RANDOM NUMBER GENERATORName:
Much research has been devoted to developing good uniform random number generators. Dataplot now supports a number of alternative uniform random number generators.
Note that the default generator (i.e., the one that has been in Dataplot for many years) is based on Fibonacci sequence as defined by Marsagalia. Note that this is equivalent to the generator UNI of Jim Blue, David Kahaner, and George Marsagalia that is in the NIST CMLIB library.
Support is now provided for a linear congruential generator written by Fullerton (NIST CMLIB routine RUNIF) and a multiplicative congruential generator (ACM algorithm 599). In addition, two generators based on the generalized feedback shift register (GFSR) methods are supported. The first is based on the original algorithm of Lewis and Payne (Journal of the ACM, Volume 20, pp. 456-468). The second is an alternative implementation given by Fushimi and Tezuka (Journal of the ACM, Volume 26, pp. 516-523). Both are based on codes given by Monohan (2000) in "Numerical Methods of Statistics". Support is also provided for the Applied Statistics algorithm 183. AS183 is based on the fractional part of the sum of 3 multiplicative congruential generators. It requires 3 integers be specified initially. Dataplot uses the multiplicative congruenetial generator (which depends on the SEED command) to randomly generate these 3 integers.
These 6 generators are used to generate uniform random numbers. Random numbers for other distributions are then derived from these uniform random numbers.
Note that you can use the SEED command to change the random numbers generated as well. The SEED does not apply to the two GFSR generators (these each have their own initialization routines).
where <generator> is one of the following:
SET RANDOM NUMBER GENERATOR LINEAR CONGRUENTIAL
SET RANDOM NUMBER GENERATOR MULTIPLICATIVE CONGRUENTIAL
SET RANDOM NUMBER GENERATOR GFSR
SET RANDOM NUMBER GENERATOR FUSHIMI
SET RANDOM NUMBER GENERATOR AS183
John Monohan (2000), "Numerical Analysis for Statistics," Oxford University Press.
Pierre L'Ecuyer (1996), "Combined Multiple Recursive Random Number Generators," Operations Research 44, pp. 816-822.
M. Luscher (1994), Computer Physics Communications, 79, 100.
F. James (1994), Computer Physics Communications, 79, 111.
David Kahaner, Cleve Moler and Stephen Nash (1989), "Numerical Methods and Software," Prentice-Hall.
2003/5: Added support for the the Alan Genz and Luxury random number generators
2003/10: Added support for the the Fibonacci-Congruential and Mersenne Twister random number generators
title case asis case asis . multiplot corner coordinates 0 0 100 100 multiplot scale factor 2 multiplot 2 2 . let y = uniform random numbers for i = 1 1 1000 title Dataplot (Fibonacci) Random Numbers uniform prob plot y move 50 8 just center text PPCC = ^ppcc . set random number generator linear congruential let y2 = uniform random numbers for i = 1 1 1000 title Linear Congruential Random Numbers uniform prob plot y2 move 50 8 just center text PPCC = ^ppcc . set random number generator multiplicative congruential let y3 = uniform random numbers for i = 1 1 1000 title Multiplicative Congruential Random Numbers uniform prob plot y3 move 50 8 just center text PPCC = ^ppcc . end of multiplot
NIST is an agency of the U.S.
Date created: 05/31/2002
NIST is an agency of the U.S. Commerce Department.
Date created: 05/31/2002