pcg-cpp

This code provides an implementation of the PCG family of random number generators, which are fast, statistically excellent, and offer a number of useful features. Full details can be found at the PCG-Random website (http://www.pcg-random.org/). This version of the code provides many family members – if you just want one simple generator, you may prefer the minimal C version of the library. There are two kinds of generator, normal generators and extended generators. Extended generators provide k dimensional equidistribution and can perform party tricks, but generally speaking most people only need the normal generators. There are two ways to access the generators, using a convenience typedef or by using the underlying templates directly (similar to C++11’s std::mt19937 typedef vs its std::mersenne_twister_engine template). For most users, the convenience typedef is what you want, and probably you’re fine with pcg32 for 32-bit numbers. If you want 64-bit numbers, either use pcg64 (or, if you’re on a 32-bit system, making 64 bits from two calls to pcg32_k2 may be faster).