Peer Berg wrote:
>
> 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.
>
The RNG in LF90 was written by Dr. Iosif Dyadkin, in Russia (a very
interesting person, but that's a different story). It is a
multiplicative congruential generator. It's period is very large,
but I'm not sure exactly what it is--as I remember, it was on the
order of 2**38. Ken Hamilton did a review of a bunch of RNGs that
came with commercial compilers (including ours and Microsoft's) in
Computational Physics a few years ago. Ours and the one in the
now defunct SVS compilers came out best. The MS one was really bad.
--
Bob Runyan
Lahey Computer Systems
http://www.lahey.com
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