Subtract with carry

带进位减法(Subtract-with-carry)是一种时滞斐波那契伪随机数生成器 ,1991年由George Marsaglia与Arif Zaman发明。[1]

算法

带进位减法的算法需用递推关系表示:

其中 .

常量SR分别称作短时滞与长时滞。[2]SR满足条件。 因此,表达式对应于序列中之前的第S项与第R项。取模操作M的值为,其中W是状态序列的字(word)的位长度,

带进位的减法与add-with-carrysubtract-with-borrow为同一族随机数生产引擎。[1]

带进位的减法是C++11标准模板库中的三种随机数生成器之一。[3]

参考文献

  1. A New Class of Random Number Generators 页面存档备份,存于, George Marsaglia and Arif Zaman, The Annals of Applied Probability, Vol. 1, No. 3, 1991
  2. subtract_with_carry_engine Class 页面存档备份,存于, Microsoft Visual Studio 2015
  3. std::subtract_with_carry_engine 页面存档备份,存于, cppreference.com
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