🚀 go-pugleaf

In article <1383@swuts.sbc.com> jb1556@swuts.sbc.com (Jim Buddenhagen) writes:
>Portable pseudo-random number generator desired, for uniform and/or normal
>deviates.  What is desired is code (C preferred) or algorithm that is
>machine independent (i.e. same seed, same sequence regardless of computing
>platform).  Purpose will be to generate random datasets (or pointers into
>databases) for benchmark tests accross several platforms.  Must be able to
>generate several independent sequences 'simultaneously' (ok to have several
>copies of routine with different names).  
>
>I am aware of routines in Numerical Recipies, and in Knuth, but unsure
>of quality.  Would welcome any comments, suggestions, pointers to code,
>or references.
>
>-- 
>Jim Buddenhagen             Southwestern Bell Telephone Co.
>jb1556@swuts.sbc.com        Statistical Research
>314-235-5183                One Bell Center, Room 27-X-5
>                            St. Louis, MO 63130

I can recommend the following references:

1. Elizabeth Oakenfull,
   Uniform Random Number Generators and the Spectral Test,
   Interactive Statistics, Ed. by D.R.McNeil, Noth-Holland, 1979

Oakenfull discusses a test for RNG called the "spectraltest". She also gives
some examples of good RNG, both congruential-, fibonacci- and shift-register-
type. 

2. Byron J T Morgan
   Elements of Simulation
   Chapman and Hall Ltd, 1984.

A book about simulations. Chapter 3-6 deals with problems like finding and
testing RNG. There is also a description on how to make two independent and 
U(0,1)-distributed random numbers into two independent N(0,1)-distributed
randomnumbers, with a method called "the Box-Mueller Method". That method is
first described in 

3. G.E.P.Box and M.E.Mueller
   A Note on the Generation  of Random Normal Deviates
   Ann.Math.Stat. (1958) 29, 610-611

Good Luck!

Magnus Pettersson
Student at the Department of Mathematical Statistics
University of Stockholm
Stockholm, Sweden.
E-Mail: md87-mpe@nada.kth.se