From: ok@goanna.cs.rmit.edu.au (Richard A. O'Keefe)
Subject: Re: random number generation -> PLEASE HELP!
Date: 1996/09/10
Date: 1996-09-10T00:00:00+00:00 [thread overview]
Message-ID: <5139fp$ec8@goanna.cs.rmit.edu.au> (raw)
In-Reply-To: 50tqil$1t9d@ilx018.iil.intel.com
Uri Raz <uraz@iil.intel.com> writes:
>Look at http://nr.harvard.edu/nr/ - the numerical recipes books contain
> a chapter about random number generators, as well as refernces to other
> books (e.g. Knuth's, which is easily accessable) about the subject.
Urrrr, the Numerical Recipes books have been severely mauled in review.
Their C version in particular is, well, less than idiomatic.
The errata for volumes 1, 2, and 3 of The Art of Computer Programming
are available: visit Knuth's Web page. Anyone seriously interested in
random number generation and planning to take advice from Knuth should
*definitely* read the errata to volume 2. A lot of people have
implemented "Lagged Fibonacci" generators based on that book, but recently
they were found to badly fail a fairly simple statistical test. This
does mean that the lagged Fibonacci generator in Numerical Recipes should
not be used any longer. Knuth's errata describe the problem and offer a
choice of two simple fixes. The code is even in C this time, not MIX!
I offer this definition: "good pseudo-random number generator:
one whose fatal flaws have not yet been discovered".
--
Australian citizen since 14 August 1996. *Now* I can vote the xxxs out!
Richard A. O'Keefe; http://www.cs.rmit.edu.au/%7Eok; RMIT Comp.Sci.
next prev parent reply other threads:[~1996-09-10 0:00 UTC|newest]
Thread overview: 5+ messages / expand[flat|nested] mbox.gz Atom feed top
[not found] <rva036-2208962255270001@aragorn189.nuts.nwu.edu>
[not found] ` <vi8k9uh3r59.fsf@fnal.gov>
1996-09-05 0:00 ` random number generation -> PLEASE HELP! Dr. John B. Matthews
1996-09-06 0:00 ` Philip Brashear
1996-09-08 0:00 ` Uri Raz
1996-09-10 0:00 ` Richard A. O'Keefe [this message]
1996-09-06 0:00 ` Robert I. Eachus
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