Slight correction. It's Averill M. Law & W. David Kelton's text entitled, "Simulation Modeling and Analysis" McGraw-Hill, 1981. You may find several newer copies on amazon.
On Fri, Oct 14, 2011 at 12:35 PM, Brian Schott <[email protected]> wrote: > 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=) > -- (B=) <-----my sig Brian Schott ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
