Implementing a Random Number Package with Splitting Facilities

Abstract

A portable set of software tools is described for uniform randomvariates generation. It provides for multiple generators runningsimultaneously, and each generator has its sequence of numberspartitioned into many long 1991 substreams. Simple procedure callsallow the user to make any generator “jump” ahead to thebeginning of its next substream, back to the beginning of its currentsubstream, or back to the beginning of its first substream.…Implementation issues are discussed.…A Pascal implementation for32-bit computers is described. © 1991, ACM. All rights reserved.