mercredi 28 novembre 2018

Better pseudo random number generator

I am writing an application that requires a better quality pseudo random number generator (PRNG) than the default C# one. I have found that the ranlux generator in C++ is good enough, so I tried to find a simple implementation of the ranlux algorithm that I could reasonably expect to translate into C#. I found one, but the fact that it only generates 2^24 distinct values is a problem. I am looking for a quality PRNG (i.e., with good statistical properties) that produces at least 2^48 distinct values and that is either in C# or which is simple enough that I could reasonably expect to be able to translate it into C#.




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