Dear All
A function for generation of uniform(0,1) random number
in FORTRAN is given in the following book:
Applied Statistics Algorthms
Editors:P.Griffiths and I.D.Hill
Published by Ellis Horwood Limited
Algorithm AS 183-An efficient and portable pseudo-random
number generator by B.A.Whichmann and I.D.Gill,Pg.No.238.
FUNCTION
--------
FUNCTION UN(IX,IY,IZ)
IX=171*MOD(IX,177)-2*(IX/177)
IY=122*MOD(IY,176)-35*(IY/176)
IZ=170*MOD(IZ,178)-63(IZ/178)
IF(IX.LT.0)IX=IX+30269
IF(IY.LT.0)IY=IY+30307
IF(IZ.LT.0)IZ=IZ+30323
UN=AMOD(FLOAT(IX)/30269.0+FLOAT(IY)/30307.0+
1 FLOAT(IZ)/30323.0,1.0)
RETURN
END
The above function is written in FORTRAN for 16-bit computer.The procedure for determination of the constants in the program is not explained in the book.Kindly suggest references/procedure for
deternination of constants for 64-bit or in general m-bit computer.
also suggest any other efficicnt function for generation of u(0,1) random number.
M.KRISHNA REDDY
DEPT. OF STATISTICS
OMANIA UNIVERSITY
HYDERABAD-500 007
INDIA
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