swb-random
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The swb-random library is a port of the SML/NJ implementation of a random number generator using the subtract-with-borrow (SWB) method described by Marsaglia and Zaman in
A New Class of Random Number Generators, Ann. Applied Prob. 1(3), 1991, pp. 462-480.
The SWB generator implemented in this library is a 30-bit generator with lags 48 and 8. It has period (2^1487 - 2^247)/105 or about 10^445. The SWB generator acts locally like a lagged Fibonacci generator and thus it is combined with a linear congruential generator (48271*a)mod(2^30-1).
Creates an initial seed array and generator state. The seed vector is filled one bit at a time by taking the leading bit of the xor of a shift register and a congruential sequence. The congruential generator is (c*48271) mod (2^30 - 1). The shift register generator is c(I + L18)(I + R13). The same congruential generator continues to be used as a mixing generator with the SWB generator.
Computes the next random number. The output from the SWB generator is xor-ed with a number from the linear congruential generator. This procedure modifies its input argument.
Computes the next random number and returns its absolute value. The output from the SWB generator is xor-ed with a number from the linear congruential generator. This procedure modifies its input argument.
Computes the two next random numbers and uses them to construct a real number of the range [0..1]. The output from the SWB generator is xor-ed with a number from the linear congruential generator. This procedure modifies its input argument.
Given a range [i..j], 0 <= i < j, returns a procedure that takes in a random number generator state and computes a random number in the given range. The output from the SWB generator is xor-ed with a number from the linear congruential generator. The returned procedure modifies its input argument.
Computes the next random number. The output from the SWB generator is xor-ed with a number from the linear congruential generator. The new generator state is returned along with the random number.
Computes the next random number and returns its absolute values. The output from the SWB generator is xor-ed with a number from the linear congruential generator. The new generator state is returned along with the random number.
Computes the two next random numbers and uses them to construct a real number of the range [0..1]. The output from the SWB generator is xor-ed with a number from the linear congruential generator. The new generator state is returned along with the random number.
Given a range [i..j], 0 <= i < j, returns a procedure that takes in a random number generator state and computes a random number in the given range. The output from the SWB generator is xor-ed with a number from the linear congruential generator. The new generator state is returned along with the random number.
Copyright 2007 Ivan Raikov. This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. A full copy of the GPL license can be found at <http://www.gnu.org/licenses/>.