Extremely portable random number generator

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.

REFERENCES

• 1: R. R. Coveyou , R. D. Macpherson, Fourier Analysis of Uniform Random Number Generators, Journal of the ACM (JACM), v.14 n.1, p.100-119, Jan. 1967 [doi>10.1145/321371.321379]

INDEX TERMS

Primary Classification:
  G. Mathematics of Computing
  G.3 PROBABILITY AND STATISTICS
      Subjects: Random number generation

Additional Classification:
  D. Software
  D.2 SOFTWARE ENGINEERING
      D.2.7 Distribution, Maintenance, and Enhancement
          Subjects: Portability

General Terms:
Design, Theory

Keywords:
linear sequential generators, pseudo random numbers, random generators, random number analysis, random number generators, random number program, random numbers