Warp wrote:

>   The rand() function in most compilers is of extremely poor quality and
> should never be used for this type of application. You should always use
> a very high-quality RNG with a humongous period.
> 
>   I used (my C++ version of) the ISAAC RNG, which should be of fairly high
> quality.

I understand the Mersenne Twister is designed specifically for these 
kinds of simulations - but I don't know how widely available it is...

PS. One time I wrote my own PRNG just to generate some random data for 
testing purposes. I don't know why I didn't use the PRNG library, but I 
should have; on investigation, it turns out that my own PRNG almost 
always has a period of 2. (!!) Oops...

Post a reply to this message