Added simple xorwow random number generator.

src/xorwow.rs

@@ -0,0 +1,59 @@
+pub struct Xorwow {
+    x: u32,
+    y: u32,
+    z: u32,
+    w: u32,
+    v: u32,
+    d: u32,
+}
+
+impl Xorwow {
+    pub fn new(seed: u32) -> Xorwow {
+        let mut rng = Xorwow {
+            x: 123456789,
+            y: 362436069,
+            z: 521288629,
+            w: seed,
+            v: 88675123,
+            d: 6615241,
+        };
+        for _ in 0..10 {
+            rng.next_u32();
+        }
+        rng
+    }
+
+    fn wrapping_add(&self, rhs: u32) -> u32 {
+        let (sum, overflowed) = self.w.overflowing_add(rhs);
+        if overflowed {
+            let (sum, _) = sum.overflowing_add(1);
+            sum
+        } else {
+            sum
+        }
+    }
+
+    pub fn next_u32(&mut self) -> u32 {
+        let t = self.x ^ (self.x >> 2);
+        self.x = self.y;
+        self.y = self.z;
+        self.z = self.w;
+        self.w = self.v;
+        self.v = (self.v ^ (self.v << 4)) ^ (t ^ (t << 1));
+        self.d += 362437;
+        self.wrapping_add(self.v ^ self.d)
+    }
+
+    pub fn next_f64(&mut self) -> f64 {
+        const NORM: f64 = 2.3283064365386963e-10;// 2^-32
+        self.next_u32() as f64 * NORM
+    }
+
+    pub fn rand_vec(&mut self, n: usize) -> na::DVector<f64> {
+        let mut vec = na::DVector::zeros(n);
+        for i in 0..n {
+            vec[i] = self.next_f64();
+        }
+        return vec;
+    }
+}