High Performance Computing 1
What is a random number generator?
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Most random number generators generate a
sequence of integers by a recurrence (linear
congruent generator):
•
x
0
= given
•
x
n+1
= P
1
x
n
+ P
2
(mod N) n=0,1,2,...
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•
divide by N to get a number in [0,1]
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