Random Numbers Generation in large scale.

[bananamoti]

Hey guys,

I am looking for a method (or a library) to create "special" random numbers generation.

1) I need it to be larger the scale of normal rand() function. (RAND_MAX is only 2^15, I need something like 0-4G)

2) I am looking for an easy way to get it also in Gaussian distribution (rand() gives random numbers in unifomal distribution).

3)I am also looking for other types of distributions.

Thanks!

[Somelauw]

1.
lineair regression is very easy to implement. Marsenne Twister is a better one, but it's harder to implement. However there are other people having created a Marsenne Twister implmentation.

linear regression
r[n+1] = (r[n] * a + b) % M

Check wikipedia for suitable values for a, b and M.

[jsmith]

Also check out this web page for an RNG that has a much larger period than a linear congruential RNG.

http://burtleburtle.net/bob/rand/isaacafa.html