AMDG On 08/04/2014 11:32 AM, Sergiu Dotenco wrote:
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.
That sounds great. This has been on my todo list for a while. In Christ, Steven Watanabe