A review of pseudorandom number generators

Published: 01-01-1990| Version 1 | DOI: 10.17632/njcrxv8yh2.1
F. James


Abstract This is a brief review of the current situation concerning practical pseudorandom number generation for Monte Carlo calculations. The conclusion is that pseudorandom number generators with the required properties are now available, but the generators actually used are often not good enough. Portable Fortran code is given for three different pseudorandom number generators, all of which have much better properties than any of the traditional generators commonly supplied in most program librarie... Title of program: PSEUDORAN Catalogue Id: ABTK_v1_0 Nature of problem Any Monte Carlo calculation requiring uniform pseudorandom numbers. CORRECTION SUMMARY: Vol:Year:Page 69:1992:486 "000ACORRECTION 12/11/91" "A review of pseudorandom number generators. (C.P.C. 60(1990)329))." F. James Note: correction instructions are contained in source code Versions of this program held in the CPC repository in Mendeley Data ABTK_v1_0; PSEUDORAN; 10.1016/0010-4655(90)90032-V This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2018)