Build Pseudo Random Number Generator Structure

[sslattery]

Monte Carlo methods rely on random number generation for their implementation. Current solver implementations leverage the C++ STL generator. This should be abstracted to a general PRNG concept so that we may swap out implementations for performance comparisons. Initially, we'll also incorporate SPRNG as an implementation of this abstraction.

[sslattery]

Turns out SPRNG is a poorly designed, deprecated code base that is hard to build. I am moving to the Boost random library as I already have a TPL dependency on boost and these are the algorithms moving into the C++11 standard.

[gonuke]

Hmmm... I've relied on SPRNG fine in the past... What are the algorithms/parameters of the Boost library?

[sslattery]

It looks like there's a lot of good stuff with references to published literature in here:

http://www.boost.org/doc/libs/1_51_0/doc/html/boost_random/reference.html

[sslattery]

This is complete with unit tests for boost implementations. If SPRNG is really desired in the future then we can simply write the traits adapters for it.