UNIFORM
A Uniform Random Number Generator (RNG)

UNIFORM is a C++ library which returns a sequence of uniformly distributed pseudorandom numbers.

The fundamental underlying random number generator is based on a simple, old, and limited linear congruential random number generator originally used in the IBM System 360. If you want state of the art random number generation, look elsewhere!

The C++ math library already has random number functions, and it is not the purpose of UNIFORM to replace or improve them.

Rather, this library makes it possible to compare certain computations that use uniform random numbers, written in C, C++, FORTRAN77, FORTRAN90, Mathematica, MATLAB, or Python.

Various types of random data can be computed. The routine names are chosen to indicate the corresponding type:

• B, an integer binary value of 0 or 1.
• C4, complex <float>
• C8, complex <double>
• CH, char
• I4, int
• L4, bool
• R4, float
• R8, double

In some cases, a one dimension vector or two dimensional array of values is to be generated, and part of the name will therefore include:

• VEC, vector;
• MAT, a matrix of data;

The underlying random numbers are generally defined over some unit interval or region. Routines are available which return these "unit" values, while other routines allow the user to specify limits between which the unit values are rescaled. The name of a routine will usually include a tag suggestig which is the case:

• 01, the data lies in a nit interval or region;
• AB, the data lies in a scaled interval or region;

The random number generator embodied here is not very sophisticated. It will not have the best properties of distribution, noncorrelation and long period. It is not the purpose of this library to achieve such worthy goals. This is simply a reasonably portable library that can be implemented in various languages, on various machines, and for which it is possible, for instance, to regard the output as a function of the seed, and moreover, to work directly with the sequence of seeds, if necessary.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

UNIFORM is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

ASA183, a C++ library which implements the Wichman-Hill random number generator (RNG).

BOX_BEHNKEN, a C++ library which computes a Box-Behnken design, that is, a set of arguments to sample the behavior of a function of multiple parameters;

CPP_RANDOM, C++ programs which illustrate the use of the C++ random number generator routines.

FAURE, a C++ library which computes elements of a Faure quasirandom sequence.

HALTON, a C++ library which computes elements of a Halton Quasi Monte Carlo (QMC) sequence, using a simple interface.

HAMMERSLEY, a C++ library which computes elements of a Hammersley Quasi Monte Carlo (QMC) sequence, using a simple interface.

NIEDERREITER2, a C++ library which computes elements of a Niederreiter sequence using base 2.

NORMAL, a C++ library which computes elements of a sequence of pseudorandom normally distributed values.

RANDLC, a C++ library which generates a sequence of pseudorandom numbers, used by the NAS Benchmark programs.

RANDOM_SORTED, a C++ library which generates vectors of random values which are already sorted.

RANLIB, a C++ library which produces random samples from Probability Density Functions (PDF's), including Beta, Chi-square Exponential, F, Gamma, Multivariate normal, Noncentral chi-square, Noncentral F, Univariate normal, random permutations, Real uniform, Binomial, Negative Binomial, Multinomial, Poisson and Integer uniform, by Barry Brown and James Lovato.

RNGLIB, a C++ library which implements a random number generator (RNG) with splitting facilities, allowing multiple independent streams to be computed, by L'Ecuyer and Cote.

SOBOL, a C++ library which computes elements of a Sobol quasirandom sequence.

VAN_DER_CORPUT, a C++ library which computes elements of a 1D van der Corput sequence.

Reference:

1. Paul Bratley, Bennett Fox, Linus Schrage,
   A Guide to Simulation,
   Second Edition,
   Springer, 1987,
   ISBN: 0387964673,
   LC: QA76.9.C65.B73.
2. Bennett Fox,
   Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators,
   ACM Transactions on Mathematical Software,
   Volume 12, Number 4, December 1986, pages 362-376.
3. Donald Knuth,
   The Art of Computer Programming,
   Volume 2, Seminumerical Algorithms,
   Third Edition,
   Addison Wesley, 1997,
   ISBN: 0201896842,
   LC: QA76.6.K64.
4. Pierre LEcuyer,
   Random Number Generation,
   in Handbook of Simulation,
   edited by Jerry Banks,
   Wiley, 1998,
   ISBN: 0471134031,
   LC: T57.62.H37.
5. Peter Lewis, Allen Goodman, James Miller,
   A Pseudo-Random Number Generator for the System/360,
   IBM Systems Journal,
   Volume 8, Number 2, 1969, pages 136-143.
6. Stephen Park, Keith Miller,
   Random Number Generators: Good Ones are Hard to Find,
   Communications of the ACM,
   Volume 31, Number 10, October 1988, pages 1192-1201.
7. Eric Weisstein,
   CRC Concise Encyclopedia of Mathematics,
   CRC Press, 2002,
   Second edition,
   ISBN: 1584883472,
   LC: QA5.W45.
8. Barry Wilkinson, Michael Allen,
   Parallel Programming: Techniques and Applications Using Networked Workstations and Parallel Computers,
   Prentice Hall,
   ISBN: 0-13-140563-2,
   LC: QA76.642.W54.

Source Code:

• uniform.cpp, the source code.
• uniform.hpp, the include file.

Examples and Tests:

• uniform_test.cpp, a sample calling program.
• uniform_test.txt, the output file.

List of Routines:

• C4_UNIFORM_01 returns a unit pseudorandom C4.
• C4MAT_UNIFORM_01 returns a unit pseudorandom C4MAT.
• C4MAT_UNIFORM_01_NEW returns a new unit pseudorandom C4MAT.
• C4VEC_UNIFORM_01 returns a unit pseudorandom C4VEC.
• C4VEC_UNIFORM_01_NEW returns a unit pseudorandom C4VEC.
• C8_UNIFORM_01 returns a unit pseudorandom C8.
• C8MAT_UNIFORM_01 returns a unit pseudorandom C8MAT.
• C8MAT_UNIFORM_01_NEW returns a new unit pseudorandom C8MAT.
• C8VEC_UNIFORM_01 returns a unit pseudorandom C8VEC.
• C8VEC_UNIFORM_01_NEW returns a unit pseudorandom C8VEC.
• CH_UNIFORM returns a scaled pseudorandom CH.
• CONGRUENCE solves a congruence of the form ( A * X = C ) mod B.
• DIGIT_TO_CH returns the base 10 digit character corresponding to a digit.
• GET_SEED returns a random seed for the random number generator.
• I4_GCD finds the greatest common divisor of I and J.
• I4_HUGE returns a "huge" I4.
• I4_LOG_10 returns the whole part of the logarithm base 10 of an I4.
• I4_MAX returns the maximum of two I4's.
• I4_MIN returns the smaller of two I4's.
• I4_SEED_ADVANCE "advances" the seed.
• I4_SIGN returns the sign of an I4.
• I4_SWAP switches two I4's.
• I4_TO_S converts an I4 to a string.
• I4_UNIFORM returns a scaled pseudorandom I4.
• I4_UNIFORM_0I is a portable random integer generator.
• I4MAT_UNIFORM returns a scaled pseudorandom I4MAT.
• I4MAT_UNIFORM_NEW returns a new scaled pseudorandom I4MAT.
• I4VEC_MAX returns the maximum element in an I4VEC.
• I4VEC_MEAN returns the mean of an I4VEC.
• I4VEC_MIN returns the minimum element in an I4VEC.
• I4VEC_UNIFORM returns a scaled pseudorandom I4VEC.
• I4VEC_UNIFORM_NEW returns a scaled pseudorandom I4VEC.
• I4VEC_VARIANCE returns the variance of an I4VEC.
• I8_HUGE returns a "huge" I8.
• I8_MAX returns the maximum of two I8's.
• I8_MIN returns the smaller of two I8's.
• I8_UNIFORM returns a scaled pseudorandom I8.
• L_UNIFORM returns a pseudorandom L.
• LCRG_ANBN computes the "N-th power" of a linear congruential generator.
• LCRG_EVALUATE evaluates an LCRG, y = ( A * x + B ) mod C.
• LCRG_SEED computes the N-th seed of a linear congruential generator.
• LMAT_UNIFORM returns a pseudorandom LMAT.
• LMAT_UNIFORM_NEW returns a new pseudorandom LMAT.
• LVEC_UNIFORM_NEW returns a pseudorandom LVEC.
• POWER_MOD computes ( A^N ) mod M.
• R4_ABS returns the absolute value of an R4.
• R4_NINT returns the nearest integer to an R4.
• R4_UNIFORM returns a scaled pseudorandom R4.
• R4_UNIFORM_01 returns a unit pseudorandom R4.
• R4MAT_UNIFORM returns a scaled pseudorandom R4MAT.
• R4MAT_UNIFORM_NEW returns a new scaled pseudorandom R4MAT.
• R4MAT_UNIFORM_01 returns a unit pseudorandom R4MAT.
• R4MAT_UNIFORM_01_NEW returns a new unit pseudorandom R4MAT.
• R4VEC_UNIFORM returns a scaled pseudorandom R4VEC.
• R4VEC_UNIFORM_NEW returns a scaled pseudorandom R4VEC.
• R4VEC_UNIFORM_01 returns a unit unit pseudorandom R4VEC.
• R4VEC_UNIFORM_01_NEW returns a unit unit pseudorandom R4VEC.
• R8_ABS returns the absolute value of an R8.
• R8_NINT returns the nearest integer to an R8.
• R8_UNIFORM returns a scaled pseudorandom R8.
• R8_UNIFORM_01 returns a unit pseudorandom R8.
• R8I8_UNIFORM returns a scaled pseudorandom R8 using an I8 seed.
• R8I8_UNIFORM_01 returns a unit pseudorandom R8 using an I8 seed.
• R8MAT_UNIFORM returns a scaled pseudorandom R8MAT.
• R8MAT_UNIFORM_NEW returns a new scaled pseudorandom R8MAT.
• R8MAT_UNIFORM_01 returns a unit pseudorandom R8MAT.
• R8MAT_UNIFORM_01_NEW returns a new unit pseudorandom R8MAT.
• R8VEC_COPY copies an R8VEC.
• R8VEC_UNIFORM returns a scaled pseudorandom R8VEC.
• R8VEC_UNIFORM_NEW returns a scaled pseudorandom R8VEC.
• R8VEC_UNIFORM_01 returns a unit pseudorandom R8VEC.
• R8VEC_UNIFORM_01_NEW returns a new unit pseudorandom R8VEC.
• TIMESTAMP prints the current YMDHMS date as a time stamp.

You can go up one level to the C++ source codes.