Good multipliers for congruential pseudorandom number generators

arxiv.org

19 pointsluu3 comments

I am under the impression that George Marsaglia‘s work showed that there are no good values for this class of PRNGs. That is why he devised so many other classes of PRNGs.

Quoting the start of the paper:

> While MCGs and LCGs have some known defects, they can be used in combination with other pseudorandom number generators (PRNGs) or passed through some output function that might lessen such defects. Due to their speed and simplicity, as well as a substantial accrued body of mathematical analysis, they have been for a long time the PRNGs of choice in programming languages.

EDIT: And going further, they call out Marsaglia's work in particular, it seems.

In particular Marsaglia's KISS generator combines LCGs with other generators. https://en.m.wikipedia.org/wiki/KISS_(algorithm)

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