SLARAN
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
November 2006
Purpose
SLARAN returns a random real number from a uniform (0,1)
distribution.
distribution.
Arguments
| ISEED |
(input/output) INTEGER array, dimension (4)
On entry, the seed of the random number generator; the array
elements must be between 0 and 4095, and ISEED(4) must be odd. On exit, the seed is updated. |
Further Details
This routine uses a multiplicative congruential method with modulus
2**48 and multiplier 33952834046453 (see G.S.Fishman,
'Multiplicative congruential random number generators with modulus
2**b: an exhaustive analysis for b = 32 and a partial analysis for
b = 48', Math. Comp. 189, pp 331-344, 1990).
48-bit integers are stored in 4 integer array elements with 12 bits
per element. Hence the routine is portable across machines with
integers of 32 bits or more.
2**48 and multiplier 33952834046453 (see G.S.Fishman,
'Multiplicative congruential random number generators with modulus
2**b: an exhaustive analysis for b = 32 and a partial analysis for
b = 48', Math. Comp. 189, pp 331-344, 1990).
48-bit integers are stored in 4 integer array elements with 12 bits
per element. Hence the routine is portable across machines with
integers of 32 bits or more.