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The following archive was created by hippie-mail 7.98617-22 on Sat Apr 10 1999 - 01:18:25
Jim Gillogly (jim@acm.org)
Mon, 01 Feb 1999 15:21:21 -0800
Someone asked:
> How can I select the optimal parameters for a linear congruential
> generator?
> I'm almost certain that this is in Kunth's _Seminumerical Algorithms_
> among
> other places, but is there any way I could find this on the Internet?
Knuth vol. 2 is indeed a good place to look, especially for background
on how to check that you've found a good one. I assume you're not
looking for a crypto-strength pseudo-random stream, since you specified
LCG. If you're looking for good general-purpose generators for Monte
Carlo searches or some other stochastic process, George Marsaglia's
the current expert. Try Deja News with the search string "marsaglia
and end", which will turn up his 20 Jan 1999 article "Random numbers
for C: The END?". He gives 11 macro-level PRNG's, some of which pass
his stringent test suite "Diehard" by themselves; he suggests combining
them to good effect. His CONG definition is a LCG.
A Coppersmith construction presented at Crypto some years ago might
allow you to use some of these cryptographically; it had to do with
using bits from one generator to select bits from another to use in
the final stream.
-- Jim Gillogly Highday, 11 Solmath S.R. 1999, 23:12 12.19.5.16.6, 13 Cimi 19 Muan, Second Lord of Night
The following archive was created by hippie-mail 7.98617-22 on Sat Apr 10 1999 - 01:18:25