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Combined Linear Congruential Generators

Simple LCGs obtain the new random number solely from the previous number in the sequence. One might expect that correlations would be reduced by combining more than one previous value.

Empirically it has been shown that all the drawbacks of LCGs can be overcome by combining two LCGs.

Again, the parameters must be chosen carefully. A good choice is

= 40014, = 0, = 2147483563

= 40692, = 0, = 2147483399



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