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Manuscript Title: Pseudorandom number generators for personal computers II.
Authors: K.G. Hamilton
Program title: RANTAUMAR2
Catalogue identifier: ACLW_v2_0
Distribution format: gz
Journal reference: Comput. Phys. Commun. 78(1993)172
Programming language: Assembler, Fortran.
Computer: IBM PC.
Operating system: MSDOS.
RAM: 1K words
Word size: 16
Keywords: General purpose, Statistical methods, Random number generators, Monte Carlo, Tausworthe, Lagged-Fibonacci.
Classification: 4.13.

Other versions:
Cat Id Title Reference
AAXI_v1_0 TRCG CPC 47(1987)129
ABTL_v1_0 ACARRYPC CPC 60(1990)345

Nature of problem:
Any Monte Carlo or other calculation requiring a uniform pseudorandom number generator.

Solution method:
Pseduorandom numbers belonging to a uniform distribution are calculated using both the Tausworthe and lagged Fibonacci method.

Unusual features:
Conditional assembly directives were used to allow the programmer to select which calling sequence is used, thus making the source files useable with a variety of compilers.

Running time:
Between 0.6 and 1.8 microseconds per pseudorandom number, depending on version of the routine, using a 66 MHz i486 CPU.

References:
[1] Kenneth G. Hamilton, Comput. Phys. Commun. 75 (1993) 105-117
[2] Ting-Wai Chiu and Tian-Shin Guu, Comput. Phys. Commun. 47 (1987) 129-137
[3] George Marsaglia, B. Narasimhan and Arif Zaman, Comput. Phys. Commun. 60 (1990) 345-349
[4] Microsoft Corporation, "Microsoft Macro Assembler Programmer's Guide, Version 6.0," Document No. LN065560291, 1991.