|
| |
Uniform Random Number Generation
- luxury.f90
Another generator of uniformly distributed random numbers. luxtst.f90
A program to test luxury.f90.
- taus88.f90
L'Ecuyer's 1996 Tausworthe random number generator, and lfsr113.f90
L'Ecuyer's 1999 Tausworthe random number generator. The first has a cycle of
2^88 while the second is a little slower but has a cycle of 2^113. Both are
translations from C. N.B. These both assume that default integers are 32-bit.
- lfsr258.f90
A 64-bit random number generator from Pierre L'Ecuyer with a cycle of about
2^258 or more than 10^77.
- dprand.f90
Nick Maclaren's double precision random number generator, translated into
ELF90-compatible form.
- mt19937.f90
The 'Mersenne Twister' random number generator from Japan with a cycle of
length (2^19937 - 1). mt19937a.f90 is a
version for compilers which stop when there are integer overflows, as some do
when compiler check options are enabled for debugging purposes. mt19937.f90 was revised on 5 February
2002; mt19937a.f90 has not been revised.
- rand3.f90 Yet
another random number generator; this one is based upon an algorithm by Donald
Knuth (1997).
- freq2d.f90
Pairs of uniform random numbers should be uniformly distributed in the unit
square. This is a simple test program which failed using a new (1998)
compiler. ELF90-compatible.
-
Random numbers from other distributions
- random.f90
A module for generating random numbers from a range of distributions. There is
a test program t_random.f90.
Another library for random number generation can be found at
randlib.
- ran_norm.f90
and rnorm.f90
Generate random numbers from the standard normal distribution. ran_norm uses
more random number calls, but rnorm uses more logarithms and square roots. On
those machine/compiler combinations which have been tested recently, rnorm has
usually been faster (5-20%).
- r_gamma.f90
and rgamma.f90
Generate random numbers from the gamma distribution. The first routine is
adapted from Dagpunar's book, while the second is by Marsaglia and Bray.
- ignpoi.f90
Generate random Poisson deviates. Requires ran_exp.f90.
- ran_exp.f90
Generate random exponential deviates, simple method.
- toms780.f90
Generate random exponential deviates; two algorithms from TOMS algorithm 780.
- test780.f90
A program to compare speeds of 3 different generators.
- t_kemp_b.f90
Generate random binomial deviates, including a small driver program.
- zipf.f90
Generate discrete random deviates having the Zipf (or zeta) distribution, with
a small test program.
- toms668.f90
The file for r_hyperg.f90 contains TOMS algorithm 668 for generating random
values from the hypergeometric distribution.
- ziggurat.f90
George Marsaglia's functions for generating random samples from the uniform,
normal and exponential distributions. Translated from C.
|
