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Re: How good is Randomu? [message #57967 is a reply to message #57962]

Fri, 04 January 2008 09:55

Brian Larsen
Messages: 270
Registered: June 2006

Senior Member

From the IDL help on randomu

""The random number generator is taken from: "Random Number
Generators: Good Ones are Hard to Find", Park and Miller,
Communications of the ACM, Oct 1988, Vol 31, No. 10, p. 1192. To
remove low-order serial correlations, a Bays-Durham shuffle is added,
resulting in a random number generator similar to ran1() in Section
7.1 of Numerical Recipes in C: The Art of Scientific Computing (Second
Edition), published by Cambridge University Press.""

I don't have my copy of Numerical Recipes handy but it is also online
so you can read how good ran1() is. My gut feeling is that if you
want 10^9 random numbers randmonu() is probably not good (or fast)
enough. My gut says to use ran3() from Numerical Recipes build in C
can called via dlm for the large period and speed.

Cheers,

Brian

------------------------------------------------------------ --------------
Brian Larsen
Boston University
Center for Space Physics

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[Message index]

		Re: How good is Randomu? By: wita on Mon, 07 January 2008 02:32
		Re: How good is Randomu? By: Rick Towler on Fri, 04 January 2008 10:24
		Re: How good is Randomu? By: Brian Larsen on Fri, 04 January 2008 09:55

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