Additive COngruential Random Number (ACORN)

Introduction

The Additive COngruential Random Number (ACORN) generator is a pseudo random number generator which gives rise to sequences that are approximately uniformly distributed on the interval (0,1). The ACORN generator, implemented in the form of two Fortran subroutines, along with its documentation, is available here. Details of the generator can be obtained from the Description and References section of the documentation for the IACORN subroutine or from the references listed below.

The primary purpose for making the ACORN generator publicly available, other than to give our users a wider choice of solutions to their problems, is to elicit feedback. Although the ACORN random number generator has been put through an extensive series of tests the nature of random number generators is such that sometimes deficiencies only come to light after extensive periods of use and then only in a small number of problems. Therefore if you use the ACORN number generator we would appreciate any feedback, either positive or negative, on how well it performed and to this end there is an online comment form at the end of this page.

As this implementation and the ACORN generator itself are still being tested NAG does not accept any responsibility for the performance of this software or the consequences of its use.

References

Wikramaratna R S (1989) ACORN - A new method for generating sequences of uniformly distributed pseudo-random numbers J. Compt. Phys. 83, 16-31.

Wikramaratna R S (1990) Theoretical analysis of the ACORN random number generator SIAM Conference on Applied Probability in Science and Engineering, New Orleans, Louisiana.

Wikramaratna R S (1992) Theoretical background for the ACORN random number generator AEA Petroleum Services Report AEA-APS-0244.

Wikramaratna R S (2000) Pseudo-random number generation for parallel Monte Carlo - A splitting approach SIAM News, Volume 33, Number 9.

Comment Form