Full period and spectral test of linear congruential generator and second-order multiple recursive generator
Hui-Chin Tang, Chi-Chi Chen · Journal of Information and Optimization Sciences · 2009
We analyze the periodicity and spectral value of linear congruential generator (LCG) and second-order multiple recursive generator (2MRG). Either LCG or 2MRG has an associated generator that possesses the same periods and spectral values. Based on this equivalence property, computational effort required for the full period LCG and 2MRG with maximum spectral value criterion is reduced by half.