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NEA-0939 RANDOM.

RANDOM, Random Number Generator with Large Cycle Length

NAME OR DESIGNATION OF PROGRAM, COMPUTER, DESCRIPTION OF PROBLEM OR FUNCTION, METHOD OF SOLUTION, RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM, TYPICAL RUNNING TIME, UNUSUAL FEATURES OF THE PROGRAM, RELATED AND AUXILIARY PROGRAMS, STATUS, REFERENCES, MACHINE REQUIREMENTS, LANGUAGE, OPERATING SYSTEM UNDER WHICH PROGRAM IS EXECUTED, OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS, NAME AND ESTABLISHMENT OF AUTHOR, MATERIAL, CATEGORIES
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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.