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Wichmann–Hill
Mathematical algorithm From Wikipedia, the free encyclopedia
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Wichmann–Hill is a pseudorandom number generator proposed in 1982 by Brian Wichmann and David Hill.[1] It consists of three linear congruential generators with different prime moduli, each of which is used to produce a uniformly distributed number between 0 and 1. These are summed, modulo 1, to produce the result.[2]
Summing three generators produces a pseudorandom sequence with cycle exceeding 6.95×1012.[3] Specifically, the moduli are 30269, 30307 and 30323, producing periods of 30268, 30306 and 30322. The overall period is the least common multiple of these: 30268×30306×30322/4 = 6953607871644. This has been confirmed by a brute-force search.[4][5]
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Implementation
The following pseudocode is for implementation on machines capable of integer arithmetic up to 5,212,632:
[r, s1, s2, s3] = function(s1, s2, s3) is // s1, s2, s3 should be random from 1 to 30,000. Use clock if available. s1 := mod(171 × s1, 30269) s2 := mod(172 × s2, 30307) s3 := mod(170 × s3, 30323) r := mod(s1/30269.0 + s2/30307.0 + s3/30323.0, 1)
For machines limited to 16-bit signed integers, the following equivalent code only uses numbers up to 30,323:
[r, s1, s2, s3] = function(s1, s2, s3) is // s1, s2, s3 should be random from 1 to 30,000. Use clock if available. s1 := 171 × mod(s1, 177) − 2 × floor(s1 / 177) s2 := 172 × mod(s2, 176) − 35 × floor(s2 / 176) s3 := 170 × mod(s3, 178) − 63 × floor(s3 / 178) r := mod(s1/30269 + s2/30307 + s3/30323, 1)
The seed values s1
, s2
and s3
must be initialized to non-zero values.
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References
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