UNIFORM is a FORTRAN77 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!
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:
In some cases, a one dimensional vector or two dimensional array of values is to be generated, and part of the name will therefore include:
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:
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.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
UNIFORM is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a Mathematica version and a MATLAB version and a Python version.
ASA183, a FORTRAN77 library which implements the Wichman-Hill random number generator (RNG).
CVT, a FORTRAN90 library which computes elements of a Centroidal Voronoi Tessellation.
FAURE, a FORTRAN90 library which computes elements of a Faure quasirandom sequence.
GRID, a FORTRAN90 library which computes elements of a grid dataset.
HALTON, a FORTRAN90 library which computes elements of a Halton quasirandom sequence.
HAMMERSLEY, a FORTRAN90 library which computes elements of a Hammersley quasirandom sequence.
HEX_GRID, a FORTRAN90 library which computes elements of a hexagonal grid dataset.
HEX_GRID_ANGLE, a FORTRAN90 library which computes elements of an angled hexagonal grid dataset.
IEEE_UNIFORM, a FORTRAN90 library which tries to uniformly sample the discrete set of values that represent the legal IEEE real numbers;
IHS, a FORTRAN90 library which computes elements of an improved distributed Latin hypercube dataset.
LATIN_CENTER, a FORTRAN90 library which computes elements of a Latin Hypercube dataset, choosing center points.
LATIN_EDGE, a FORTRAN90 library which computes elements of a Latin Hypercube dataset, choosing edge points.
LATIN_RANDOM, a FORTRAN77 library which computes elements of a Latin Hypercube dataset, choosing points at random.
LCVT, a FORTRAN90 library which computes a latinized Centroidal Voronoi Tessellation.
NIEDERREITER2, a FORTRAN90 library which computes elements of a Niederreiter quasirandom sequence with base 2.
NORMAL, a FORTRAN77 library which computes elements of a sequence of pseudorandom normally distributed values.
RANDLC, a FORTRAN77 library which generates a sequence of pseudorandom numbers, used by the NAS Benchmark programs.
RANDOM_MPI, a FORTRAN77 program which demonstrates one way to generate the same sequence of random numbers for both sequential execution and parallel execution under MPI.
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.
SOBOL, a FORTRAN90 library which computes elements of a Sobol quasirandom sequence.
SUBPAK, a FORTRAN77 library which includes a routine random_initialize that can be used to try to initialize the seed for the FORTRAN90 random number generator.
UNIFORM_DATASET, a FORTRAN90 program which generates a dataset of uniform pseudorandom values and writes them to a file.
VAN_DER_CORPUT, a FORTRAN90 library which computes elements of a van der Corput quasirandom sequence.
Test files you may copy include:
You can go up one level to the FORTRAN77 source codes.