**
1. NAME AND TITLE**

LPTAU: Quasi-Random Sequence Generators.

**2. CONTRIBUTOR**

Keldysh Institute of Applied Mathematics, Russian Academy of Sciences, Moscow, through the NEA Data Bank, Issy-les-Moulineaux, France.

**3. CODING LANGUAGE AND COMPUTER**

C and Fortran 77 on VAXes and IBM PC compatibles (P00340/MNYCP/00).

**4. NATURE OF PROBLEM SOLVED**

LPTAU generates quasi-random sequences. The sequences are uniformly distributed sets of L=2**30 points in the N-dimensional unit cube: I**N=[0,1]. The sequences are used as nodes for multidimensional integration, as searching points in global optimization, as trial points in multicriteria decision making, as quasi-random points for quasi Monte Carlo algorithms.

**5. METHOD OF SOLUTION**

Uses LP-TAU sequence generations.

**6. RESTRICTIONS OR LIMITATIONS**

The number of points that can be generated is less than 230. The dimension of the space cannot exceed 51.

**7. TYPICAL RUNNING TIME**

The C and Fortran 77 versions each run in approximately 1.5 seconds on the VAX. The run time is approxiamtely the same when running either version on a PC.

**8. COMPUTER HARDWARE REQUIREMENTS**

The C and Fortran 77 versions should run on any platform with only minor modifications where program input/output are concerned.

**9. COMPUTER SOFTWARE REQUIREMENTS**

A Fortran 77 or an ANSI C compiler are required.

**10. REFERENCES**

I. M. Sobel, V. I. Turchaninox, Yu. L. Levitan, B. V. Shukhman, "Quasi-Random Sequence Generators," Keldysh Institute of Applied Mathematics, Russian Academy of Sciences (1992).

I. M. Sobol, "Global Sensitivity Estimates," (April 1993).

I. M. Sobol, "On the Systematic Search in a Hypercube," Siam J. Numer. Anal. Vol.16, No. 5, (October 1979).

**
11. CONTENTS OF CODE PACKAGE**

The referenced document and 1 DS/HD 5.25" (1.2 MB) diskette are included. The DOS diskette contains Fortran 77 and C source files, sample output, and information files.

**12. DATE OF ABSTRACT**

February 1994.

** KEYWORDS**: RANDOM NUMBER GENERATOR; MICROCOMPUTER