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NEA-0939 RANDOM.

RANDOM, Random Number Generator with Large Cycle Length

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1. NAME OR DESIGNATION OF PROGRAM:  RANDOM.
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2. COMPUTERS
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Program name Package id Status Status date
RANDOM NEA-0939/01 Report 25-JUL-1984

Machines used:

Package ID Orig. computer Test computer
NEA-0939/01 DEC PDP-11
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3. DESCRIPTION OF PROBLEM OR FUNCTION

RANDOM is a portable pseudo- random number generator with a cycle length exceeding 2.78 * 10**13.
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4. METHOD OF SOLUTION

Three simple multiplicative congruential generators are used. Each one uses a prime number for its modulus and a primitive root for its multiplier.
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5. RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM:  Integer arithmetic up to 30323 is required.
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6. TYPICAL RUNNING TIME:  On PDP-11 each call of the algorithm takes 0.85 msec.
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7. UNUSUAL FEATURES OF THE PROGRAM:
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8. RELATED AND AUXILIARY PROGRAMS:
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9. STATUS
Package ID Status date Status
NEA-0939/01 25-JUL-1984 Report Only
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10. REFERENCES

- J.D. Beasley and S.G. Springer:
Algorithm AS 111. The Percentage Points of the Normal Distribution    Appl. Statist. 26, 118-121 (1977)
- L. Schrage:
  A More Portable Fortran Random Number Generator
  ACM Trans. Math, Softw. 5, 132-138 (1979)
NEA-0939/01, included references:
- B.A. Wichmann and I.D. Hill:
  A Pseudo-Random Number Generator. NPL Report DITC 6/82 (June 1982)
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11. MACHINE REQUIREMENTS:
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12. PROGRAMMING LANGUAGE(S) USED
Package ID Computer language
NEA-0939/01 FORTRAN-IV
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13. OPERATING SYSTEM UNDER WHICH PROGRAM IS EXECUTED:
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14. OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS:
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15. NAME AND ESTABLISHMENT OF AUTHOR

   B.A. Wichmann
   National Physics Laboratory
   Teddington, Middlesex
   United Kingdom

   and

  I.D. Hill
  Clinical Research Centre
  Harrow, Middlesex
  United Kingdom
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16. MATERIAL AVAILABLE
NEA-0939/01
report                   NPL Report DITC 6/82  (June 1982)          REPPT
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17. CATEGORIES
  • P. General Mathematical and Computing System Routines

Keywords: random number generators, utility routines.