Abstract

We discuss the lattice structure of congruential random number generators and examine figures of merit. Distribution properties of lattice measures in various dimensions are demonstrated by using large numerical data. Systematic search methods are introduced to diagnose multiplier areas exhibiting good, bad and worst lattice structures. We present two formulae to express multipliers producing worst and bad laice points. The conventional criterion of normalised lattice rule is also questioned and it is shown that this measure used with a fixed threshold is not suitable for an effective discrimination of lattice structures. Usage of percentiles represents different dimensions in a fair fashion and provides consistency for different figures of merits.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.