rand() Post: 28035

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Top Forums Programming rand() Post 28035 by Perderabo on Wednesday 11th of September 2002 01:37:44 PM

09-11-2002

Administrator Emeritus

The man page for rand says that it is a "multiplicative congruential" random number generator. That algorithm yields roughly a uniform distribution, but it's a lousy implementation of a lousy algorithm. It certainly does not produce anything at all like a normal distribution.

You should also have a function called drand48 which is a "linear congruential" random number generator. This also yields a uniform distribution, but the algorithm and implementation are much better than rand.

rand really should not be used in new code.

But unix doesn't have random number generators for other distributions. If you need a normal distribution maybe you can find some freeware by searching on google.

Also, you may want to read "The Art of Computer Programming Volume 2 Seminumerical Algorithms" by Donald Knuth. It shows how to transform uniform random numbers into random numbers with other distributions including normal.

Perderabo

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slarnv.f

slarnv.f(3)							      LAPACK							       slarnv.f(3)

NAME

       slarnv.f -

SYNOPSIS

   Functions/Subroutines
       subroutine slarnv (IDIST, ISEED, N, X)
	   SLARNV

Function/Subroutine Documentation
   subroutine slarnv (integerIDIST, integer, dimension( 4 )ISEED, integerN, real, dimension( * )X)
       SLARNV

       Purpose:

	    SLARNV returns a vector of n random real numbers from a uniform or
	    normal distribution.

       Parameters:
	   IDIST

		     IDIST is INTEGER
		     Specifies the distribution of the random numbers:
		     = 1:  uniform (0,1)
		     = 2:  uniform (-1,1)
		     = 3:  normal (0,1)

	   ISEED

		     ISEED is INTEGER array, dimension (4)
		     On entry, the seed of the random number generator; the array
		     elements must be between 0 and 4095, and ISEED(4) must be
		     odd.
		     On exit, the seed is updated.

	   N

		     N is INTEGER
		     The number of random numbers to be generated.

	   X

		     X is REAL array, dimension (N)
		     The generated random numbers.

       Author:
	   Univ. of Tennessee

	   Univ. of California Berkeley

	   Univ. of Colorado Denver

	   NAG Ltd.

       Date:
	   November 2011

       Further Details:

	     This routine calls the auxiliary routine SLARUV to generate random
	     real numbers from a uniform (0,1) distribution, in batches of up to
	     128 using vectorisable code. The Box-Muller method is used to
	     transform numbers from a uniform to a normal distribution.

       Definition at line 98 of file slarnv.f.

Author
       Generated automatically by Doxygen for LAPACK from the source code.

Version 3.4.1							  Sun May 26 2013						       slarnv.f(3)

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slarnv.f