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RANDU

RANDU is an infamous linear congruential pseudorandom number generator which has been used since the 1960s. It is defined by the recurrence:

V_{j+1} \equiv (65539 V_j) \mod 2^{31}

with V0 odd.

It is widely considered to be one of the most ill-conceived random number generators designed. Notably, it does not have a full period , due to the poor choices of modulus and multiplier; it also fails the spectral test badly for dimensions greater than 2.

...its very name RANDU is enough to bring dismay into the eyes and stomachs of many computer scientists! —Donald Knuth

References

  • Donald E. Knuth, The Art of Computer Programming, Volume 2: Seminumerical Algorithms, 3rd edition (Addison-Wesley, Boston, 1998).
01-04-2007 01:16:19
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