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Title: Portable random number generator for use in signal processing

Technical Report ·
OSTI ID:5620400

A very simple and highly portable algorithm for generating independent random numbers distributed uniformly over (0,1) is presented. In its simplest form the algorithm requires only six lines of FORTRAN code. It requires an integer word length of at least 32 bits. The algorithm is described and presented in two simple versions. Its properties relating particularly to signal processing applications are presented.

Research Organization:
Sandia National Labs., Albuquerque, NM (USA)
DOE Contract Number:
AC04-76DP00789
OSTI ID:
5620400
Report Number(s):
SAND-81-1933; ON: DE82006831
Country of Publication:
United States
Language:
English