Boost C++ Libraries

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Type definition lagged_fibonacci19937

lagged_fibonacci19937

Synopsis

// In header: <boost/random/lagged_fibonacci.hpp>


typedef lagged_fibonacci_01_engine< double, 48, 19937, 9842 > lagged_fibonacci19937;

Description

The specializations lagged_fibonacci607 ... lagged_fibonacci44497 use well tested lags.

See

"On the Periods of Generalized Fibonacci Recurrences", Richard P. Brent Computer Sciences Laboratory Australian National University, December 1992

The lags used here can be found in

"Uniform random number generators for supercomputers", Richard Brent, Proc. of Fifth Australian Supercomputer Conference, Melbourne, Dec. 1992, pp. 704-706.


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