Path: utzoo!utgpu!jarvis.csri.toronto.edu!mailrus!bbn!apple!desnoyer
From: desnoyer@Apple.COM (Peter Desnoyers)
Newsgroups: comp.lang.c
Subject: Re: 35bits random generator
Message-ID: <25553@apple.Apple.COM>
Date: 9 Feb 89 19:08:02 GMT
References: <7217@june.cs.washington.edu>
Organization: Apple Computer Inc, Cupertino, CA
Lines: 61

If anyone needs a reliable random number generator, this is the
generator used in SIMSCRIPT II. It is a linear congruential generator,
and passes various tests for goodness. Just remember that you can use
multiple seeds - NEVER do something like

    if (random(seed) < 0.00001)	/* discrete time Poisson arrivals */
       packet_size = (MAX_SIZE) * random(seed);    /* same seed */

Use two different seeds instead.  (Why is this bad? Why isn't
mean(packet_size) equal to MAX_SIZE/2?  These questions are left for
the reader.)

				Peter Desnoyers

--- code follows ---

/*****************************************************************************
* file: rnd.c                                                                *
* description: implementation of random number generator used in             *
*              SIMSCRIPT II. provides uniform and exponentially distributed  *
*              numbers.                                                      *
*       Peter Desnoyers - 7/28/87                                            *
*****************************************************************************/

/*** INCLUDES ***/
#include <math.h>

/*** DEFINES ***/
#define MODULUS 2147483647

/*** EXTERNALS ***/
extern double log();

/*****************************************************************************
* function: random_u                                                         *
* arguments: int * seed                                                      *
* returns: double                                                            *
* value: random number uniformly distributed over (0,1)                      *
*****************************************************************************/

double
random_u( seed)
  int * seed;
{
    * seed = ((unsigned)(*seed * 1078318381)) % MODULUS;
    return ((double) *seed / MODULUS);
}

/*****************************************************************************
* function: random_e                                                         *
* arguments: int * seed                                                      *
* returns: double                                                            *
* value: exponentially distributed random variable with mean 1               *
*****************************************************************************/

double
random_e( seed)
  int * seed;
{
    return (-1.0 * log( random_u( seed)));
}