There is a technique for implementing a multiplicative linear congruential random number generator

x[n+1] = ( a * x[n] ) mod m (eq. 1)

in 32 bit integers that eliminates the potential for overflow in the intermediate product (a * x[n]), known as Schrage's method, and popularized in Numerical Recipes in C

********************************* Schrage�s algorithm is based on an approximate factorization of m,

m = aq + r, i.e., q = [m/a], r = m mod a (7.1.4)

with square brackets denoting integer part. If r is small, specifically

r < q, and 0 < z < m - 1,

it can be shown that both a(z mod q) and r[z/q]lie in the range

0,...,m - 1, and that

az mod m = a(z mod q) - r[z/q] if it is = 0, (7.1.5) a(z mod q) - r[z/q] + m otherwise ********************************

Applying Schrage to the LCG, in C code, Numerical Recipes achieves

x = a * (x - (x / q) q) - r (x / q) (eq. 2)

by substituting the modulo arithmetic equivalence

x mod q = x - q[x/q]

into a preceding step, which is

x = a * (x % q) - r * (x / q) (eq. 3)

which you get by applying Numerical Recipe's (7.1.5) to the LCG (eq. 1)

So, why keep going past (eq. 3) ??

Doing so replaces the mod operator in (eq. 3) with a subtraction, a multiplication, and a division, in (eq. 2).

Is mod that expensive??

Which expression is faster in Java? Note that this code can be iterated up to near 10^18 repetitions, with a combined pair of certain such LCGs, so every cycle counts bigtime.

Thanks!! Paul

Paul Fenerty
Greenhorn

Joined: May 06, 2005
Posts: 23

posted

0

They also replace (x/q), which appears twice in (eq. 2) with another variable, and so there is a savings there, evaluating (x/q) only the once per iteration, in a separate expression.

Javaworld claims:

"divide remains the slow operation on most if not all architectures."

If that question was bothering me, as a first step I would write some test code and then use the javap tool to look at the bytecodes written by the compiler. Bill

Don't know how typical this is among JVMs, but irem here is busier than the other two.

Taking some data on a P3, three samples of 2 x 10^10 iterations across each of the three versions of Schrage's version of Lehmer's mLCG come in as follows, and confirm that the modulo expression is the slowest approach:

**************

x = a * (x - (x / q) * q) - r * (x / q); // (eq. 2) 8m 44s

**************

int k = x / q; x = a * (x - k * q) - r * k; // (eq. 2b) 8m 43s

**************

x = a * (x % q) - r * (x / q); // (eq. 3) 9m 50s

... so looks like they got it right in Numerical Recipes.