UNIFORM
A Uniform Random Number Generator


UNIFORM is a Mathematica library which return a sequence of uniformly distributed pseudorandom numbers.

The fundamental underlying random number generator in UNIFORM is based on a simple, old, and limited linear congruential random number generator originally used in the IBM System 360.

FORTRAN90 already has the random_number function, which can return pseudorandom numbers rapidly, in bulk, and generally with less correlation than UNIFORM provides.

However, 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 dimension 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.

Package Installation:

In order for the package to be accessible, the package file must be placed in the appropriate place. A typical place is the "Applications" subdirectory of the "User Base Directory". These are directories set up by Mathematica. You can find out where the User Base Directory is by the Mathematica command:

        $UserBaseDirectory
      
Then you need to copy the package file to the "Applications" subdirectory of that directory.

Once the new package has been placed, you should probably run Mathematica and direct it to rebuild the Help database. This will serve to update Mathematica's internal information so that it can explain how the functions in the package are called.

Package Usage:

To use the Uniform functions, the user must first load the package, with the command

        << Uniform.m
      
after which, for the duration of the Mathematica session, the user can invoke the functions with commands like
        new_seed = I4Uniform01[12345]
      
or
        r4 = R4Uniform01[12345]
      

Licensing:

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

Languages:

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.

Reference:

  1. Paul Bratley, Bennett Fox, Linus Schrage,
    A Guide to Simulation,
    Second Edition,
    Springer, 1987,
    ISBN: 0387964673,
    LC: QA76.9.C65.B73.
  2. Bennett Fox,
    Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators,
    ACM Transactions on Mathematical Software,
    Volume 12, Number 4, December 1986, pages 362-376.
  3. Donald Knuth,
    The Art of Computer Programming,
    Volume 2, Seminumerical Algorithms,
    Third Edition,
    Addison Wesley, 1997,
    ISBN: 0201896842,
    LC: QA76.6.K64.
  4. Pierre LEcuyer,
    Random Number Generation,
    in Handbook of Simulation,
    edited by Jerry Banks,
    Wiley, 1998,
    ISBN: 0471134031,
    LC: T57.62.H37.
  5. Peter Lewis, Allen Goodman, James Miller,
    A Pseudo-Random Number Generator for the System/360,
    IBM Systems Journal,
    Volume 8, Number 2, 1969, pages 136-143.
  6. Roman Maeder,
    Programming in Mathematica,
    Second Edition, Addison Wesley, 1991.
  7. Eric Weisstein,
    CRC Concise Encyclopedia of Mathematics,
    CRC Press, 2002,
    Second edition,
    ISBN: 1584883472,
    LC: QA5.W45.
  8. Barry Wilkinson, Michael Allen,
    Parallel Programming: Techniques and Applications Using Networked Workstations and Parallel Computers,
    Prentice Hall,
    ISBN: 0-13-140563-2,
    LC: QA76.642.W54.

Source Code:

Examples and Tests:

List of Routines:

You can go up one level to the Mathematica packages and notebooks.


Last revised on 23 September 2006.