Article View: sci.math.stat
Article #562Re: bug in fortran RNG
From: M. Donald Frederick
Date: Tue, 10 Nov 1992 18:28
Date: Tue, 10 Nov 1992 18:28
35 lines
2440 bytes
2440 bytes
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".
------------------------------------------------------------------------
Donald Frederick | Office of Academic Computing
frederik@uci.edu | University of California, Irvine
frederik@UCI.BITNET | Irvine, CA 92717
(714) 725-3200 | FAX (714) 725-2069
-----------------------------------------------------------------------
Technical Details
Message-ID:
<2AFFFF33.13083@news.service.uci.edu>Path:
arc1-ca.pugleaf.net!sparky!uunet!ogicse!uwm.edu!zaphod.mps.ohio-state.edu!usc!news.service.uci.edu!pollux.acs.uci.edu!frederikReferences:
<1992Nov5.205359.29733@cbfsb.cb.att.com> <1992Nov6.172324.23826@infodev.cam.ac.uk>Show Full Headers
Complete Article Headers
Path: arc1-ca.pugleaf.net!sparky!uunet!ogicse!uwm.edu!zaphod.mps.ohio-state.edu!usc!news.service.uci.edu!pollux.acs.uci.edu!frederik 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) Organization: University of California, Irvine Lines: 35 Nntp-Posting-Host: pollux.acs.uci.edu