Description:
This is a
simple random number generator providing deviates in the range 0 to 1, with period of
2∗∗26,
and to 6 or 7 digits accuracy. It is based upon Ahrens, Dieter & Grube’s TOMS599 routines. Note
that there is no STATUS argument for efficiency.
Invocation
RESULT = PDA_RAND( X
)
Arguments
X = REAL (Given)
This is a dummy variable required by the Fortran
standard.
Returned Value
PDA_RAND = REAL
The pseudo-random deviate.
Prior
Requirements
The initial seed MUST be set using routine PDA_RNSED (equivalent to NAG’s
G05CBF). If it has not, there is no guarantee that sensible values will be returned from
this function.
References
Ahrens, J.H., Dieter, U. & Grube, A., 1970, "Pseudo-random
numbers: a new proposal for the choice of multiplicators", Computing, 6, pp.121–138.