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Originally reported by: Guilherme Amadio (Bitbucket: amadio, GitHub: amadio)
It would be nice to have at least a simple (and thread-safe, if possible) random number generator in UME::SIMD. Even a linear congruential generator should be good enough for some applications, and ideally a generator with good randomness for more sensitive workloads (e.g., particle simulation).
The links below might be helpful:
- https://arxiv.org/pdf/1003.1898.pdf
- http://www.phy.duke.edu/~rgb/General/dieharder.php
- https://www.gnu.org/software/gsl/manual/html_node/Random-number-generator-algorithms.html#Random-number-generator-algorithms