Function rgsl::types::rng::algorithms::cmrg

pub fn cmrg() -> RngType

This is a combined multiple recursive generator by L’Ecuyer. Its sequence is,

z_n = (x_n - y_n) mod m_1

where the two underlying generators x_n and y_n are,

x_n = (a_1 x_{n-1} + a_2 x_{n-2} + a_3 x_{n-3}) mod m_1 y_n = (b_1 y_{n-1} + b_2 y_{n-2} + b_3 y_{n-3}) mod m_2

with coefficients a_1 = 0, a_2 = 63308, a_3 = -183326, b_1 = 86098, b_2 = 0, b_3 = -539608, and moduli m_1 = 2³¹ - 1 = 2147483647 and m_2 = 2145483479.

P. L’Ecuyer, “Combined Multiple Recursive Random Number Generators”, Operations Research, 44, 5 (1996), 816–822.