ranrotw.cpp

random number generator,随机数产生器

/************************* RANROTW.CPP ****************** AgF 1999-03-03 *
*  Random Number generator 'RANROT' type W                               *
*  This version is used when a resolution higher that 32 bits is desired.*
*                                                                        *
*  This is a lagged-Fibonacci type of random number generator with       *
*  rotation of bits.  The algorithm is:                                  *
*  Z[n] = (Y[n-j] + (Y[n-k] rotl r1)) modulo 2^(b/2)                     *
*  Y[n] = (Z[n-j] + (Z[n-k] rotl r2)) modulo 2^(b/2)                     *
*  X[n] = Y[n] + Z[n]*2^(b/2)                                            *
*                                                                        *
*  The last k values of Y and Z are stored in a circular buffer named    *
*  randbuffer.                                                           *
*  The code includes a self-test facility which will detect any          *
*  repetition of previous states.                                        *
*  The function uses a fast method for conversion to floating point.     *
*  This method relies on floating point numbers being stored in the      *
*  standard 64-bit IEEE format or the 80-bit long double format.         *
*                                                                        *
*  The theory of the RANROT type of generators and the reason for the    *
*  self-test are described at www.agner.org/random/theory                *
*                                                                        *
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