Subtract with carry
Subtract-with-carry is a pseudorandom number generator of the lagged Fibonacci type introduced by George Marsaglia and Arif Zaman in 1991.Algorithm
Sequence generated by the subtract-with-carry engine may be described by the recurrence relation:
where.
Constants S and R are known as the short and long lags, respectively.
Therefore, expressions and correspond to the S-th and R-th previous terms of the sequence.
S and R satisfy the condition.
Modulus M has the value, where W is the word size, in bits, of the state sequence and.
The subtract-with-carry engine is one of the family of generators which includes as well add-with-carry and subtract-with-borrow engines.
It is one of three random number generator engines included in the standard C++11 library.
