Boost
C++ Libraries
...one of the most highly
regarded and expertly designed C++ library projects in the
world.
— Herb Sutter and Andrei
Alexandrescu, C++
Coding Standards
Boost
C++ Libraries
...one of the most highly
regarded and expertly designed C++ library projects in the
world.
— Herb Sutter and Andrei
Alexandrescu, C++
Coding Standards
lagged_fibonacci4423
// In header: <boost/random/lagged_fibonacci.hpp> typedef lagged_fibonacci_01_engine< double, 48, 4423, 2098 > lagged_fibonacci4423;
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.