csutil/randomgen.h File ReferenceRandom number generator. More...
|Portable random number generator class. More...|
Detailed DescriptionRandom number generator.
This random number generator originally appeared in "Toward a Universal Random Number Generator" by George Marsaglia and Arif Zaman. Florida State University Report: FSU-SCRI-87-50 (1987)
It was later modified by F. James and published in "A Review of Pseudo- random Number Generators"
THIS IS THE BEST KNOWN RANDOM NUMBER GENERATOR AVAILABLE. (However, a newly discovered technique can yield a period of 10^600. But that is still in the development stage.)
It passes ALL of the tests for random number generators and has a period of 2^144, is completely portable (gives bit identical results on all machines with at least 24-bit mantissas in the floating point representation).
The algorithm is a combination of a Fibonacci sequence (with lags of 97 and 33, and operation "subtraction plus one, modulo one") and an "arithmetic sequence" (using subtraction).
Definition in file randomgen.h.
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