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Implementing a random number package with splitting facilities

1991; Association for Computing Machinery; Volume: 17; Issue: 1 Linguagem: Inglês

10.1145/103147.103158

1557-7295

Pierre L’Ecuyer, Serge Côté,

Numerical Methods and Algorithms

A portable set of software tools is described for uniform random variates generation. It provides for multiple generators running simultaneously, and each generator has its sequence of numbers partitioned into many long (disjoint) substreams. Simple procedure calls allow the user to make any generator “jump” ahead to the beginning of its next substream, back to the beginning of its current substream, or back to the beginning of its first substream.… Implementation issues are discussed.…A Pascal implementation for 32-bit computers is described. — From the Authors' Abstract