Re: bug in fortran RNG

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Article #531

#531

From: Nick Maclaren
Date: Fri, 06 Nov 1992 17:23

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In article <1992Nov5.205359.29733@cbfsb.cb.att.com>, rizzo@cbnewsf.cb.att.com (anthony.r.rizzo) writes:
|> Some time ago, during a discussion of random number generators,
|> at least one individual mentioned that the RNG in "Numerical Recipes,"
|> perhaps the fortran version, had a bug in it.  Does anyone recall
|> what that bug was and how to correct it?  Does anyone recall
|> which of the various RNGs in "Numerical Recipes" has the bug?
|> Thanks!

I might have been the person, but I didn't say that there was a bug in any of
the basic generators in Numerical Recipes.  I said that most of them were
ghastly, and fail several of the standard tests very badly.  The only one
that is any good is the DES-based one, and I suggest using more efficient
code (such as Eric Young's).  Alternatively, use a reliable traditional
generator, such as Wichmann and Hill's.


Nick Maclaren
University of Cambridge Computer Laboratory,
New Museums Site, Pembroke Street,
Cambridge CB2 3QG, England.
Email:  nmm1@cus.cam.ac.uk
Tel.:   +44 223 334761
Fax:    +44 223 334679

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From: nmm1@cus.cam.ac.uk (Nick Maclaren)
Subject: Re: bug in fortran RNG
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