uniform

uniform, an Octave code 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:

• B, an integer binary value of 0 or 1.
• C8, complex ( double precision )
• CH, character
• I4, integer ( single precision )
• L4, a logical value.
• R8, real ( double precision )

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:

• VEC, vector;
• MAT, a matrix of data;

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:

• 01, the data lies in a nit interval or region;
• AB, the data lies in a scaled interval or region;

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.

Licensing:

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

Languages:

uniform is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.

Related Data and Programs:

uniform_test

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.

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.

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.

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

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. Stephen Park, Keith Miller,
   Random Number Generators: Good Ones are Hard to Find,
   Communications of the ACM,
   Volume 31, Number 10, October 1988, pages 1192-1201.
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:

• bvec_print.m, prints a BVEC.
• bvec_uniform.m, returns a random BVEC (a binary vector).
• c8_uniform_01.m, returns a unit pseudorandom C8.
• c8mat_print.m, prints a C8MAT.
• c8mat_print_some.m, prints some of a C8MAT.
• c8mat_uniform_01.m, returns an array of unit pseudorandom double precision complex numbers.
• c8vec_print.m, prints a C8VEC.
• c8vec_uniform_01.m, returns a unit pseudorandom C8VEC.
• ch_uniform_ab.m, returns a scaled pseudorandom CH.
• congruence.m, solves a congruence of the form A * X = C ( mod B ).
• i4_key_advance.m, "advances" the key.
• i4_sign.m, returns the sign of an I4.
• i4_uniform_0i.m, returns a pseudorandom I4 between 1 and 2^(31)-1.
• i4_uniform_ab.m, returns a scaled random I4 between A and B.
• i4mat_print.m, prints an I4MAT;
• i4mat_print_some.m, prints some of an I4MAT;
• i4mat_uniform_ab.m, returns a scaled pseudorangom I4MAT.
• i4vec_print.m, prints an I4VEC.
• i4vec_uniform_ab.m, returns a scaled pseudorandom I4VEC.
• l4_uniform.m, returns a scaled random L4 (a logical value).
• l4mat_print.m, prints an L4MAT;
• l4mat_print_some.m, prints some of an L4MAT;
• l4mat_uniform.m, returns a random L4MAT (a logical matrix).
• l4vec_print.m, prints an L4VEC.
• l4vec_uniform.m, returns a random L4VEC (a logical vector).
• lcrg_anbn.m, computes the "N-th power" of a linear congruential generator.
• lcrg_evaluate.m, evaluates an LCRG, y = ( A * x + B ) mod C.
• lcrg_key.m, computes the N-th key of a linear congruential random number generator.
• power_mod.m, computes mod ( A^N, M ).
• r8_uniform_01.m, returns a unit pseudorandom R8.
• r8_uniform_ab.m, returns a scaled pseudorandom R8.
• r8col_uniform_abvec.m, fills an R8COL with scaled pseudorandom numbers.
• r8mat_print.m, prints an R8MAT;
• r8mat_print_some.m, prints some of an R8MAT;
• r8mat_uniform_01.m, returns a unit pseudorandom R8MAT.
• r8mat_uniform_ab.m, returns a scaled pseudorandom R8MAT.
• r8row_uniform_abvec.m, fills an R8ROW with scaled pseudorandom numbers.
• r8vec_normal_01.m, returns a unit normal random R8VEC.
• r8vec_print.m, prints an R8VEC.
• r8vec_uniform_01.m, returns a unit pseudorandom R8VEC.
• r8vec_uniform_ab.m, returns a scaled pseudorandom R8VEC.
• r8vec_uniform_abvec.m, returns a scaled pseudorandom R8VEC.
• r8vec_uniform_unit.m, returns a random unit vector.
• s_len_trim.m, returns the length of a string to the last nonblank.