Module rgsl::types::rng::other [−][src]
Expand description
Other random number generators
The generators in this section are provided for compatibility with existing libraries. If you are converting an existing program to use GSL then you can select these generators to check your new implementation against the original one, using the same random number generator. After verifying that your new program reproduces the original results you can then switch to a higher-quality generator.
Note that most of the generators in this section are based on single linear congruence relations, which are the least sophisticated type of generator. In particular, linear congruences have poor properties when used with a non-prime modulus, as several of these routines do (e.g. with a power of two modulus, 2^31 or 2^32). This leads to periodicity in the least significant bits of each number, with only the higher bits having any randomness. Thus if you want to produce a random bitstream it is best to avoid using the least significant bits.
Functions
This multiplicative generator is taken from Knuth’s Seminumerical Algorithms, 3rd Ed., pages 106–108. Their sequence is,
This is the Coveyou random number generator. It is taken from Knuth’s Seminumerical Algorithms, 3rd Ed., Section 3.2.2. Its sequence is,
This is the L’Ecuyer–Fishman random number generator. It is taken from Knuth’s Seminumerical Algorithms, 3rd Ed., page 108. Its sequence is,
This multiplicative generator is taken from Knuth’s Seminumerical Algorithms, 3rd Ed., pages 106–108. Their sequence is,
This multiplicative generator is taken from Knuth’s Seminumerical Algorithms, 3rd Ed., pages 106–108. Their sequence is,
This is a second-order multiple recursive generator described by Knuth in Seminumerical Algorithms, 3rd Ed., Section 3.6. Knuth provides its C code. The updated routine gsl_rng_knuthran2002 is from the revised 9th printing and corrects some weaknesses in the earlier version, which is implemented as gsl_rng_knuthran.
This is a second-order multiple recursive generator described by Knuth in Seminumerical Algorithms, 3rd Ed., page 108. Its sequence is,
This is a second-order multiple recursive generator described by Knuth in Seminumerical Algorithms, 3rd Ed., Section 3.6. Knuth provides its C code. The updated routine gsl_rng_knuthran2002 is from the revised 9th printing and corrects some weaknesses in the earlier version, which is implemented as gsl_rng_knuthran.
This multiplicative generator is taken from Knuth’s Seminumerical Algorithms, 3rd Ed., pages 106–108. Their sequence is,
This is Park and Miller’s “minimal standard” MINSTD generator, a simple linear congruence which takes care to avoid the major pitfalls of such algorithms. Its sequence is,
This is the shift-register generator of Kirkpatrick and Stoll. The sequence is based on the recurrence
This is the IBM RANDU generator. Its sequence is
This is the CRAY random number generator RANF. Its sequence is
This is the RANMAR lagged-fibonacci generator of Marsaglia, Zaman and Tsang. It is a 24-bit generator, originally designed for single-precision IEEE floating point numbers. It was included in the CERNLIB high-energy physics library.
This is the SLATEC random number generator RAND. It is ancient. The original source code is available from NETLIB.
This is the random number generator from the INMOS Transputer Development system. Its sequence is,
This is an earlier version of the twisted generalized feedback shift-register generator, and has been superseded by the development of MT19937. However, it is still an acceptable generator in its own right. It has a period of 2^800 and uses 33 words of storage per generator.
This is a reimplementation of the 16-bit SLATEC random number generator RUNIF. A generalization of the generator to 32 bits is provided by gsl_rng_uni32. The original source code is available from NETLIB.
This is a reimplementation of the 16-bit SLATEC random number generator RUNIF. A generalization of the generator to 32 bits is provided by gsl_rng_uni32. The original source code is available from NETLIB.
This is the VAX generator MTH$RANDOM. Its sequence is,
This multiplicative generator is taken from Knuth’s Seminumerical Algorithms, 3rd Ed., pages 106–108. Their sequence is,
This is the ZUFALL lagged Fibonacci series generator of Peterson. Its sequence is,