Programs in Physics & Physical Chemistry
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|Manuscript Title: RANEXP: experimental random number generator package.|
|Authors: M. Hennecke|
|Program title: RANEXP|
|Catalogue identifier: ACTB_v1_0|
Distribution format: gz
|Journal reference: Comput. Phys. Commun. 79(1994)261|
|Programming language: C, Fortran.|
|Operating system: UNIX.|
|Word size: 32|
|Keywords: General purpose, Statistical methods, Random number generators, Monte Carlo simulation, Portability.|
Nature of problem:
Any Monte Carlo simulation or statistical test requiring uniform pseudorandom numbers.
Most generator types for uniform distribution are implemented. They are user-configurable with respect to all their characteristic constants.
ANSI C guarantees that 32-bit integers are available. All generators which can be implemented within this bound are configurable. The use of 64-bit machines enlarges that range, although restricting portability.
From the user's demand for a generator (expressed by a special choice of the "magic numbers" defining it), it is automatically checked if that generator can be implemented in the current environment. Apart from this restriction, any member of the middle-square, subtraction, linear and qaudratic congruential, shift-register, lagged-Fibonacci and subtract-with-borrow families of generators may be used, and gives bit-identical results in all environments.
In typical workstation environments, the speeds of the generators are of the order of milliseconds per 1000 numbers.
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