Re: CCL:random no.generation(doubt)
- From: Richard Gillilan <reg8()at()cornell.edu>
- Subject: Re: CCL:random no.generation(doubt)
- Date: Tue, 01 Oct 2002 11:37:16 -0400
I have been using the recently-developed
Mersenne Twister algorithm of Matsumoto and Nishimura
(1998). Quality of random numbers is a complex
and tricky business depending upon your
application, but, from their paper, sounds like
they have done a number of tests. Their c code is
free BSD license. Have have converted it to C++ class.
http://www.math.keio.ac.jp/~matumoto/emt.html
Richard