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Schrage's method

SUB1 will have too short a cycle for many applications, and in that case we may turn to Schrage's Method (Bratley &al). Here, the modulo must still be less than the largest possible integer which the computer can represent (which I take to be 231-2), but the product is never explicitly evaluated. In this version, magic1 and magic2 are the tried and true 75 and (231 - 1) respectively - values which are to be found in IMSL and other FORTRAN subroutine sources, and which are discussed by Park & Miller (1988). This algorithm is listed as SUB2 in the Appendix.
previous up next print clean
Next: An alternative to Schrage Up: GENERATING RANDOM SEQUENCES Previous: A simple shuffle
Stanford Exploration Project
11/18/1997