Invalid state for an shr3cong generator

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matlab1
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Invalid state for an shr3cong generator

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Invalid state for an shr3cong generator
matlab1
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Posts: 4797
Joined: Thu Dec 15, 2016 9:30 am
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Re: Invalid state for an shr3cong generator

Post by matlab1 »

shr3cong

Shift-register generator summed with linear congruential generator





shr3cong
Marsaglia's SHR3 shift-register generator summed with a linear congruential generator with multiplier a=69069, addend b=1234567, and modulus 2
−32
. SHR3 is a 3-shift-register generator defined as u=u(I+L
13
)(I+R
17
)(I+L
5
), where I is the identity operator, L is the left shift operator, and R is the right shift operator. The combined generator (the SHR3 part is described in [7]) has a period of approximately 2
64
. This generator does not support multiple streams or substreams. Each U(0,1) value is created using one 32-bit integer from the generator; the possible values are all multiples of 2
−32
strictly within the interval (0, 1). The randn algorithm used by default for shr3cong streams is the earlier form of the ziggurat algorithm [9], but with the shr3cong generator underneath. This generator is identical to the one used by the randn function beginning in MATLAB Version 5, activated using randn('state',s).


https://www.mathworks.com/help/matlab/math/creating-and-controlling-a-random-number-stream.html
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