[boost] [random] Contributing Well equidistributed long-period linear (WELL) implementation

Subject: [boost] [random] Contributing Well equidistributed long-period linear (WELL) implementation
From: Sergiu Dotenco (sergiu.dotenco_at_[hidden])
Date: 2014-08-04 13:32:40

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.