A RANDOM NUMBER GENERATOR FOR PCS

It is now possible to do serious scientific work on personal computers (PC's). Many simulation studies, whether exploratory or for production runs, call for random numbers. We offer here a new kind of random number generator with implementation tailored specifically for PC's using Intel 8088/8086 or 80286/80386 processors. A floating-point coprocessor is not required or even useful for the generator, although, of course, a coprocessor may help other parts of a simulation. The generator has an extremely long period - some 21407 - requires only 43 stored values and uses only one arithmetic operation: subtraction. It is one of a new class of generators that we have recently developed. They are called add-with-carry and subtract-with-borrow generators. Related to lagged-Fibonacci generators, the new class has an interesting underlying theory, astonishingly long periods and provable uniformity for full sequences. This article describes a machine language subroutine that provides 32-bit random integers as well as uniform (single precision) reals with standard 24-bit fractions. © 1990.