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One-line random number generators and their use in combinations

By George Marsaglia, T. A. Bray

Communications of the ACM, Vol. 11 No. 11, Pages 757-759

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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