rng_cliff


rng_cliff, an Octave code which computes a sequence of values from the Cliff random number generator (RNG).

In exact arithmetic, the Cliff RNG can be shown to have fixed points, a very bad feature for an RNG. Roundoff seems to ameliorate this problem. However, the Cliff RNG fails a significant number of the DIEHARD RNG tests, and so should not be regarded as a reliable source for random numbers.

Licensing:

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

Languages:

rng_cliff is available in a MATLAB version and an Octave version.

Related Data and Programs:

asa183, an Octave code which implements the Wichman-Hill random number generator (RNG).

faure, an Octave code which computes elements of a Faure quasirandom sequence.

halton, an Octave code which computes elements of a halton quasirandom sequence.

hammersley, an Octave code which computes elements of a hammersley quasirandom sequence.

niederreiter2, an Octave code which computes elements of a niederreiter quasirandom sequence with base 2.

normal, an Octave code which computes a sequence of pseudorandom normally distributed values.

randlc, an Octave code which generates a sequence of pseudorandom numbers, used by the nas benchmark programs.

random_sorted, an Octave code which generates vectors of random values which are already sorted.

ranlib, an Octave code 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.

rng_cliff_test

rnglib, an Octave code which implements a random number generator (rng) with splitting facilities, allowing multiple independent streams to be computed, by l'ecuyer and cote.

sobol, an Octave code which computes elements of a sobol quasirandom sequence.

uniform, an Octave code which implements random number generators (rng's) for a variety of arithmetic types.

van_der_corput, an Octave code which computes elements of a van der corput quasirandom sequence.

Reference:

  1. Cliff Pickover,
    Keys to Infinity,
    Freeman, 1995,
    ISBN: 978-0471118572

Source Code:


Last revised on 17 June 2023.