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Article #1256

Random #s (was Re: ARexx psuedo-random number generator)

#1256
From: Jeff Martens
Date: Wed, 13 Sep 1989 09:56
26 lines
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In article <1989Sep13.032352.10321@agate.berkeley.edu> mwm@eris.berkeley.edu (Mike (I'll think of something yet) Meyer) writes:

:As a general rule, serious applications should never use the random
:number generator provided with a language. You should either use one
:from a "known-good" library (i.e. - IMSL, if there's a random number
:generator in it), or roll your own. Rolling your own can be done in an
:afternoon, including chasing down and reading the references.  Knuth's
:"The Art of Computer Programming" vol.  2 - "Seminumerical Algorithms"
:- is the canonical reference, and has lots of theory plus various
:algorithms for testing random-number generators. R. G. Dromey's "How
:to Solve It By Computer" (part of the Prentice-Hall International
:Series in CS, edited by C.A.R. Hoare) extracts the important part for
:the do-it-yourselfer into a few pages that describe the best algorithm
:from Knuth, what the parameters are, and how to choose them.

Another good (and easy to find) reference for random number generation
is Park and Miller, "Random Number Generators:  Good Ones are Hard to
Find," CACM, 10/88.

Also, most simulation texts discuss random number generation in one
fashion or another, but a lot of them settle on truly horrible
generators.
-=-
-- Jeff (martens@cis.ohio-state.edu)

Ever seen a sparrow stall?
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From: martens@ketch.cis.ohio-state.edu (Jeff Martens)
Newsgroups: comp.sys.amiga.tech
Subject: Random #s (was Re: ARexx psuedo-random number generator)
Keywords: ARexx Random Number Generator
Message-ID: <60483@tut.cis.ohio-state.edu>
Date: 13 Sep 89 09:56:45 GMT
References: <19504@unix.cis.pitt.edu> <1989Sep13.032352.10321@agate.berkeley.edu>
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