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Some vectorized random number generators for uniform, normal, and poisson distributions for CRAY X-MP

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References

  • CAL Assembler Version 2 Reference Manual. 1986. CRI Pub. SR-2003.

  • CRAY X-MP Series Model 48 Mainframe Reference Manual. 1984. CRI Pub. HR-0097.

  • Knuth, D. 1969. The Art of Computer Programming, vol. 2, Seminumerical Algorithms, chap. 3. Addison-Wesley, Menlo Park, California.

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  • Marsaglia, G. 1984. A current view of random number generators. Proc., Computer Science and Statistics XVI Symposium on the Interface, Atlanta, Georgia.

  • Marsaglia, G. 1985. Matrices and the structure of random number sequences. Linear Algebra and Its Applications, 24: 3795.

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  • Monte Carlo and Future Computer Architectures. May 2–5, 1983. Conference at Brookhaven National Laboratory.

  • Muller, M. E. 1959. A comparison of methods for generating normal deviates on digital computers. JACM, 6: 376–383.

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  • Teichroew, D. 1953. Thesis, University of North Carolina. See Knuth or Muller above.

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  1. Cray Research, Inc., 330 120th Ave. NE, No. 103, 98005, Bellevue, WA, USA

    W. P. Petersen

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  1. W. P. Petersen
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Petersen, W.P. Some vectorized random number generators for uniform, normal, and poisson distributions for CRAY X-MP. J Supercomput 1, 327–335 (1988). https://doi.org/10.1007/BF00154342

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