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6.1.3 Basic NAG Generator

The NAG basic generator is a linear congruential generator (LCG) and, like all LCGs, has the form: x(i) = a1 * x(i-1) mod m1, u(i) = x(i) / m1, where the u(i), i=1,2,... form the required sequence.

The NAG basic generator takes a1 = 13^(13) and m1 = 2^(59), which gives a period of approximately 2^(57). This generator has been part of the NAG numerical library [9] since Mark 6 and as such has been widely used. It suffers from no known problems, other than those due to the lattice structure inherent in all LCGs, and, even though the period is relatively short compared to many of the newer generators, it is sufficiently large for many practical problems.