mrg-random
This package contains pure haskell implementation of some MRG (Multiple Recursive Generator) pseudo random number generators.
MRG PRNGs(MRG32k3a
, MRG63k3a
) have good features as following.
- Long period (
MRG32k3a
: ≈ 2¹⁹¹,MRG63k3a
: ≈ 2³⁷⁷). - Generate high quality random numbers following U(0,1).
- Small state vector (only 6 elements of
Double
/Int64
). - Able to extract substream at small cost.