Random numbers a note

How can a computer generate a random

number?
It cant!
So generate pseudo-random numbers, which
you hope will behave as random numbers for all
practical purposes.
Typical method:
linear congruential generator:
IJ+1 = IJ + c (mod m)
Io is the seed.
Maximal sequence length is m
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Distributions
Basic generator is uniform on [0,m]. Scale to
make uniform on [0,1]
To generate other distributions, use
p(y) dy = p(x) dx
Hence

dx
p ( y ) = p( x)
dy

Need dy/dx=f(y) ; hence y(x) = F-1(x), where F is

the indefinite integral of f(y). May or may not be
easy to compute!
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Generators
Many random number generators:
f95 intrinsic functions
call random_number (harvest) . Uniform on [0,1], harvest
may be array
call random_seed (size, put, get)

NAG functions, Chapter G05

Numerical recipes (Press et al)
ran1
ran2
ran3
See warnings!

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How random?
We guarantee that each number is random
individually, but we dont guarantee that more
than one of them is random (see Press et al
p193)
In practice, need to make a good choice of c and
m. (see next slide).

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Variance of ran1
Simulate normal distribution by adding 12 samples and
subtracting mean

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Various generators

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About computational physics

1973: Hamming
The purpose of computing is insight, not numbers
Is this still true?
1973: clock speed 50kHz? memory 16kB
2007: clock speed 4GHz, memory 10GB
Factor of ~220 (!)
Can now solve real problems with confidence.
Is this science? Or engineering?
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About software
How can it go wrong?
1. Fundamentally
Wrong physics.
Numerical methods
Instability

2. Methodologically
Wrong program (bugs)
Wrong spec (What is the answer to the ultimate
question?)
Too late or slow to be useful
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About software (2)

Theres one more way to go wrong:
-- making the program too good!
(see Feynman quote: Surely youre joking Mr
Feynman, p126)

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General advice
It is easy to write a good computer programme
BUT it is even easier to write a bad computer programme
The difference between doing it well and doing it badly is
basically a matter of:
Thinking about the problem and designing the computer
programme first.
Care and attention to detail when writing the code.
Testing everything you do in bits which are as small as
possible (of the order of 5 lines of code).

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How?
Carefully!
Think first, program later
Be prepared to throw one away
Document, document, document
Use comments, choose variable names carefully...

Think about structure

Dont try to be clever
What is the industry standard for the number of lines of
code written by a skilled programmer each day?
5 yes FIVE! (MCP)
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Its all about style

Readability use comments, whitespace,
indentation, structures, procedures
Verify data range checks, appropriate error
handling
Write clear code that relates to the physics
Know when its good enough

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