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Author Marsaglia, George ♦ Bray, T. A.
Source ACM Digital Library
Content type Text
Publisher Association for Computing Machinery (ACM)
File Format PDF
Language English
Subject Keyword Simulation ♦ Monte carlo ♦ Random number generation
Abstract Some one-line random number generators, i.e. generators requiring a single FORTRAN instruction are discussed, and some short FORTRAN programs which mix several such generators are described. The aim is to provide methods for incorporating random number generators directly in FORTRAN programs, by means of a few in-line instructions. The advantages are speed (avoiding linkage to and from a subroutine), convenience, and versatility. Anyone wishing to experiment with generators, either using congruential generators by themselves or mixing several generators to provide a composite with potentially better statistical properties than the library generators currently available, may wish to consider some of the simple FORTRAN programs discussed here.
Description Affiliation: Boeing Scientific Research Lab, Seattle, WA (Marsaglia, George; Bray, T. A.)
Age Range 18 to 22 years ♦ above 22 year
Educational Use Research
Education Level UG and PG
Learning Resource Type Article
Publisher Date 2005-08-01
Publisher Place New York
Journal Communications of the ACM (CACM)
Volume Number 11
Issue Number 11
Page Count 3
Starting Page 757
Ending Page 759


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Source: ACM Digital Library