61 citations · 445 across the 59 of their papers we have counts for
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cs.MS2010★ 14 cited
Some comments on C. S. Wallace's random number generators
Richard P. Brent
We outline some of Chris Wallace's contributions to pseudo-random number generation. In particular, we consider his idea for generating normally distributed variates without relyin…
cs.MS2010★ 4 cited
The myth of equidistribution for high-dimensional simulation
Richard P. Brent
A pseudo-random number generator (RNG) might be used to generate w-bit random samples in d dimensions if the number of state bits is at least dw. Some RNGs perform better than othe…
cs.MS2010
MP users guide
Richard P. Brent
MP is a package of ANSI Standard Fortran (ANS X3.9-1966) subroutines for performing multiple-precision floating-point arithmetic and evaluating elementary and special functions. Th…