RANDU is an infamous linear congruential pseudorandom number generator which has been used since the 1960s. It is defined by the recurrence:
with odd.
It is widely considered to be one of the most ill-conceived random number generators designed. Notably, it does not have a full period , due to the poor choices of modulus and multiplier; it also fails the spectral test badly for dimensions greater than 2.
- ...its very name RANDU is enough to bring dismay into the eyes and stomachs of many computer scientists! -- Donald Knuth
References
- Donald E. Knuth, The Art of Computer Programming, Volume 2: Seminumerical Algorithms, 3rd edition (Addison-Wesley, Boston, 1998).
Pseudorandom number generators
