PROGRAM: Lagged Fibonnacci random number generator using addition. Based on the implementation of RANMAR in [James]. AUTHOR: Paul Coddington, Northeast Parallel Architectures Center at Syracuse University,VERSION: 1.1 DATE: May 1995. DESCRIPTION: General lagged Fibonnacci generator using subtraction (equivalent to using addition), with lags p and q, i.e. F(p,q,-) in Marsaglia's notation. The random numbers X(i) are obtained from the sequence: X(i) = X(i-q) - X(i-p) mod M where M is 1 if the X's are taken to be floating point reals in [0,1), as they are here. For good results, the largest lag should be at least 1000, and probably on the order of 10000. The following lags give the maximal period of the generator, which is (2^{p} - 1)*2^{n-1} on integers mod 2^n or reals with n bits in the mantissa (see [Knuth] or [Zerler] for a more complete list). P Q 9689 471 4423 1393 2281 715 1279 418 607 273 521 168 127 63 REFERENCES: P. L'Ecuyer, Random numbers for simulation, Comm. ACM 33:10, 85 (1990). F. James, "A Review of Pseudo-random Number Generators", Comput. Phys. Comm. 60, 329 (1990). D.E. Knuth, The Art of Computer Programming Vol. 2: Seminumerical Methods, (Addison-Wesley, Reading, Mass., 1981). G.A. Marsaglia, A current view of random number generators, in Computational Science and Statistics: The Interface, ed. L. Balliard (Elsevier, Amsterdam, 1985). W. Zerler, Information and Control 15, 67 (1969).