WichHill

This class produces very good quality random numbers using the Wichmann-Hill algorithm. It produces uniformly distributed pseudo-random 32-bit values with period of

(1)

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 18 seconds
• genInt 44 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

• B.A. Wichmann and I. D. Hill (1982). Algorithm AS 183: "An Efficient and Portable Pseudo-random Number Generator", Applied Statistics, 31, 188-190; Remarks: 34,p.198 and 35, p.89.
• The Newran03 random number generator library of Robert Davies, http://www.robertnz.net/nr03doc.htm

#include <iostream>
#include <codecogs/statistics/random/wichhill.h>

int main() {
    Stats::Random::WichHill A(0.146);

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