A FORTRAN CODING OF THE SPECTRAL TEST FOR ASSESSING THE RANDOMNESS AND THE MERIT OF LINEAR CONGRUENTIAL GENERATORS

Authors
  1. Carling, R.
  2. Levine, K.
Corporate Authors
Defence Research Establishment Valcartier, Valcartier QUE (CAN)
Abstract
In the report, a mathematical algorithm known as the spectral test for assessing the randomness and merit of linear congruential generators is presented. Details of how to use our FORTRAN coding of the spectral test on the Honeywell 560 are given. Widely used generators such as RANDU (NUMGEN) and two IMSL generators are assessed by it. Alternative generators are proposed for bad ones not passing the spectral test.
Report Number
DREV-4319/84 —
Date of publication
15 Jan 1984
Number of Pages
33
DSTKIM No
84-01417
CANDIS No
91826
Format(s):
Hardcopy;Originator's fiche received by DSIS

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