pseudo random numbers

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2 total messages Started by stephen j uurtamo Thu, 21 Jan 1993 15:33

#796

Author: stephen j uurtamo
Date: Thu, 21 Jan 1993 15:33

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Howdy.  Could any of you give me good references to some good pseudo random
number generators?  They should have the following characteristics:

(1) Be easy to implement in C (Or already exists fast C code).
(2) The period should be scalable to fairly large values (10^20 or so).
(3) The motivation behind the prng should be well documented and rigorous.
    (i.e. linear congruential prng would be documented in papers on finite
    fields.  I actually need the straight skinny on why people think that
    these are any good.)

If any of you know of some pretty good prng with these characteristics (and
can send me references) I would really appreciate it.  I don't recognize most
of the prng mentioned by name in this group, so I'm a little lost. (If this is
in a FAQ then you can shoot me.)

Thanks in advance.

steve

Re: pseudo random numbers

#802

Author: William B Dwinnell
Date: Thu, 21 Jan 1993 22:34

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Probably the book I recommend the most: "Numerical Recipes in Pascal"
(or "in C", or "in Fortran"), by Press, Flannery, Teukolsky, and
Vetterling, published by Cambridge University Press. It runs a little
over $40 (give or take), and is well worth every penny- no lab should
be without one! Oh yeah, try to get the new 2nd edition (which I have
only seen for C and Fortran- no Pascal this time, darn!), it has
even more stuff in it.

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