rngwell19937: WELL19937a random number generator implemented with 53 bit
A stand-alone package for the random number generator
WELL19937a by F. Panneton, P. L'Ecuyer and M. Matsumoto. The
initialization algorithm allows to seed the generator with a
vector of integers of an arbitrary length and uses MRG32k5a by
P. L'Ecuyer to achieve good quality of the initialization. The
output function may be set to provide numbers from the interval
(0,1) with 53 (the default) or 32 random bits. WELL19937a is of
similar type as Mersenne Twister and has the same period.
WELL19937a is slightly slower than Mersenne Twister, but has
better equidistribution and "bit-mixing" properties and faster
recovery from states with prevailing zeros than Mersenne
Twister. All WELL generators with orders 512, 1024, 19937 and
44497 can be found in randtoolbox package.
||Petr Savicky <savicky at cs.cas.cz>|