Subtract-with-carry is a pseudorandom number generator: one of many algorithms designed to produce a long series of random-looking numbers based on a small amount of starting data.
It is of the lagged Fibonacci type introduced by George Marsaglia and Arif Zaman in 1991.
[1] "Lagged Fibonacci" refers to the fact that each random number is a function of two of the preceding numbers at some specified, fixed offsets, or "lags".
Sequence generated by the subtract-with-carry engine may be described by the recurrence relation:
Constants S and R are known as the short and long lags, respectively.
correspond to the S-th and R-th previous terms of the sequence.
, where W is the word size, in bits, of the state sequence and
The subtract-with-carry engine is one of the family of generators which includes as well add-with-carry and subtract-with-borrow engines.
[1] It is one of three random number generator engines included in the standard C++11 library.