Package jdistlib.rng

Class RandomCMWC

All Implemented Interfaces:
Serializable, RandomGenerator

public class RandomCMWC extends RandomEngine

Implementation of CMWC4096 (Complementary-multiply-with-carry) random number generator by George Marsaglia. The period is approximately 2^131086.

Original post

Paper: Marsaglia, George. 2003. Random number generators. Journal of Modern Applied Statistical Methods, 2(1): 2-13. (link)

Weakness: The quality is dependent upon the choice of seed. Some seed actually may weaken the algorithm significantly. A known good seed is 362436. Marsaglia suggested that any seed less than 809430660 is fine, but many detractors criticize that it is not necessarily so.

See Also: