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Concept
Linear congruential generator
Summary
A linear congruential generator (LCG) is an algorithm that yields a sequence of pseudo-randomized numbers calculated with a discontinuous piecewise linear equation. The method represents one of the oldest and best-known pseudorandom number generator algorithms. The theory behind them is relatively easy to understand, and they are easily implemented and fast, especially on computer hardware which can provide modular arithmetic by storage-bit truncation.
The generator is defined by the recurrence relation:
where is the sequence of pseudo-random values, and
— the "modulus"
— the "multiplier"
— the "increment"
— the "seed" or "start value"
are integer constants that specify the 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.
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.
The Lehmer generator was published in 1951 and the Linear congruential generator was published in 1958 by W. E. Thomson and A. Rotenberg.
A benefit of LCGs is that an appropriate choice of parameters results in a period which is both known and long. Although not the only criterion, too short a period is a fatal flaw in a pseudorandom number generator.
While LCGs are capable of producing pseudorandom numbers which can pass formal tests for randomness, the quality of the output is extremely sensitive to the choice of the parameters m and a. For example, a = 1 and c = 1 produces a simple modulo-m counter, which has a long period, but is obviously non-random.
Historically, poor choices for a have led to ineffective implementations of LCGs. A particularly illustrative example of this is RANDU, which was widely used in the early 1970s and led to many results which are currently being questioned because of the use of this poor LCG.
There are three common families of parameter choice:
Lehmer random number generator
This is the original Lehmer RNG construction.
Official source
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