Science Fair Project Encyclopedia
RANDU
RANDU is an infamous linear congruential pseudorandom number generator which has been used since the 1960s. It is defined by the recurrence:
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).
09-23-2007 01:00:40
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The contents of this article is licensed from www.wikipedia.org under the GNU Free Documentation License. Click here to see the transparent copy and copyright details