Xref: utzoo sci.math:13161 comp.graphics:14158 Path: utzoo!attcan!uunet!abcfd20.larc.nasa.gov!ipsun.larc.nasa.gov!jcburt From: jcburt@ipsun.larc.nasa.gov (John Burton) Newsgroups: sci.math,comp.graphics Subject: Re: question regarding random numbers Message-ID: <1990Oct31.170640.15585@abcfd20.larc.nasa.gov> Date: 31 Oct 90 17:06:40 GMT References: <29358@pasteur.Berkeley.EDU> <1990Oct31.112427.694@jarvis.csri.toronto.edu> Sender: news@abcfd20.larc.nasa.gov (USENET File Owner) Organization: NASA Langley Research Center, Hampton, VA USA Lines: 40 In article <1990Oct31.112427.694@jarvis.csri.toronto.edu> mccool@dgp.toronto.edu (Michael McCool) writes: >>There is one general method of getting random variables given an arbitrary ^^^ Just ONE method??? >>distribution. It is known under the handy name of Metropolis-Rosenbluth- >>-Rosenbluth-Teller-Teller-algorithm. >>As such random numbers are very important for the numerical integration >>of high-dimensional integrals (High meaning something of the order of 10^23 >>dimensions) using Monte-Carlo methods, this algorithm should be described >>in any text-book on numerical methods. I am having "Computational Physics" ^^^ Perhaps you should read the article by Park & Miller "Random Number Generators: Good Ones are Hard to Find", CACM 31/10 (1988) pp1192-1201. Many results obtained from "common" random number generators are questionable primarily due to the lack of randomness of the generator. >>by Steven E.Koonin here at hand. The algorithm is quite simple, really, >>so if there is demand I can describe it to the net. > >> Carl Edman > >And this is why the patent by Pixar for stochastic sampling is so bogus: >it is patenting theory that is already well-known and in the public domain. >You can't patent EVERY APPLICATION of the same method. > Agreed! >Michael McCool@dgp.toronto.edu If you are interested in learning something about generating random numbers, a good introduction is the Park & Miller article. Another good article on RNGs is "Random Numbers for Simulation", by Pierre L'Ecuyer, CACM 33/10, October 1990, pp 85-97 John Burton (jcburt@cs.wm.edu) (jcburt@ipsun.larc.nasa.gov)