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An alternative to Schrage

It is possible that Schrage's Method may be too slow for some real-time applications. In this case SUB3 is an alternative. It is identical in structure to SUB1, but uses DOUBLE PRECISION for the internal arithmetic. It depends on the fact that floating point arithmetic precisely emulates integer arithmetic if all numbers can be kept inthe mantissa. On any particular machine, SUB3 should be first tested against SUB2 for identity of result.
previous up next print clean
Next: Uniform distribution Up: GENERATING RANDOM SEQUENCES Previous: Schrage's method
Stanford Exploration Project
11/18/1997