I am not familiar with these algorithms and my reply may therefore be redundant.
A simulation book by Avery Law (and perhaps jointly with Kelton) gives an RNG with the characteristics you require, but I cannot find my copy, much to my disappointment. It was new in about 1995. On Fri, Oct 14, 2011 at 8:33 AM, Zsbán Ambrus <[email protected]> wrote: > On Fri, Oct 14, 2011 at 1:08 PM, Ewart Shaw <[email protected]> wrote: >> I want to generate pseudorandom sequences that are the same for 32- & 64-bit >> J. >> I need better statistical properties than the old linear congruential >> generator >> as in 'roll' & 'deal' at http://www.jsoftware.com/help/release/random.htm . > > Have you tried the other random generators the (9!:43) foreign makes > available? I'd guess some of them are the same for 32 and 64 bit J. > > If that fails, > >> I could implement the 32-bit MT19937 'by hand' in J > > I'd recommend against that: instead pull in a C library that > implements that or some other random generator, such as GSL, with the > J foreign interface (15!:). If you have trouble with this, tell me > and I'll try to help. > > You may still have to implement deal if you need it. The case when > the right argument isn't too large is implemented in GSL, but the case > when the right argument is very large and its left argument is small > isn't trivial. If you need this latter case, one implementation can > be found in the J source code: this is a very tricky algorithm using a > sparse table; a different algorithm is given in Knuth chapter 3.4.2 > exercise 15. > > Ambrus > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm > -- (B=) ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
