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Article #91Re: random number generator
From: mglacy
Date: Mon, 27 Jul 1992 16:18
Date: Mon, 27 Jul 1992 16:18
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1917 bytes
I've been using a random number generator that I translated to Pascal from some FORTRAN code available on STATLIB. Here's the prologue comment to the subroutine as obtained from STATLIB. --------------------------------------- Generate uniformly distributed random numbers using the 32-bit generator from figure 3 of: L'Ecuyer, P. Efficient and portable combined random number generators, C.A.C.M., vol. 31, 742-749 & 774-?, June 1988. The cycle length is claimed to be 2.30584E+18 --------------------------------------- It uses two 32 bit seeds--Is this likely to make it dependable over long sequences, as claimed? Presuming this is something you recognize, I'd appreciate any comments on its quality from you RNG specialists out there. I've been using it as a source of uniform variates to supply a Gaussian deviate generator (double precision) using the polar method (as described in Numerical Recipies). It's all part of some Monte Carlo investigations of sampling distributions, with repetitions in the range of say 10,000 to 100,000 samples of N = 15. Thanks. =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-= Mike Lacy Dept. of Sociology Colo. State Univ. Fort Collins CO 80523 Opinions and truth-claims offered above are mine, not my employer's. =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
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Path: arc1-ca.pugleaf.net!sparky!uunet!wupost!zaphod.mps.ohio-state.edu!sample.eng.ohio-state.edu!purdue!yuma!lamar!mglacy From: mglacy@lamar.ColoState.EDU Newsgroups: sci.math.stat Subject: Re: random number generator Summary: What about the L'Ecuyer algorithm? Keywords: pseudo-random, uniform, normal Message-ID: <Jul27.161826.26402@yuma.ACNS.ColoState.EDU> Date: 27 Jul 92 16:18:26 GMT Sender: news@yuma.ACNS.ColoState.EDU (News Account) Organization: Colorado State University, Fort Collins, CO 80523 Lines: 32