Wichmann–Hill

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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.

Summing three generators produces a pseudorandom sequence with cycle exceeding 6.95×1012.[2] 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.[3]

Implementation[edit]

The following pseudocode is for implementation on machines capable of integer arithmetic up to 5212632:

[r, s1, s2, s3] = function(s1, s2, s3)
    % 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 + s2/30307 + s3/30323, 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)
    % s1, s2, s3 should be random from 1 to 30,000. Use clock if available
    s1 = 171 * mod(s1, 177) - 2 * (s1/177)
    s2 = 172 * mod(s2, 176) - 35 * (s2/176)
    s3 = 170 * mod(s3, 178) - 63 * (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.

References[edit]

  1. ^ Wichmann, Brian A.; Hill, I. David (1982). "Algorithm AS 183: An Efficient and Portable Pseudo-Random Number Generator". Journal of the Royal Statistical Society. Series C (Applied Statistics). 31 (2): 188–190. doi:10.2307/2347988.
  2. ^ Wichmann, Brian; Hill, David (1984). "Correction: Algorithm AS 183: An Efficient and Portable Pseudo-Random Number Generator". Journal of the Royal Statistical Society. Series C (Applied Statistics). 33 (1): 123. doi:10.2307/2347676.
  3. ^ Rikitake, Kenji. "AS183 PRNG algorithm internal state calculator in C".