View Full Version : Random Number Algorithm
R. T. (Fortran Man)
12-30-2003, 12:00 AM
What is the algorithm used for the RANDOM_NUMBER function?
Lahey Support
12-30-2003, 12:15 AM
For all versions of LF90 and for the Windows versions of LF95, the pseudorandom number generator technology is based on Lehmer's pure multiplicative congruential algorithm, as discussed in the article "A Study of 64-bit Multipliers for Lehmer Pseudorandom Number Generators" by Iosif G. Dyadkin and Kenneth G. Hamilton. The article was published in volume 103 of Computer Physics Communications (Elsevier B. V., Amsterdam) in 1997. The abstract reference is "Computer Physics Communications 103 (1997) 103-130."
The Linux version of RANDOM_NUMBER is based on the RANU2 function in the SSL2 libraries. This function also uses Lehmer's congruential algorithm. For additional information, consult the SSLII documentation for the RANU2 function, available on the Lahey website (www.lahey.com).
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