asa183

asa183, a FORTRAN77 code which implements a random number generator (RNG), by Wichman and Hill.

This is a version of Applied Statistics Algorithm 183.

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license

Languages:

asa183 is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.

Related Data and Programs:

asa183_test

NORMAL, a FORTRAN77 library which computes elements of a sequence of pseudorandom normally distributed values.

RNGLIB, a FORTRAN77 library which implements a random number generator (RNG) with splitting facilities, allowing multiple independent streams to be computed, by L'Ecuyer and Cote.

UNIFORM, a FORTRAN77 library which computes elements of a sequence of pseudorandom uniformly distributed values.

Author:

Original FORTRAN77 version by Brian Wichman and David Hill; This version by John Burkardt.

Reference:

1. Pierre LEcuyer,
   Efficient and Portable Combined Random Number Generators,
   Communications of the ACM,
   Volume 31, Number 6, June 1988, pages 742-751.
2. Brian Wichmann, David Hill,
   Algorithm AS 183: An Efficient and Portable Pseudo-random Number Generator,
   Applied Statistics,
   Volume 31, Number 2, 1982, pages 188-190.

Source Code:

• asa183.f, the source code.
• asa183.sh, compiles the source code.