PRINCIPAL: CN=Henry Zongaro/OU=Toronto/O=IBM
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Hi Peer,
XLF uses the multiplicative congruential method to generator random
numbers. The algorithm wasn't mentioned in our manuals for XLF 3.1, but it
has appeared in the manuals (under RANDOM_SEED) since XLF 3.2.
Two generators have been available since XLF 3.2, both well-tested.
Which is used can be selected by specifying the non-standard GENERATOR dummy
argument to RANDOM_SEED - the values permitted are 1 and 2. The first
generator has a period of 2**31-2; the second has a period of 2**46.
The first generator isn't quite as good as the second (partly because of
the period, and partly because of the fact that it's less sensitive to small
changes in the seed value). That's why the second was implemented.
Unfortunately, the first remains the default to ensure repeatability.
Since the GENERATOR argument is non-standard, we're adding a run-time
option in the next release that will allow the user to specify that they want
the second generator to be used.
If you need any more details, please let me know.
Thanks,
Henry
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Henry Zongaro XL Fortran/XL HPF Compiler Development
IBM SWS Toronto Lab Tie Line 778-6044 Phone (416) 448-6044
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[log in to unmask] on 04/12/97 08:07:46
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Subject: Subroutine random_number
Does anybody have an idea on how well tested the implementation of the
random number generator (in subroutine random_number) is in different
compilers.
I am particularly interesed in Lahey LF90 and XLF compilers.
Documentation on which algorithm that is used seems to be scarse or
missing.
Greetings
Peer
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Peer Berg, Ph.D. Senior Research Scientist
Danish Institute of Agricultural Sciences
P.O.Box 50, 8830 DK-Tjele, Denmark
E-mail : [log in to unmask] or [log in to unmask]
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