[Quantlib-dev] [ quantlib-Bugs-538118 ] bug in Knuth uniform rnd gen

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Bugs item #538118, was opened at 2002-04-01 17:05
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Category: None
Group: None
Status: Closed
Resolution: None
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: bug in Knuth uniform rnd gen

Initial Comment:
In function ranf_arr_cycle should be generated 
1009 "random" numbers, but used only 100 of them.
Knuth puts -1 on 100th place in array to bound output.

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Comment By: Nobody/Anonymous (nobody)
Date: 2002-04-04 14:11

Message:
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New 2002 thing is related to ranf_start, he improved 
initialization algorithm.
QUALITY thing is discussed in 3rd edition of Seminumerical 
Algorithms. He says there that it is good to skip chunk of 
numbers for programs, which require many random numbers 
simultaneously (Especially MonteCarlo simulation).


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Comment By: Nobody/Anonymous (nobody)
Date: 2002-04-04 14:11

Message:
Logged In: NO 

New 2002 thing is related to ranf_start, he improved 
initialization algorithm.
QUALITY thing is discussed in 3rd edition of Seminumerical 
Algorithms. He says there that it is good to skip chunk of 
numbers for programs, which require many random numbers 
simultaneously (Especially MonteCarlo simulation).


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Comment By: Luigi Ballabio (lballabio)
Date: 2002-04-03 02:00

Message:
Logged In: YES 
user_id=75450

Maybe the extract 1009, use 100 thing was added by Knuth afterwards? He 
speaks of it as a 2002 thing.
However, it is fixed in CVS now.


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http://sourceforge.net/tracker/?func=detail&atid=112740&aid=538118&group_id=12740