Random numbers

Mike Goss goss at SNOW-WHITE.MERIT-TECH.COM
Tue Jun 27 10:40:50 AEST 1989


In regard to the discussion on random numbers, it is normally not
wise to trust any random number generator that comes with an operating
system or C compiler.  These random number generators usually don't
generate very good random numbers.  If you really need good random
numbers (and want to know what constitutes "good" random numbers),
I recommend the following sources:

Press, Flannery, Teukolsky, and Vetterling, "Numerical Recipes in C."
	An excellent source of algorithms not only for random numbers,
	but a wide variety of other computations.  C source code is
	included for all algorithms.  The companion volume "Numerical
	Recipes" has the same algorithms in (yecch) FORTRAN.

Knuth, "Seminumerical Algorithms."  One of the best discussions
	of random numbers, and various statistical tests for randomness.
	Unfortunately, the (rare) source code is given is in
	MIX, which has the dubious distinction of being an assembly
	language for a non-existent computer.
	


Mike Goss
Merit Technology Inc.



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