jburkardt

ASA183\ Wichman-Hill Random Number Generator {#asa183-wichman-hill-random-number-generator align=”center”} ====================================

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ASA183 is a C++ library which implements a pseudorandom number generator, by Wichman and Hill.

ASA183 is Applied Statistics Algorithm 183. Source code for many Applied Statistics Algorithms is available through STATLIB.

Licensing: {#licensing align=”center”}

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

Languages: {#languages align=”center”}

ASA183 is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs: {#related-data-and-programs align=”center”}

CPP_RANDOM, C++ programs which illustrate the use of the C++ random number generator routines.

HALTON, a C++ library which computes elements of a Halton quasirandom sequence.

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

RANLIB, a C++ library which produces random samples from Probability Density Functions (PDF’s), including Beta, Chi-square Exponential, F, Gamma, Multivariate normal, Noncentral chi-square, Noncentral F, Univariate normal, random permutations, Real uniform, Binomial, Negative Binomial, Multinomial, Poisson and Integer uniform, by Barry Brown and James Lovato.

RNGLIB, a C++ 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 C++ library which computes elements of a sequence of pseudorandom uniformly distributed values.

VAN_DER_CORPUT, a C++ library which computes elements of a van der Corput quasirandom sequence.

Author: {#author align=”center”}

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

Reference: {#reference align=”center”}

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: {#source-code align=”center”}

• asa183.cpp, the source code.
• asa183.hpp, the include file.

Examples and Tests: {#examples-and-tests align=”center”}

• asa183_prb.cpp, a sample calling program.
• asa183_prb_output.txt, the output file.

List of Routines: {#list-of-routines align=”center”}

• R4_RANDOM returns a pseudorandom number between 0 and 1.
• R4_UNI returns a pseudorandom number between 0 and 1.
• R8_RANDOM returns a pseudorandom number between 0 and 1.
• R8_UNI returns a pseudorandom number between 0 and 1.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.

You can go up one level to the C++ source codes.

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Last revised on 08 July 2008.