TOMS370
General Random Number Generator

TOMS370 is a FORTRAN77 library which implements ACM TOMS algorithm 370, for producing random samples from an arbitrary Probability Density Function (PDF).

The text of many ACM TOMS algorithms is available online through ACM: http://www.acm.org/pubs/calgo or NETLIB: http://www.netlib.org/toms/index.html.

Usage:

call randg ( l, x, r, y )

where L is a nonzero odd seed value, which is updated on output, X is a vector of length 257, prepared by RANDGI, R is a vector of length 256, prepared by RANDGI, Y is output as a random value sampled from the PDF.

Languages:

TOMS370 is available in a FORTRAN77 version.

Related Data and Programs:

NORMAL, a FORTRAN77 library which includes routines for sampling normal PDF's.

PROB, a FORTRAN90 library which contains routines for sampling from a wide range of PDF's.

UNIFORM, a FORTRAN77 library which includes routines for sampling uniform PDF's.

Reference:

1. Edgar Butler,
   Algorithm 370: General Random Number Generator,
   Communications of the ACM,
   Volume 13, Number 1, January 1970, pages 49-52.
2. LG Proll,
   Remark on Algorithm 370,
   General Random Number Generator,
   Communications of the ACM,
   ?.

Source Code:

• toms370.f, the source code.
• toms370.sh, commands to compile the source code.

Examples and Tests:

• toms370_prb.f, a sample calling program.
• toms370_prb.sh, commands to compile and run the sample program.
• toms370_prb_output.txt, the output from a run of the sample program.

List of Routines:

• RANDG returns random samples from an arbitrary PDF.
• RANDGI initializes data for RANDG.

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