T. A. Bray
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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 programs discussed here.
A fast procedure for generating exponential random variables
A very fast method for generating exponential random variables in a digital computer is outlined.
A fast procedure for generating normal random variables
A technique for generating normally distributed random numbers is described. It is faster than those currently in general use and is readily applicable to both binary and decimal computers.
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