ASA183
Wichman-Hill Random Number Generator

ASA183 is a FORTRAN77 library which implements a random number generator (RNG), by Wichman and Hill.

ASA183 is Applied Statistics Algorithm 183. Source code for many Applied Statistics Algorithms is available through STATLIB.

Languages:

ASA183 is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

HALTON, a FORTRAN90 library which computes elements of a Halton quasirandom sequence.

NORMAL, a FORTRAN77 library which computes elements of a sequence of pseudorandom normally distributed values.

RNGLIB, a FORTRAN77 library which implements a random number generator (RNG) with splitting facilities, allowing multiple independent streams to be computed, by L'Ecuyer and Cote.

UNIFORM, a FORTRAN77 library which computes elements of a sequence of pseudorandom uniformly distributed values.

VAN_DER_CORPUT, a FORTRAN90 library which computes elements of a van der Corput quasirandom sequence.

Author:

Original FORTRAN77 version by Brian Wichman and David Hill; This FORTRAN77 version by John Burkardt.

Reference:

1. Pierre LEcuyer,
   Efficient and Portable Combined Random Number Generators,
   Communications of the ACM,
   Volume 31, Number 6, June 1988, pages 742-751.
2. Brian Wichmann, David Hill,
   Algorithm AS 183: An Efficient and Portable Pseudo-random Number Generator,
   Applied Statistics,
   Volume 31, Number 2, 1982, pages 188-190.

Source Code:

• asa183.f, the source code.
• asa183.sh, commands to compile the source code.

Examples and Tests:

• asa183_prb.f, a sample calling program.
• asa183_prb.sh, commands to compile and run the sample program.
• asa183_prb_output.txt, the output file.

List of Routines:

• R4_RANDOM returns a pseudorandom number between 0 and 1.
• R4_UNI returns a pseudorandom number between 0 and 1.
• R8_RANDOM returns a pseudorandom number between 0 and 1.
• R8_UNI returns a pseudorandom number between 0 and 1.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.

You can go up one level to the FORTRAN77 source codes.