A new heuristic for second-order multiple recursive random number generator
Ching-Jing Kung, Hui-Chin Tang · Journal of Information and Optimization Sciences · 2005
This paper considers the problem of designing sets of multipliers in a full period multiple recursive generator (MRG) with the objective of maximizing the spectral value. We propose a new heuristic that is based on the principles of forward and backward, random and best-improving. An application to the second-order MRG is presented. It is shown that the spectral value found by proposed method is better than published ones. Such secondorder MRG also passes a comprehensive battery of empirical statistical tests and is therefore recommended.