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I am currently working on updating some legacy code that calls the IMSL function DRNNOA. I would like to know if there is a structured way of going about finding functions in the Intel Math Kernel Library offering that produces the same output as these IMSL functions. Tangentially, is a structured way of going about finding high quality free implementations of these subroutines online?

Baba Yara
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  • Could you specify a little more carefully what you mean by "the same output"? A few seconds googling tells me this is a pseudo-random number generator, if you want results that have the same distribution it should be easy to find something (probably https://software.intel.com/en-us/mkl-developer-reference-c-vrnggaussian#40716A0C-A831-465F-9285-D28DFA06C46A ), if you want exactly the same sequence it may well be impossible. – Ian Bush Nov 01 '17 at 14:24
  • You want an equivalent for this particular function or a resource describing equivalent of many IMSL functions? That would be off-topic here, asking for an external resource. – Vladimir F Героям слава Nov 01 '17 at 14:28
  • @IanBush I did a little bit of a reading on the IMSL functions page, it is indeed a random number generator that is using an acceptance/rejection technique due to Kinderman and Ramage (1976). In this method, the normal density is represented as a mixture of densities over which a variety of acceptance/rejection methods due to Marsaglia (1964), Marsaglia and Bray (1964), and Marsaglia, MacLaren, and Bray (1964) are applied. The original code uses a seed to get the same results each time. So what I have in mind is using the same generator with the same seed producing the same sequence. – Baba Yara Nov 01 '17 at 15:37
  • @VladimirF I want an equivalent open source or intel MKL function to the IMSL DRNNOA function.. – Baba Yara Nov 01 '17 at 15:39

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