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Schrage's Algorithm

An algorithm for multiplying two 32-bit integers modulo a 32-bit constant without using any intermediates larger than 32 bits. It is also useful in certain types of Random Number generators.


References

Bratley, P.; Fox, B. L.; and Schrage, E. L. A Guide to Simulation, 2nd ed. New York: Springer-Verlag, 1996.

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. ``Random Numbers.'' Ch. 7 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, p. 269, 1992.

Schrage, L. ``A More Portable Fortran Random Number Generator.'' ACM Trans. Math. Software 5, 132-138, 1979.




© 1996-9 Eric W. Weisstein
1999-05-26