A very cheap linear congruential RNG with parameters suggested by Knuth:
function a = rng_cheap
% On-line Numerical Recipes in C
% http://lib-www.lanl.gov/numerical/bookcpdf.html
% Knuth suggests a = 1664525 as a suitable multiplier for this value of m. H.W. Lewis
% has conducted extensive tests of this value of a with c = 1013904223, which is a prime close
% to m*sqrt(5)/2. The resulting in-line generator (we will call it ranqd1) is simply
%
% unsigned long idum;
% idum = 1664525L*idum + 1013904223L;
%
% This is about as good as any 32-bit linear congruential generator, entirely adequate for many
% uses. And, with only a single multiply and add, it is very fast.
% To check whether your machine has the desired integer properties, see if you can
% generate the following sequence of 32-bit values (given here in hex): 00000000,
% 3C6EF35F, 47502932, D1CCF6E9, AAF95334, 6252E503, 9F2EC686, 57FE6C2D,
% A3D95FA8, 81FDBEE7, 94F0AF1A, CBF633B1.
persistent idum
if isempty(idum)
idum = 0;
end
idum = rem(1664525 * idum + 1013904223, 4294967296);
a = idum; % 32 bit integer 0:2^32-1
% a = idum / 4294967295; % Double with 32 bit resolution, [0,1]
% a = idum / 4294967296; % Double with 32 bit resolution, [0,1)
end
