ASA183
Wichman-Hill Random Number Generator


ASA183 is a C++ library which implements a pseudorandom number generator, by Wichman and Hill.

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

Licensing:

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

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:

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

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

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

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.

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

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

Author:

Original FORTRAN77 version by Brian Wichman and David Hill; Matlab 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:

Examples and Tests:

List of Routines:

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


Last revised on 08 July 2008.