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

Subject: Re: [boost] [random] Contributing Well equidistributed long-period linear (WELL) implementation
From: Steven Watanabe (watanabesj_at_[hidden])
Date: 2014-08-04 13:46:54

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