A Comparison of Multivariate Normal Generators Three methods for generating outcomes on multivariate normal random vectors with a specified variance-covariance matrix are presented. A comparison is made to determine which method requires the least computer execution time and memory space when utilizing the IBM 360/67. All methods use as a basis a standard Gaussian random number generator. Results of the comparison indicate that the method based on triangular factorization of the covariance matrix generally requires less memory space and computer time than the other two methods. CACM December, 1972 Barr, D. R. Sezak, N. L. random number generator, normal distribution, multivariate normal distribution, multivariate normal generator 3.65 5.5 CA721206 JB January 27, 1978 11:19 AM 1708 4 2249 1781 4 2249 1826 4 2249 1860 4 2249 1972 4 2249 2156 4 2249 2168 4 2249 2249 4 2249 2249 4 2249 2249 4 2249 2314 4 2249 2719 4 2249 2736 4 2249 2736 4 2249 2833 4 2249 3074 4 2249 1626 5 2249 1708 5 2249 1853 5 2249 2249 5 2249 2249 5 2249 2249 5 2249