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https://issues.apache.org/jira/browse/MATH-419?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Luc Maisonobe closed MATH-419.
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Closing issue as it was included in version 2.2, which has been released
> adding WELL random generators
> -----------------------------
>
> Key: MATH-419
> URL: https://issues.apache.org/jira/browse/MATH-419
> Project: Commons Math
> Issue Type: New Feature
> Affects Versions: 2.1
> Reporter: Luc Maisonobe
> Assignee: Luc Maisonobe
> Fix For: 2.2
>
>
> Up to 2.1, we have few pseudo random number generators. We have an interface
> RandomGenerator implemented by three classes:
> - JDKRandomGenerator that extends the JDK provided generator
> - AbstractRandomGenerator as a helper for users generators
> - BitStreamGenerator which in turn is extended only by MersenneTwister
> The JDK provided generator is a simple one that can be used only for very
> simple needs. The Mersenne Twister is on the other hand a fast generator with
> good properties well suited for Monte-Carlo simulation. It is equidistributed
> for generating vectors up to dimension 623 and has a huge period: 219937 - 1.
> Since Mersenne-Twister inception in 1997, some new generators have been
> created, retaining the good properties of Mersenne twister but removing some
> of its (few) drawbacks. The main one is that if initialized with a bits pool
> containing lots of zeroes, the pool will take a very long time time to
> stabilize with a roughly balanced number of zeros and ones.
> I would like to add such generators (well, I already did but can withdraw my
> commit). The ones I want to add are the WELL generators (Well Equidistributed
> Long period Linear) created by François Panneton, Pierre L'Ecuyer and Makoto
> Matsumoto. They are described in their 2006 paper: Improved Long-Period
> Generators Based on Linear Recurrences Modulo 2, ransactions on Mathematical
> Software, 32, 1 (2006) which is available at
> [http://www.iro.umontreal.ca/~lecuyer/myftp/papers/wellrng.pdf].
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