in: Connie Page & Raoul LePage (ed.), Computing Science and Statistics, pages 323-327, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4612-2856-1_46
    DOI: 10.1007/978-1-4612-2856-1_46
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