Additive Congruential Random Number (ACORN)The Additive COngruential Random Number (ACORN) generator (Wikranaratna, 1989) is a pseudo random number generator which gives rise to sequences that are approximately uniformly distributed on the interval (0,1). As of Mark 22 of the Fortran and Mark 9 of the C library the ACORN generator is included as one of the base generators available in the NAG libraries. We have therefore removed the version that was available for download from this page. A trial version of the NAG Fortran and C libraries can be obtained by clicking here and completing the trial request form. Additional information on the ACORN generator, along with a list of references, is available in the G05 chapter introduction of the NAG library manual. Wikramaratna R S (1989) ACORN - A new method for generating sequences of uniformly distributed pseudo-random numbers J. Compt. Phys. 83, 16-31. Wikramaratna R S (1990) Theoretical analysis of the ACORN random number generator SIAM Conference on Applied Probability in Science and Engineering, New Orleans, Louisiana. Wikramaratna R S (1992) Theoretical background for the ACORN random number generator AEA Petroleum Services Report AEA-APS-0244. Wikramaratna R S (2000) Pseudo-random number generation for parallel Monte Carlo - A splitting approach SIAM News, Volume 33, Number 9. The 2000 reference is available electronically here [pdf]. |
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