>> I understand the Mersenne Twister is designed specifically for these 
>> kinds of simulations - but I don't know how widely available it is...
> 
>   The ISAAC RNG is faster than MT. I don't know about quality, but it should
> be very competitive at least.

Well I seriously doubt it can possibly be any *worse* than an LCG. 
(Otherwise... why would they have designed it?)

>> 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...
> 
>   One of the basic things taught at school is that you should never attempt
> to make your own PRNG if you don't have extensive experience about the
> subject, if you want any kind of quality to it.
> 
>   Another thing with the exact same rule is a hashing function.

Or, indeed, several other kinds of construct. (E.g., it's notoriously 
hard to make a good encryption algorithm.)

In my defense, in the incident in question "good quality" random numbers 
weren't necessary. I just needed lots of different numbers with no 
particular pattern to them. OTOH, what I got was something like

   3, 11, 3, 11, 3, 11, 3, 11...

which is obviously no use at all. The PRNG generates longer sequences in 
a few cases, but most of the time it does not. And I somehow failed to 
notice this.

In future, I'm going to use the PRNG library. No matter how stupid its 
API is!

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