Wichman-Hill random number generator.
Wichmann, B. A. & Hill, I. D. (1982)
Algorithm AS 183:
An efficient and portable pseudo-random number generator
Applied Statistics 31 (1982) 188-190
see also:
Correction to Algorithm AS 183
Applied Statistics 33 (1984) 123
McLeod, A. I. (1985)
A remark on Algorithm AS 183
Applied Statistics 34 (1985),198-200
USE:
whrandom.random() yields double precision random numbers
uniformly distributed between 0 and 1.
whrandom.seed(x, y, z) must be called before whrandom.random()
to seed the generator
There is also an interface to create multiple independent
random generators, and to choose from other ranges.
Multi-threading note: the random number generator used here is not
thread-safe; it is possible that nearly simultaneous calls in
different theads return the same random value. To avoid this, you
have to use a lock around all calls. (I didn't want to slow this
down in the serial case by using a lock here.)