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Article #562

Re: bug in fortran RNG

#562
From: M. Donald Frederick
Date: Tue, 10 Nov 1992 18:28
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In article <1992Nov6.172324.23826@infodev.cam.ac.uk>, nmm1@cus.cam.ac.uk (Nick Maclaren) writes:
|> 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

The NR authors have issued improved RNGs in the 2nd edition of their book.
The same algorithms are discussed in their column in the Sep/Oct issue of
"Computers in Physics".

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        Donald Frederick       |      Office of Academic Computing
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From: frederik@pollux.acs.uci.edu (M. Donald Frederick)
Newsgroups: sci.math.stat
Subject: Re: bug in fortran RNG
Message-ID: <2AFFFF33.13083@news.service.uci.edu>
Date: 10 Nov 92 18:28:03 GMT
Article-I.D.: news.2AFFFF33.13083
References: <1992Nov5.205359.29733@cbfsb.cb.att.com> <1992Nov6.172324.23826@infodev.cam.ac.uk>
Reply-To: frederik@pollux.acs.uci.edu (M. Donald Frederick)
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