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Multiplicative Linear Congruential Generators

One of the simplest, most widely used, and oldest (D.H. Lehmer, 1948) random number generators is the (multiplicative) linear congruential generator (MLCG or LCG). The generator is specified by integer constants A, C and M, and produces a sequence of random integers via

 

For real numbers in [0,1) can just use , so M should be large (near for 32-bit real numbers).

A, C and M must be carefully chosen in order to produce sequences that are random and have a long period. M is the maximum period for this type of generator, but it can be much less.



Paul Coddington, Northeast Parallel Architectures Center at Syracuse University, paulc@npac.syr.edu