Basic HTML version of Foils prepared 21 October 1995

Foil 11 How do computers get random numbers?

From CPS615 Foils -- set D:Statistics and Random Numbers CPS615 Basic Simulation Track for Computational Science -- Fall Semester 95. by Geoffrey C. Fox


1 Intuitively, random numbers come from large physical systems whose size implies that different atoms act (decay) independently, e.g. observed time of decay of radioactive particle is a random number.
2 Computers generate "pseudo random numbers"
  • For instance, with the sequence
3 xn+1 = (axn + c) mod m
  • where certain choices of a, c, m are good.
4 See Knuth1 or Numerical Recipes2.
5 1) Knuth, D.E., "Seminumerical Algorithms "Vol. 2, The Art of Computer Programming, Addison-Wesley Publishing Co.1969
6 2) Flannery,B.P., Press,W.H., Teukolsky,S.A., Vetterling,W.T., "Numerical Recipes in Fortran", The Art of Scientific Computing, Cambridge University Press 1992

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