Re: random number generator

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1 total messages Started by mglacy Mon, 27 Jul 1992 16:18

#91

Author: mglacy
Date: Mon, 27 Jul 1992 16:18

32 lines
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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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