RANLIB
Random Number Generators

RANLIB a FORTRAN77 library which can generate samples from a variety of probability density functions.

The routines, and the probability density functions they sample, include:

• GENBET, Beta distribution;
• GENCHI, Chi-Square distribution;
• GENEXP, Exponential distribution;
• GENF, F distribution;
• GENGAM, Gamma distribution;
• GENMN, multivariate normal distribution;
• GENMUL, multinomial distribution;
• GENNCH, noncentral Chi-Square distribution;
• GENNF, noncentral F distribution;
• GENNOR, normal distribution;
• GENUNF, uniform distribution on [0,1];
• IGNBIN, binomial distribution;
• IGNLGI, uniform distribution on integers between 1 and 2147483562;
• IGNNBN, negative binomial distribution.
• IGNPOI, Poisson distribution.
• IGNUIN, uniform distribution on integers in a given range.

Related Data and Programs:

CVT, a FORTRAN90 library which computes elements of a Centroidal Voronoi Tessellation.

FAURE, a FORTRAN90 library which computes elements of a Faure quasirandom sequence.

GRID, a FORTRAN90 library which computes elements of a grid dataset.

HALTON, a FORTRAN90 library which computes elements of a Halton quasirandom sequence.

HAMMERSLEY, a FORTRAN90 library which computes elements of a Hammersley quasirandom sequence.

HEX_GRID, a FORTRAN90 library which computes elements of a hexagonal grid dataset.

HEX_GRID_ANGLE, a FORTRAN90 library which computes elements of an angled hexagonal grid dataset.

IHS, a FORTRAN90 library which computes elements of an improved distributed Latin hypercube dataset.

LATIN_CENTER, a FORTRAN90 library which computes elements of a Latin Hypercube dataset, choosing center points.

LATIN_EDGE, a FORTRAN90 library which computes elements of a Latin Hypercube dataset, choosing edge points.

LATIN_RANDOM, a FORTRAN90 library which computes elements of a Latin Hypercube dataset, choosing points at random.

LCVT, a FORTRAN90 library which computes a latinized Centroidal Voronoi Tessellation.

NIEDERREITER2, a FORTRAN90 library which computes elements of a Niederreiter quasirandom sequence with base 2.

NORMAL, a FORTRAN77 library which computes elements of a sequence of pseudorandom normally distributed values.

SOBOL, a FORTRAN90 library which computes elements of a Sobol quasirandom sequence.

UNIFORM, a FORTRAN77 library which computes elements of a pseudorandom uniform sequence.

VAN_DER_CORPUT, a FORTRAN90 library which computes elements of a van der Corput quasirandom sequence.

Reference:

1. Joachim Ahrens, Ulrich Dieter,
   Computer Methods for Sampling From the Exponential and Normal Distributions,
   Communications of the ACM,
   Volume 15, Number 10, October 1972, pages 873-882.
2. Joachim Ahrens, Ulrich Dieter,
   Generating Gamma Variates by a Modified Rejection Technique,
   Communications of the ACM,
   Volume 25, Number 1, January 1982, pages 47-54.
3. Joachim Ahrens, Ulrich Dieter,
   Computer Generation of Poisson Deviates From Modified Normal Distributions,
   ACM Transactions on Mathematical Software,
   Volume 8, Number 2, June 1982, pages 163-179.
4. Joachim Ahrens, Ulrich Dieter,
   Computer Methods for Sampling from Gamma, Beta, Poisson and Binomial Distributions,
   Computing,
   Volume 12, Number 3, September 1974, pages 223-246.
5. Joachim Ahrens, Ulrich Dieter,
   Extensions of Forsythe's Method for Random Sampling from the Normal Distribution,
   Mathematics of Computation,
   Volume 27, Number 124, October 1973, page 927-937.
6. Russell Cheng,
   Generating Beta Variates with Nonintegral Shape Parameters,
   Communications of the ACM,
   Volume 21, 1978, pages 317-322.
7. Luc Devroye,
   Non-Uniform Random Variate Generation,
   Springer, 1986,
   ISBN: 0387963057,
   LC: QA274.D48.
8. Voratas Kachitvichyanukul, Bruce Schmeiser,
   Binomial Random Variate Generation,
   Communications of the ACM,
   Volume 31, Number 2, February 1988, page 216-222.
9. Pierre LEcuyer, Serge Cote,
   Implementing a Random Number Package with Splitting Facilities,
   ACM Transactions on Mathematical Software,
   Volume 17, 1991, pages 98-111.

Source Code:

• ranlib.f, the source code.
• ranlib.sh, commands to compile the source code.

Examples and Tests:

• ranlib_prb.f, a sample calling program.
• ranlib_prb.sh, commands to compile and run the sample program.
• ranlib_prb_output.txt, the output from a run of the sample program.

List of Routines:

• ADVNST advances the state of the current generator.
• GENBET generates a BETA random deviate.
• GENCHI generates a Chi-Square random deviate.
• GENEXP generates an exponential random deviate.
• GENF generates an F random deviate.
• GENGAM generates a Gamma random deviate.
• GENMN generates a multivariate normal deviate.
• GENMUL generates a multinomial random deviate.
• GENNCH generates a noncentral Chi-Square random deviate.
• GENNF generates a noncentral F random deviate.
• GENNOR generates a normal random deviate.
• GENPRM generates and applies a random permutation to an array.
• GENUNF generates a uniform random deviate.
• GETCGN gets the index of the current random number generator.
• SETCGN sets the current random number generator.
• GETSD returns the value of the random number generator seeds.
• IGNBIN generates a binomial random deviate.
• IGNLGI generates a random positive integer.
• IGNNBN generates a negative binomial random deviate.
• IGNPOI generates a Poisson random deviate.
• IGNUIN generates a random integer in a given range.
• INITGN initializes the current random number generator.
• INRGCM initializes the random number generator common memory.
• LENNOB counts the length of a string, ignoring trailing blanks.
• MLTMOD carries out modular multiplication.
• PHRTST converts a phrase to a pair of random number generator seeds.
• QRGNIN determines whether the random number generator was initialized.
• QRGNSN records whether the random number generator was initialized.
• RANF returns a uniform random number.
• SETALL sets the initial seeds of all the generators.
• RGNQSD queries whether the random number seed was set.
• SETANT sets the antithetic switch.
• SETGMN sets the routine that generates multivariate normal deviates.
• SETSD sets the seed of the current random number generator.
• SEXPO evaluates the standard exponential distribution.
• SGAMMA evaluates the standard Gamma distribution.
• SNORM evaluates the standard normal distribution.
• COVAR computes the covariance of two vectors.
• PRCOMP prints covariance information.
• SETCOV sets a covariance matrix from variance and common correlation.
• STATS computes statistics.
• TRSTAT returns the mean and variance for distributions.

You can go up one level to the FORTRAN77 source codes.