Numerical Experiments with the Spectral Test,
STANFORD UNIV CALIF DEPT OF COMPUTER SCIENCE
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Following Marsaglia and Dieter, the spectral test for linear congruential random number generators is developed from the grid or lattice point model rather than the Fourier transform model. Several modifications to the published algorithms were tried. One of these refinements, which uses results from lesser dimensions to compute higher dimensional ones, was found to decrease the computation time substantially. A change in the definition of the spectral test is proposed in the section entitled A Question of Independence.
- Theoretical Mathematics