One-Line Random Number Generators and Their Use in Combinations

Some one-line random number generators, i.e.
generators requiring a single FORTRAN instruction 
are discussed, and some short FORTRAN programs which
mix several such generators are described.  The 
aim is to provide methods for incorporating random number
generators directly in FORTRAN programs, by 
means of a few in-line instructions.  The advantages are
speed (avoiding linkage to and from a subroutine), 
convenience, and versatility.  Anyone wishing to experiment
with generators, either using congruential 
generators by themselves or mixing several generators
to provide a composite with potentially better 
statistical properties than the library generators
currently available, may wish to consider some of 
the simple FORTRAN program discussed here. 

CACM November, 1968

Marsaglia, G.
Bray, T. A.

random number generation, Monte Carlo, simulation

5.5

CA681105 JB February 21, 1978  2:54 PM

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