Implementing a portable FORTRAN Uniform (0,1) generator
Implementing a portable FORTRAN Uniform (0,1) generator
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实现便携式 FORTRAN Uniform (0,1) 生成器
DOI：
10.1177/003754978304100401
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发表时间：
1983
期刊：
影响因子：
--
通讯作者：
S. D. Roberts
中科院分区：
文献类型：
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作者：
K. Marse;S. D. Roberts
描述了一种可移植的FORTRAN例程的实现和测试，该例程利用众所周知的随机数生成器来产生一致的(0，1)值。这些实现技术说明了经过良好测试的POR表算法的优点，并暴露了在生成均匀(0，1)数以用于仿真等应用领域中经常出现的一些问题。这些问题包括使用通常随计算机系统软件提供的具有未知特征的依赖于机器的随机数生成器的陷阱。记录了该例程中使用的生成器的优秀的全局统计特性，并提供了对所产生的均匀(0，1)值的局部测试。描述了使用户能够获得独立的值流的附加例程。15个流在一致性和独立性测试中的表现被评为等级。所提供的种子值使用户能够为特定应用选择具有所需属性的流。
The implementation and testing of a portable FORTRAN routine is described which utilizes a well-known random number generator to produce Uniform (0,1) values. The implementa tion techniques illustrate the advantages of a well-tested por table algorithm and expose some problems which commonly occur in the generation of Uniform (0, 1) numbers for applica tion areas such as simulation. These problems include the pit falls of using machine-dependent random number generators with unknown characteristics typically supplied with computer system software. The excellent global statistical properties of the generator used in this routine are documented and local testing of the Uniform (0,1) values produced is provided. An additional routine is described which enables the user to obtain indepen dent streams of values. Fifteen streams are rated for their per formance on uniformity and independence tests. The provid ed seed values enable the user to select streams with the desired properties for a particular application.