C/C++ algorithm to produce same pseudo-random number sequences from same seed on different platforms?

Question

The title says it all, I am looking for something preferably stand-alone because I don't want to add more libraries.

Performance should be good since I need it in a tight high-performance loop. I guess that will come at a cost of the degree of randomness.

Answer 1

Any particular pseudo-random number generation algorithm will behave like this. The problem with rand is that it's not specified how it is implemented. Different implementations will behave in different ways and even have varying qualities.

However, C++11 provides the new <random> standard library header that contains lots of great random number generation facilities. The random number engines defined within are well-defined and, given the same seed, will always produce the same set of numbers.

For example, a popular high quality random number engine is std::mt19937, which is the Mersenne twister algorithm configured in a specific way. No matter which machine, you're on, the following will always produce the same set of real numbers between 0 and 1:

std::mt19937 engine(0); // Fixed seed of 0
std::uniform_real_distribution<> dist;
for (int i = 0; i < 100; i++) {
  std::cout << dist(engine) << std::endl;
}