MotherOfAll

This class provides a long period random number generator using George Marsaglia's mother of all algorithm. It produces uniformly distributed pseudo-random 32-bit values with period of about

(1)

George Marsaglia's original posting can be found at this link: ftp://ftp.taygeta.com/pub/c/mother.c

Algorithm:

The arrays mother1 and mother2 store carry values in their first element and random 16-bit numbers in elements 1 to 8. These random numbers are moved to elements 2 to 9 and a new carry and number are generated and placed in elements 0 and 1. A 32-bit random number is obtained by combining the output of the two generators and returned in rnd. The arrays mother1 and mother2 are filled with random 16-bit values on the first call to Next().

To give you an idea of the running time for each of the functions, here are the results for generating 100,000,000 random numbers on a 750MHz microprocessor :

• genReal 16 seconds
• genInt 16 seconds

This diagram is obtained by generating two sequences of 1000 uniform floating point random numbers in the (0, 1) interval and then plotting them one versus the other. It shows that the distribution is indeed uniform.

References

• George Marsaglia's original post of the mother of all generator algorithm, ftp://ftp.taygeta.com/pub/c/mother.c
• The Newran03 random number generator library of Robert Davies, http://www.robertnz.net/nr03doc.htm

#include <iostream>
#include <time.h>
#include <codecogs/statistics/random/motherofall.h>

using namespace std;

int main() {
    Stats::Random::MotherOfAll A(time(0) / MOTHERDIV);
    Stats::Random::MotherOfAll B(0.345);

    for (int i = 0; i < 20; ++i)
        cout << A.genReal() << endl;
    cout << endl;

    for (int i = 0; i < 20; ++i)
        cout << B.genInt() << endl;
    return 0;
}