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RANDU is a linear congruential pseudorandom number generator (LCG) of the Park–Miller type, which was used primarily in the 1960s and 1970s. It is defined by the recurrence:
with the initial seed number, as an odd number. It generates pseudorandom integers which are uniformly distributed in the interval [1, 231 − 1], but in practical applications are often mapped into pseudorandom rationals in the interval (0, 1), by the formula:
IBM's RANDU is widely considered to be one of the most ill-conceived random number generators ever designed, and was described as "truly horrible" by Donald Knuth. It fails the spectral test badly for dimensions greater than 2 as will be seen below.
The reason for choosing these particular values for the multiplier and modulus had been that with a 32-bit-integer word size, the arithmetic of mod 231 and calculations could be done quickly, using bitwise operators in hardware, but the values were chosen for computational convenience, not statistical quality.