[Openmcl-devel] random statistical properties and period?
R. Matthew Emerson
rme at clozure.com
Wed May 6 20:26:35 EDT 2009
On May 6, 2009, at 6:15 PM, Raffael Cavallaro wrote:
> What are the statistical properties and period of CCL's implementation
> of random?
I don't know the answer to this question directly, but CCL's
implementation of RANDOM is based on the "minimal standard" generator
as described in Park and Miller's CACM paper:
CCL uses a multiplier of 48271 (which Park and Miller recommend in http://www.firstpr.com.au/dsp/rand31/p105-crawford.pdf)
instead of 16807.
One thing of note (that might be considered a bug) is that the 32-bit
and 64-bit ports don't produce the same sequence of numbers.
However, the 32-bit ports should produce results that agree with each
other; likewise for the 64-bit ports.
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