Pseudo-Random Numbers

The routines for creating pseudo-random numbers in this library all have a period of 2$^{26}$ and 6-7 digits accuracy. They are based upon code by Ahrens, Dieter, & Grube. They use a multiplicative congruential generator which is certainly not the state of the art and may not be suitable for critical or sophisticated use.

The routines are:

• PDA_RAND (NETLIB/TOMS599)
  Returns uniform pseudo-random numbers in the range 0 to 1.

• PDA_RNEXP (NETLIB/TOMS599)
  Draws pseudo-random numbers from an exponential distribution.

• PDA_RNGAM (NETLIB/TOMS599)
  Draws pseudo-random numbers from a Gamma-function distribution.

• PDA_RNNOR (NETLIB/TOMS599)
  Draws pseudo-random numbers from a Normal distribution of specified mean and standard deviation.

• PDA_RNPOI (NETLIB/TOMS599)
  Draws pseudo-random numbers from a Poisson distribution of specified mean.

• PDA_RNSED (NETLIB/TOMS599)
  Sets the seed. This must be called before any of the other random-number routines.