J. B. Kruskal
Abstract
Extremely portable subroutines are sometimes needed for which moderate quality and efficiency suffice. Typically, this occurs for library functions (like random number generation and incore sorting) which are not entirely universal or are not used in a standardized way.
The literature on random number generators does not seem to contain an algorithm that meets requirements of this sort. An extremely portable 8-line FORTRAN program is provided which is based on an important paper by Coveyou and MacPherson (1967). Using their methods, Fourier analysis is applied to the probability function for the consecutive n-tuples provided by our generator (with n less than or equal to 4). While the small modulus which must be used to maintain portability prevents the quality of the generator from being high, the generator compares well with the bounds established in the above mentioned paper.
- 1 COVEYOU, R. R., AnD MAcPHERSON, R. D. Fourier analysis of uniform random number generators. J . ACM 15, 1 (Jan. 1967), 100-119. Google Scholar
Digital Library
Index Terms
- Extremely portable random number generator
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