Jay Fox wrote:
> "Phoenex" <rib### [at] sapopt> wrote:
>> The algorithm PRNGAlvo was put in this discussion, always with an atti
tude of
>> helping, and to receive critics about it.
> 
> Well, in the spirit of constructive analysis, I will say that Alvo is p
robably
> better than a 32-bit LCG.
> 
> Just to set the record straight, Phoenex is right: Alvo is NOT an LCG.
> Technically, anyway, and depending on how strictly you define an LCG.
> 
	I beg to disagree. An LCG is called that because it uses a linear 
equation followed by a congruence. The Alvo algorithm fits that 
description.

	However, I will admit that for properly chosen seeds, Alvo is 
probably better than an integer LCG of the same size. This is mostly 
due to the rounding errors that occur with floating point and won't 
occur with integers. This raises an additional issue: that of 
repeatability. Depending on your platform and compiler, you will get 
different rounding errors and therefore different sequences. 
Depending on your application, this may be a showstopper. For 
example, with the exact same source code, I get different values:

 > gcc -O3 -mfpmath=sse -lm -o alvo alvo.c
 > ./alvo
0.149126
 > gcc -O3 -mfpmath=387 -lm -o alvo alvo.c
 > ./alvo
0.917551

	I've attached the code if someone wants to play with it. Note that 
in 387 mode (i.e *not* the default here contrary to what I thought), 
you can also play with the setRoundMode and setPrecision functions 
to get yet different results.

		Jerome
-- 
mailto:jeb### [at] freefr
http://jeberger.free.fr
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