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Manuscript Title: A review of pseudorandom number generators. | ||

Authors: F. James | ||

Program title: PSEUDORAN | ||

Catalogue identifier: ABTK_v1_0Distribution format: gz | ||

Journal reference: Comput. Phys. Commun. 60(1990)329 | ||

Programming language: Fortran. | ||

Computer: APOLLO 3500. | ||

Operating system: SR10 UNIX, UNICOS, VM/CMS/XA, VMS. | ||

Keywords: General purpose, Statistical methods, Random numbers, Pseudorandom, Uniform distribution, Long period, Independent subsequences. | ||

Classification: 4.13. | ||

Revision history: | ||

Type | Tit
le | Reference |

correction | 000ACORRECTION 12/11/91 | See below |

Nature of problem:Any Monte Carlo calculation requiring uniform pseudorandom numbers. | ||

Solution method:Three different methods are proposed, each of which gives independent pseudorandom number sequences with very good properties. | ||

Restrictions:The generators proposed here all produce 32-bit floating-point numbers uniform between zero and one. The simplest generator proposed has a period of about 10**18 which could conceivably be too short for some exceptional calculations, but the others have much longer periods. | ||

Unusual features:These generators are completely portable (both the code and the numbers produced), and are suitable for parallel and vector processing as well as traditional applications. | ||

Running time:The speed of these generators is comparable to, and in some cases faster, than traditional hand-coded generators. Timings are given in the body of the article. They could of course be speeded up further at the cost of making them non-portable. | ||

CORRECTION SUMMARY | ||

Manuscript Title: A review of pseudorandom number generators. (C.P.C. 60(1990)329)). | ||

Authors: F. James | ||

Program title: 000ACORRECTION 12/11/91 | ||

Catalogue identifier: ABTK_v1_0Distribution format: gz | ||

Journal reference: Comput. Phys. Commun. 69(1992)486 | ||

Classification: 4.13. |

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