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Combined Linear Congruential Generator
A combined linear congruential generator (CLCG) is a pseudo-random number generator algorithm based on combining two or more linear congruential generators (LCG). A traditional LCG has a period which is inadequate for complex system simulation. By combining two or more LCGs, random numbers with a longer period and better statistical properties can be created. The algorithm is defined as: X_i \equiv \left( \sum_^k (-1)^Y_ \right)\pmod where: * m_1 is the " modulus" of the first LCG * Y_ is the ''i''th input from the ''j''th LCG * X_i is the ''i''th generated random integer with: R_i \equiv \begin X_i/m_1 & \text X_i > 0 \\ (m_1-1)/m_1 & \text X_i=0 \end where R_ is a uniformly distributed random number between 0 and 1. Derivation If ''W''''i'',1, ''W''''i'',2, ..., ''W''''i'',k are any independent, discrete, random-variables and one of them is uniformly distributed from 0 to ''m''1 − 2, then ''Z''''i'' is uniformly distributed between 0 and ''m''1& ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pseudorandomness
A pseudorandom sequence of numbers is one that appears to be statistically random, despite having been produced by a completely deterministic and repeatable process. Background The generation of random numbers has many uses, such as for random sampling, Monte Carlo methods, board games, or gambling. In physics, however, most processes, such as gravitational acceleration, are deterministic, meaning that they always produce the same outcome from the same starting point. Some notable exceptions are radioactive decay and quantum measurement, which are both modeled as being truly random processes in the underlying physics. Since these processes are not practical sources of random numbers, people use pseudorandom numbers, which ideally have the unpredictability of a truly random sequence, despite being generated by a deterministic process. In many applications, the deterministic process is a computer algorithm called a pseudorandom number generator, which must first be provided wi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Algorithm
In mathematics and computer science, an algorithm () is a finite sequence of rigorous instructions, typically used to solve a class of specific Computational problem, problems or to perform a computation. Algorithms are used as specifications for performing calculations and data processing. More advanced algorithms can perform automated deductions (referred to as automated reasoning) and use mathematical and logical tests to divert the code execution through various routes (referred to as automated decision-making). Using human characteristics as descriptors of machines in metaphorical ways was already practiced by Alan Turing with terms such as "memory", "search" and "stimulus". In contrast, a Heuristic (computer science), heuristic is an approach to problem solving that may not be fully specified or may not guarantee correct or optimal results, especially in problem domains where there is no well-defined correct or optimal result. As an effective method, an algorithm ca ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Linear Congruential Generator
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: :X_ = \left( a X_n + c \right)\bmod m where X is the sequence of pseudo-random values, and : m,\, 0 |
Periodic Function
A periodic function is a function that repeats its values at regular intervals. For example, the trigonometric functions, which repeat at intervals of 2\pi radians, are periodic functions. Periodic functions are used throughout science to describe oscillations, waves, and other phenomena that exhibit periodicity. Any function that is not periodic is called aperiodic. Definition A function is said to be periodic if, for some nonzero constant , it is the case that :f(x+P) = f(x) for all values of in the domain. A nonzero constant for which this is the case is called a period of the function. If there exists a least positive constant with this property, it is called the fundamental period (also primitive period, basic period, or prime period.) Often, "the" period of a function is used to mean its fundamental period. A function with period will repeat on intervals of length , and these intervals are sometimes also referred to as periods of the function. Geometrically, a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Modulo Operation
In computing, the modulo operation returns the remainder or signed remainder of a division, after one number is divided by another (called the '' modulus'' of the operation). Given two positive numbers and , modulo (often abbreviated as ) is the remainder of the Euclidean division of by , where is the dividend and is the divisor. For example, the expression "5 mod 2" would evaluate to 1, because 5 divided by 2 has a quotient of 2 and a remainder of 1, while "9 mod 3" would evaluate to 0, because 9 divided by 3 has a quotient of 3 and a remainder of 0; there is nothing to subtract from 9 after multiplying 3 times 3. Although typically performed with and both being integers, many computing systems now allow other types of numeric operands. The range of values for an integer modulo operation of is 0 to inclusive ( mod 1 is always 0; is undefined, possibly resulting in a division by zero error in some programming languages). See Modular arithmetic for an older and related c ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Uniform Distribution (continuous)
In probability theory and statistics, the continuous uniform distribution or rectangular distribution is a family of symmetric probability distributions. The distribution describes an experiment where there is an arbitrary outcome that lies between certain bounds. The bounds are defined by the parameters, ''a'' and ''b'', which are the minimum and maximum values. The interval can either be closed (e.g. , b or open (e.g. (a, b)). Therefore, the distribution is often abbreviated ''U'' (''a'', ''b''), where U stands for uniform distribution. The difference between the bounds defines the interval length; all intervals of the same length on the distribution's support are equally probable. It is the maximum entropy probability distribution for a random variable ''X'' under no constraint other than that it is contained in the distribution's support. Definitions Probability density function The probability density function of the continuous uniform distribution is: : f(x)=\begin ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Least Common Multiple
In arithmetic and number theory, the least common multiple, lowest common multiple, or smallest common multiple of two integers ''a'' and ''b'', usually denoted by lcm(''a'', ''b''), is the smallest positive integer that is divisible by both ''a'' and ''b''. Since division of integers by zero is undefined, this definition has meaning only if ''a'' and ''b'' are both different from zero. However, some authors define lcm(''a'',0) as 0 for all ''a'', since 0 is the only common multiple of ''a'' and 0. The lcm is the "lowest common denominator" (lcd) that can be used before fractions can be added, subtracted or compared. The least common multiple of more than two integers ''a'', ''b'', ''c'', . . . , usually denoted by lcm(''a'', ''b'', ''c'', . . .), is also well defined: It is the smallest positive integer that is divisible by each of ''a'', ''b'', ''c'', . . . Overview A multiple of a number is the product of that number and an integer. For example, 10 is a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Greatest Common Divisor
In mathematics, the greatest common divisor (GCD) of two or more integers, which are not all zero, is the largest positive integer that divides each of the integers. For two integers ''x'', ''y'', the greatest common divisor of ''x'' and ''y'' is denoted \gcd (x,y). For example, the GCD of 8 and 12 is 4, that is, \gcd (8, 12) = 4. In the name "greatest common divisor", the adjective "greatest" may be replaced by "highest", and the word "divisor" may be replaced by "factor", so that other names include highest common factor (hcf), etc. Historically, other names for the same concept have included greatest common measure. This notion can be extended to polynomials (see Polynomial greatest common divisor) and other commutative rings (see below). Overview Definition The ''greatest common divisor'' (GCD) of two nonzero integers and is the greatest positive integer such that is a divisor of both and ; that is, there are integers and such that and , and is the largest s ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Linear Congruential Generator
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: :X_ = \left( a X_n + c \right)\bmod m where X is the sequence of pseudo-random values, and : m,\, 0 |
Wichmann–Hill
Wichmann–Hill is a pseudorandom number generator proposed in 1982 by Brian Wichmann and David Hill. It consists of three linear congruential generators with different prime moduli, each of which is used to produce a uniformly distributed number between 0 and 1. These are summed, modulo 1, to produce the result. Summing three generators produces a pseudorandom sequence with cycle exceeding . Specifically, the moduli are 30269, 30307 and 30323, producing periods of 30268, 30306 and 30322. The overall period is the least common multiple of these: 30268×30306×30322/4 = . This has been confirmed by a brute-force search. Implementation The following pseudocode In computer science, pseudocode is a plain language description of the steps in an algorithm or another system. Pseudocode often uses structural conventions of a normal programming language, but is intended for human reading rather than machine re ... is for implementation on machines capable of integer arithmetic up to ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Communications Of The ACM
''Communications of the ACM'' is the monthly journal of the Association for Computing Machinery (ACM). It was established in 1958, with Saul Rosen as its first managing editor. It is sent to all ACM members. Articles are intended for readers with backgrounds in all areas of computer science and information systems. The focus is on the practical implications of advances in information technology and associated management issues; ACM also publishes a variety of more theoretical journals. The magazine straddles the boundary of a science magazine, trade magazine, and a scientific journal. While the content is subject to peer review, the articles published are often summaries of research that may also be published elsewhere. Material published must be accessible and relevant to a broad readership. From 1960 onward, ''CACM'' also published algorithms, expressed in ALGOL. The collection of algorithms later became known as the Collected Algorithms of the ACM. See also * ''Journal of the A ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Operations Research (journal)
''Operations Research'' is a bimonthly peer-reviewed academic journal covering operations research that is published by the Institute for Operations Research and the Management Sciences. It was established in 1952 as the ''Journal of the Operations Research Society of America'' and obtained its current name in 1955. The editor-in-chief iJohn Birge(University of Chicago). Abstracting and indexing The journal is abstracted and indexed by ''Mathematical Reviews'', MathSciNet, Science Citation Index Expanded, Scopus, Social Sciences Citation Index, and ''Zentralblatt MATH''. According to the ''Journal Citation Reports'', the journal has a 2018 impact factor The impact factor (IF) or journal impact factor (JIF) of an academic journal is a scientometric index calculated by Clarivate that reflects the yearly mean number of citations of articles published in the last two years in a given journal, as i ... of 2.604. References External links * Mathematics journals Publications est ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
