Generalized Feedback Shift Register Pseudorandom Number Algorithm
Journal of the ACM (JACM)
A More Portable Fortran Random Number Generator
ACM Transactions on Mathematical Software (TOMS)
The Art of Computer Programming Volumes 1-3 Boxed Set
The Art of Computer Programming Volumes 1-3 Boxed Set
Writing simulations from scratch: Pascal implementations
WSC '87 Proceedings of the 19th conference on Winter simulation
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The relatively slow speed and small word size of the current crop of micro-computers cause the efficient production of pseudo-random numbers on these machines to be considerably more difficult than on larger computers. As a consequence, some micro-computer-based algorithms are excessively time comsuming, while other algorithms trade off speed against “randomness”. To alleviate this problem, we present in this paper several families of pseudo random number generators explicitly designed for use on micro-computers. Some of these are adaptations of well known generators to the micro-computer environment, others are new or lesser known algorithms designed to overcome some of the restrictions intrinsic to the micro-computer's 8 and 16 bits environments. For each generator the basic algorithm is discussed and FORTRAN and/or Pascal implementations for IBM-PC's with and without the 8087 co-processor are presented. Values of coefficients leading to pseudo random number streams with good statistical properties are recommended and an empirical evaluation of computational efficiency is offered.