2012 | OriginalPaper | Buchkapitel
Numerical Integration Using Sequences Generating Permutations
verfasst von : Sofiya Ivanovska, A. Karaivanova, N. Manev
Erschienen in: Large-Scale Scientific Computing
Verlag: Springer Berlin Heidelberg
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In this paper we propose a new class of pseudo random number generators based on a special linear recursions modulo
m
. These generators produce sequences which are permutations of the elements of a ℤ
m
. These sequences have been developed for other applications but the analysis of their statistical properties and the experiments described in this paper show that they are appropriate for multiple integration. Here we present some results from numerical tests comparing the performance of the two proposed generators with Mersenne Twister.