Thread View: sci.math.stat
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Started by anthony.r.rizzo
Thu, 05 Nov 1992 20:53
bug in fortran RNG
Author: anthony.r.rizzo
Date: Thu, 05 Nov 1992 20:53
Date: Thu, 05 Nov 1992 20:53
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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! Tony Rizzo (who admires Jim Florio and enjoys root canals)
Re: bug in fortran RNG
Author: Nick Maclaren
Date: Fri, 06 Nov 1992 17:23
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
Re: bug in fortran RNG
Author: M. Donald Frederick
Date: Tue, 10 Nov 1992 18:28
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".
------------------------------------------------------------------------
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
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