Multidimensional sampling: Difference between revisions

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{{Technical|date=July 2013}}
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'''Subtract with carry''' is a [[pseudorandom number generator]] of the [[Lagged Fibonacci generator|lagged Fibonacci]] type introduced by [[George Marsaglia]] and Arif Zaman in 1991.<ref>[http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aoap/1177005878 A New Class of Random Number Generators], George Marsaglia and Arif Zaman, The Annals of Applied Probability, Vol. 1, No. 3, 1991</ref> It is one of three random number generator engines included in the standard [[C++11]] library.
 
Subtract with carry generates a sequence of numbers using the recurrence relation:
 
 
<math>
x(i) = (x(i-S)-x(i-R)-cy(i-1))\ \bmod\ M
</math>
 
 
where <math>cy(i)</math> has the value 1 if <math>x(i-S)-x(i-R)-cy(i-1)<0</math>, otherwise <math>cy(i) = 0</math>. ''R'' and ''S'' are constants known as the long and short lags.<ref>[http://msdn.microsoft.com/en-us/library/bb982648.aspx subtract_with_carry Class], Microsoft Visual Studio 2010</ref>
 
==References==
{{Reflist}}
 
[[Category:Pseudorandom number generators]]

Latest revision as of 16:18, 28 October 2014

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