Some portable very-long-period random number generators

Abstract

It is found that a proposed random number generator ran2, recently presented in the Numerical Recipes column [W. H. Press and S. A. Teukolsky, Comput. Phys. 6, 521–524 (1992)], is a good one, but a number of generators are presented that are at least as good and are simpler, much faster, and with periods ‘‘billions and billions’’ of times longer. They are presented not necessarily to supplant ran2, but to put it in perspective. Any serious user of Monte Carlo methods should have a variety of random number generators from which to choose. In addition to two specific programs, one in Fortran and one in C, a framework is offered within which the readers can easily fashion their own generators with periods ranging from 1027–10101.