By George Marsaglia, T. A. Bray
Communications of the ACM,
November 1968,
Vol. 11 No. 11, Pages 757-759
10.1145/364139.364158
Comments
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.
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