UNIRAN

Implementing a portable FORTRAN Uniform (0,1) generator. The implementation and testing of a portable FORTRAN routine is described which utilizes a well-known random number generator to produce Uniform (0,1) values. The implementa tion techniques illustrate the advantages of a well-tested por table algorithm and expose some problems which commonly occur in the generation of Uniform (0, 1) numbers for applica tion areas such as simulation. These problems include the pit falls of using machine-dependent random number generators with unknown characteristics typically supplied with computer system software. The excellent global statistical properties of the generator used in this routine are documented and local testing of the Uniform (0,1) values produced is provided. An additional routine is described which enables the user to obtain indepen dent streams of values. Fifteen streams are rated for their per formance on uniformity and independence tests. The provid ed seed values enable the user to select streams with the desired properties for a particular application.


References in zbMATH (referenced in 12 articles )

Showing results 1 to 12 of 12.
Sorted by year (citations)

  1. Sezgin, Fatin; Sezgin, Tevfik Metin: Finding the best portable congruential random number generators (2013)
  2. Deng, Lih-Yuan; Shiau, Jyh-Jen Horng; Lu, Henry Horng-Shing: Large-order multiple recursive generators with modulus (2^31-1) (2012)
  3. Tang, Hui-Chin: Effective and efficient restriction on producing the multipliers for the multiple recursive random number generator (2004)
  4. Tang, Hui-Chin: Simulated division with approximate factoring for the multiple recursive generator with both unrestricted multiplier and non-Mersenne prime modulus (2003)
  5. Jacobson, Sheldon H.; Morrice, Douglas J.: A mathematical model for assessing the temporal association between health disorders and medical treatments (1998)
  6. Kao, Chiang; Wong, J. Y.: Random number generators with long period and sound statistical properties (1998)
  7. Kao, Chiang; Tang, H. C.: Systematic searches for good multiple recursive random number generators (1997)
  8. Russell, Randolph M.; Holsenback, J. Edward: Evaluation of leading heuristics for the single machine tardiness problem (1997)
  9. Charnes, John M.: Tests for special causes with multivariate autocorrelated data (1995)
  10. Kao, Chiang: Decomposition with simulated division for efficiently generating random numbers (1994)
  11. Sezgin, Fatin: Some comments on computer implementation of random number generators (1992)
  12. Chaharbaghi, K.; Davies, B. L.: Numerical evaluation of a multi-stream pseudo-random number generator (1987)