Version 1.0.

Initial upload of the Linear Congruential Generator for Uniform random numbers.

Author: hjstobart

linearcongruential.m

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+%% Linear Congruential Generator for Uniform Random Deviates
+
+clear all
+close all
+
+% Parameters
+a = 1597 ;
+b = 51749 ;
+M = 244944 ;
+N0 = 40243 ; % Seed number
+
+ndeviates = 1000 ; % Number of deviates required
+
+% Algorithm
+A = zeros([1,ndeviates]) ; % Initialise zeros matrix for number of deviates
+A(1) = mod(a*N0 + b , M) ; % Start at the beginning
+for i = 2:ndeviates
+    A(i+1) = mod(a*A(i) + b , M) ;
+end
+
+U = A ./ M ; % Transform our numbers into standard uniform deviates
+
+X = U(1:ndeviates-1) ; % This will be the U(i) plane
+Y = U(2:ndeviates) ; % This will be the U(i+1) plane
+
+% Plot the figure to see how they lie
+% They could fall onto parallel lines:
+% e.g. When a = 1229; b=1; M = 2048
+% Or they could fall (relatively) well distributed:
+% e.g. When a = 1597; b = 51749; M = 244944
+figure(1)
+plot(X,Y,'r.')