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  2. Lehmer random number generator - Wikipedia

    en.wikipedia.org/wiki/Lehmer_random_number_generator

    The generator computes an odd 128-bit value and returns its upper 64 bits. This generator passes BigCrush from TestU01, but fails the TMFn test from PractRand. That test has been designed to catch exactly the defect of this type of generator: since the modulus is a power of 2, the period of the lowest bit in the output is only 2 62, rather than ...

  3. Linear congruential generator - Wikipedia

    en.wikipedia.org/wiki/Linear_congruential_generator

    If c = 0, the generator is often called a multiplicative congruential generator (MCG), or Lehmer RNG. If c ≠ 0, the method is called a mixed congruential generator. [1]: 4- When c ≠ 0, a mathematician would call the recurrence an affine transformation, not a linear one, but the misnomer is well-established in computer science. [2]: 1

  4. Pseudorandom number generator - Wikipedia

    en.wikipedia.org/wiki/Pseudorandom_number_generator

    A pseudorandom number generator (PRNG), also known as a deterministic random bit generator (DRBG), [1] is an algorithm for generating a sequence of numbers whose properties approximate the properties of sequences of random numbers.

  5. List of random number generators - Wikipedia

    en.wikipedia.org/wiki/List_of_random_number...

    A modification of Lagged-Fibonacci generators. A SWB generator is the basis for the RANLUX generator, [19] widely used e.g. for particle physics simulations. Maximally periodic reciprocals: 1992 R. A. J. Matthews [20] A method with roots in number theory, although never used in practical applications. KISS: 1993 G. Marsaglia [21]

  6. MATLAB - Wikipedia

    en.wikipedia.org/wiki/MATLAB

    MATLAB (an abbreviation of "MATrix LABoratory" [22]) is a proprietary multi-paradigm programming language and numeric computing environment developed by MathWorks.MATLAB allows matrix manipulations, plotting of functions and data, implementation of algorithms, creation of user interfaces, and interfacing with programs written in other languages.

  7. Mersenne Twister - Wikipedia

    en.wikipedia.org/wiki/Mersenne_Twister

    The Mersenne Twister is a general-purpose pseudorandom number generator (PRNG) developed in 1997 by Makoto Matsumoto (松本 眞) and Takuji Nishimura (西村 拓士). [1] [2] Its name derives from the choice of a Mersenne prime as its period length. The Mersenne Twister was designed specifically to rectify most of the flaws found in older PRNGs.

  8. Non-uniform random variate generation - Wikipedia

    en.wikipedia.org/wiki/Non-uniform_random_variate...

    Non-uniform random variate generation or pseudo-random number sampling is the numerical practice of generating pseudo-random numbers (PRN) that follow a given probability distribution. Methods are typically based on the availability of a uniformly distributed PRN generator .

  9. Multiply-with-carry pseudorandom number generator - Wikipedia

    en.wikipedia.org/wiki/Multiply-with-carry...

    A linear congruential generator with base b = 2 32 is implemented as + = (+) , where c is a constant. If a ≡ 1 (mod 4) and c is odd, the resulting base-2 32 congruential sequence will have period 2 32.