ASA183
Wichman-Hill Random Number Generato

ASA183 is a MATLAB library which implements the Wichman-Hill random number generator, as well as a similar generator by L'Ecuyer.

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

Related Data and Programs:

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

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

NORMAL is a FORTRAN90 library which computes elements of a sequence of pseudorandom normally distributed values.

UNIFORM is a FORTRAN90 library which computes elements of a sequence of pseudorandom uniformly distributed values.

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

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:

• r8_random.m, returns a pseudorandom number between 0 and 1.
• r8_uni.m, returns a pseudorandom number between 0 and 1.
• timestamp.m, prints out the current YMDHMS date as a timestamp.

Examples and Tests:

• asa183_test.m, calls all the tests.
• asa183_test_output.txt, the output file.
• asa183_test01.m, tests R8_RANDOM.
• asa183_test02.m, tests R8_RANDOM.
• asa183_test03.m, tests R8_RANDOM.
• asa183_test04.m, tests R8_UNI.
• asa183_test05.m, tests R8_UNI.
• asa183_test06.m, tests R8_UNI.

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