A More Portable Fortran Random Number Generator

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A More Portable Fortran Random Number Generator

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ACM Transactions on Mathematical Software (TOMS) archive
Volume 5 , Issue 2 (June 1979) table of contents

Pages: 132 - 138

Year of Publication: 1979

ISSN:0098-3500

Author

Linus Schrage

Gradute School of Business, University of Chicago, 5836 Greenwood Ave, Chicago, IL

Publisher

ACM New York, NY, USA

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Downloads (6 Weeks): 31, Downloads (12 Months): 245, Citation Count: 33

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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	FISHMAN, G.S. Concepts and Methods tn D~screte Event D~gttal Slmulatton. Wiley, New York, 1973
	2	GAVISH, B., AND MERCHANT, D.K. Binary level testing of pseudo random number generators. Tech. Rep., Graduate School of Management, U. of Rochester, 1978.
	3	David W. Hutchinson, A new uniform pseudorandom number generator, Communications of the ACM, v.9 n.6, p.432-433, June 1966 [doi>10.1145/365696.365712]
	4	KLINGMAN, D., NAPIER, A., AND STUTZ, J. NETGEN: A program for generating large scale capacitated assignment, transportation, and minimum cost network problems. Management Sc~. 20, 5 (Jan. 1974), 814-821.
	5	J. B. Kruskal, Extremely portable random number generator, Communications of the ACM, v.12 n.2, p.93-94, Feb. 1969 [doi>10.1145/362848.362865]
	6	LEwis, P A W, GOODMAN, A.S., AND MILLER, J M A pseudo-random number generator for the system/360. IBM Syst. J. 8, 2 (1969), 136-146.
	7	W. H. Payne , J. R. Rabung , T. P. Bogyo, Coding the Lehmer pseudo-random number generator, Communications of the ACM, v.12 n.2, p.85-86, Feb. 1969 [doi>10.1145/362848.362860]
	8	The IMSL L~brary, Vol 1, 6th ed., Int. Math. Stat. Libraries, Inc., Houston, Tex., July 1977.

CITED BY 33

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	P. L'Ecuyer, Efficient and portable combined random number generators, Communications of the ACM, v.31 n.6, p.742-751, June 1988
	Mauricio G. C. Resende , Panos M. Pardalos , Yong Li, Algorithm 754: Fortran subroutines for approximate solution of dense quadratic assignment problems using GRASP, ACM Transactions on Mathematical Software (TOMS), v.22 n.1, p.104-118, March 1996
	Francisco Facchinei , Joaquim Júdice , João Soares, Algorithm 774: Fortran subroutines for generating box-constrained optimization problems, ACM Transactions on Mathematical Software (TOMS), v.23 n.3, p.448-450, Sept. 1997
	E. L. Battiste, Scientific computation using micro-computers, Proceedings of the ACM 1980 annual conference, p.161, January 1980
	John F. Monahan, Algorithm 616: fast computation of the Hodges-Lehmann location estimator, ACM Transactions on Mathematical Software (TOMS), v.10 n.3, p.265-270, Sept. 1984
	J. C. Nash , R. L. C. Wang, ALGORITHM 645: subroutines for testing programs that compute the generalized inverse of a matrix, ACM Transactions on Mathematical Software (TOMS), v.12 n.3, p.274-277, Sept. 1986
	William J. Stewart , Alan Jennings, A Simultaneous Iteration Algorithm for Real Matrices, ACM Transactions on Mathematical Software (TOMS), v.7 n.2, p.184-198, June 1981
	S. K. Park , K. W. Miller, Random number generators: good ones are hard to find, Communications of the ACM, v.31 n.10, p.1192-1201, Oct. 1988
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	Martina F. Schollmeyer , William H. Tranter, Noise generators for the simulation of digital communication systems, Proceedings of the 24th annual symposium on Simulation, p.264-275, April 1991, New Orleans, Louisiana, United States
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	Mauricio G. C. Resende , Thomas A. Feo , Stuart H. Smith, Algorithm 787: Fortran subroutines for approximate solution of maximum independent set problems using GRASP, ACM Transactions on Mathematical Software (TOMS), v.24 n.4, p.386-394, Dec. 1998
	D. Guinier, A fast uniform astronomical random number generator, ACM SIGSAC Review, v.7 n.1, p.1-12, Spring 1989
	Daniel Guinier, A fast and portable uniform quasi-random generator of very large period based ona generalized multi-moduli congruential method, ACM SIGSIM Simulation Digest, v.19 n.3, p.27-33, Sept. 1988
	Tim Hopkins, Remark on Algorithm 769: Fortran subroutines for approximate solution of sparse quadratic assignment problems using GRASP, ACM Transactions on Mathematical Software (TOMS), v.29 n.3, p.349-351, September 2003
	P. A. Dowd , E. Pardo-Igúzquiza , C. Xu, Plurigau: a computer program for simulating spatial facies using the truncated Plurigaussian method, Computers & Geosciences, v.29 n.2, p.123-141, March 2003
	E. L. Battiste, Scientific computations using micro-computers, ACM SIGNUM Newsletter, v.16 n.1, p.18-22, March 1981
	Do Le Minh, Generating gamma variates, ACM Transactions on Mathematical Software (TOMS), v.14 n.3, p.261-266, Sept. 1988
	Eulogio Pardo-Igúzquiza , Mario Chica-Olmo, KRIGRADI: A cokriging program for estimating the gradient of spatial variables from sparse data, Computers & Geosciences, v.33 n.4, p.497-512, May, 2007
	Pierre L'Ecuyer, Efficient and portable 32-bit random variate generators (1986), Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come, December 09-12, 2007, Washington D.C.
	E. G. Birgin , J. M. Martínez, Improving ultimate convergence of an augmented Lagrangian method, Optimization Methods & Software, v.23 n.2, p.177-195, April 2008
	Eulogio Pardo-Igúzquiza , Kanti V. Mardia , Mario Chica-Olmo, MLMATERN: A computer program for maximum likelihood inference with the spatial Matérn covariance model, Computers & Geosciences, v.35 n.6, p.1139-1150, June, 2009