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4 Aug
2014
4 Aug
'14
5:32 p.m.
Some time ago, I implemented the WELL family of PRNGs introduced in: Francois Panneton, Pierre L'Ecuyer and Makoto Matsumoto. "Improved Long-Period Generators Based on Linear Recurrences Modulo 2". ACM Transactions on Mathematical Software, 32 (1, March) 2006, pp. 1-16. WELL is supposed to provide better equidistribution and bit-mixing properties for equivalent period lengths compared to Mersenne twister. The WELL family of generators provide period lengths ranging from 2^512-1 to 2^44497-1. The implementation can be found at https://bitbucket.org/sergiu/random/src/tip/well.hpp?at=default. The code has to be boostified, which I'm willing to do if there's any interest.