Statistische Hefte

, Volume 28, Issue 1, pp 233–238 | Cite as

Matrix generators for pseudo-random vector generation

  • Holger Grothe


In this paper a method for the direct generation of pseudo-random vectors is considered. Thereby the n-th pseudo-random vector is recursively generated from the (n−1)-th pseudo-random vector by multiplication with a matrix. The period lengths of this generator type are examined and characterized. Furthermore it is shown that some popular pseudo-random number generators can be regarded as special cases of this method.


Matrix Generator Period Length Initial Vector Primitive Polynomial Congruential Generator 
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Copyright information

© Springer-Verlag 1987

Authors and Affiliations

  • Holger Grothe
    • 1
  1. 1.Fachbereich MathematikTechnische Hochschule DarmstadtDarmstadt

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