Combined Linear
Congruential Generator
2016/3/25
contents
AlgorithmIntroduction
Randomnumbercorrelationgraph
TestsforRandomness
part1AlgorithmIntroduction
ACombinedLinearCongruential
Generator(CLCG)isapseudo-random
numbergeneratoralgorithmbasedon
combiningtwoormorelinearcongruential
generators(LCG).
Thealgorithmisdefinedas
：
Kj=mod(ak*Kj-1,mK)
Lj=mod(al*Lj-1,mL)
Ij=mod(Kj-Lj,m)
where,
m,mK,mL--the“modulus”oftheeachLCG
ak,al----themultiplierofLCG
With:Ri=Xi/m
WhereRiisauniformlydistributedrandom
numberbetween0and1.
LCGsareusedwiththefollowingproperties:
m=214748264;ak=40014;
mK=2147483563;al=40692;
mL=2147483399;c1=c2=0;
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