[Boost-users] [random] Four-Tap Shift Register RNG

From: Sebastian Weber (sebastian.weber_at_[hidden])
Date: 2006-12-01 05:29:35

Hello everyone!

I'm using quite a lot of Boost libraries and have by the time
implemented some bits which enhance some parts of the library. E.g. I
ported a four-tap shift register random number generator to the random
number library. I herby post the code as it might be interesting for
others since this type of random number generator is known to produce
random numbers with very low 2 and 3 point correlations (see
http://arxiv.org/abs/cond-mat/9710104 ). The code is partially taken
from the gsl-library and extended to 64bit unsigned integers which gives
random numbers of very high precision. However, you can use this code
only with the latest random number library from Boost CVS as the numbers
returned use the full range of 32bit or 64bit unsigned ints, which
causes overflows with the code in boost 1.33.1 and 1.34_RC. So please
have look at the code and submit it into CVS if the code is any good.

Greetings,

Sebastian Weber