Arbitrary-precision random numbers in C: generation for Monte Carlo simulation without atmospheric n
- by Yktula
I know that there are other questions similar to this one, however the following question pertains to arbitrary-precision random number generation in C for use in Monte Carlo simulation.
How can we generate good quality arbitrary-precision random numbers in C, when atmospheric noise isn't always available, without relying on disk i/o or network access that would create bottlenecks?
libgmp is capable of generating random numbers, but, like other implementations of pseudo-random number generators, it requires a seed. As the manual mentions, "the system time is quite easy to guess, so if unpredictability is required then it should definitely not be the only source for the seed value."
Is there a portable/ported library for generating random numbers, or seeds for random numbers? The libgmp also mentions that "On some systems there's a special device /dev/random which provides random data better suited for use as a seed." However, /dev/random and /dev/urandom can only be used on *nix systems.
