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3.1.1 Linear Congruential Generators
where is some (odd) multiplicative factor,
is the largest integer (hardware-dependent, e.g.
), and is relatively prime with respect to .
To obtain random numbers
of type real, equidistributed over the interval
, divide by .
Library or internal routines RAND, RND, RAN etc.
To minimize serial correlations:
Franz J. Vesely Oct 2005
See also: "Computational Physics - An Introduction," Kluwer-Plenum 2001