Scientific Computing (IDC-102)- 2 lecture module on Random Numbers

Objectives:

This 2 lecture and 1 practical module will touch on aspects of randomness, random numbers, types, pseudo- and quasi-random numbers and how to test for randomness. It will conclude with a practical on programming some simple random number generators and testing for independence and uniformity.

Instructor

Dr. Chaitanya Athale

Lecture notes

Lecture 01

Lecture 02

Exercise

Exercise for 08 April 2011
This exercise tests your understanding of the 2 lecture module on random numbers. It involves writing a simple routine to generate random numbers and analyse periodicity in them.

Note:

In order to get the cputime in the fortran code use the following:

integer*4 now(3) ! holds the time in a 3 component array

call itime(now)

write(*,*), now(1)+now(2)+now(3)

Updated: 2011-04-08