Here is my contribution to the random number implementations in f95.
Note that the design of the underlying uniform expressly breaks the
generator stream into 32 nonoverlapping parts -- useful for parallel
simulation.
The routines should give (nearly) the same answers on different
machines and precisely the same answers when started from the same
seeds on one machine.
Some routines were taken from ACM publications that requires
permission for commercial incorporation but are otherwise
unrestricted. (ACM's policy statement included in the documentation).
These routines are a repackaging of the f77 routines; the repackaging
uses the facilities of f95 to produce more readable and useable code.
The numbers generated should be the same for both versions (they have
been so far in our tests).
A C version automatically converted from f77 is available, but it is
ugly C. The F90 version does not have a C version because we are
unaware of any f90 to C converter that allows produced code to be
redistributed (NAG never answered our queries on this point).
The code has undergone two levels of fixing. The first level fixed
some of our errors. The second level fixed errors in the original
published code (primarily off by one errors, but errors that could
lead to divide by zeros, etc.).
----------------------------------------------------------------------
RANDLIB90
Library of Routines for Random Number Generation
DESCRIPTION
The bottom level routines provide 32 virtual random number
generators. Each generator can provide 1,048,576 blocks of numbers,
and each block is of length 1,073,741,824. Any generator can be set to
the beginning or end of the current block or to its starting
value. Packaging is provided so that if these capabilities are not
needed, there is a single generator with period 2.3 X 10^18.
Using this base, routines are provided that return random deviates from the
following distributions:
Beta Chi-square Exponential
F Gamma Multivariate normal
Noncentral chi-squared Noncentral F Univariate normal
Random permutations Real uniform Binomial
Negative Binomial Multinomial Poisson
Integer uniform
Language: Fortran 95
Contact: Barry W. Brown
Departments of Biomathematics and Biostatistics
email: [EMAIL PROTECTED]
DOWNLOAD URL:
ftp://odin.mdacc.tmc.edu/pub/source/randlib90_1.1.tar.gz
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For completeness, I list Alan Miller's site which contains excellent
F90 random number generators.
http://users.bigpond.net.au/amiller/
Enjoy.
Barry W. Brown
Department of Biomathematics,
Box 237
University of Texas M. D.
Anderson Cancer Center
1515 Holcombe Blvd
Houston, TX 77030
[EMAIL PROTECTED]
.
.
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