To add to the answers by others, you can use the Mersenne Twister Algorithm, which is a part of the C++11 library. Its fast becoming a standard in many common softwares to generate random numbers.
For example, this is the function I wrote, which I use often to generate random numbers in my other codes:
std::vector<double> mersennetwister(const int& My,const int& Mz,
const int& Ny,const int& Nz)
{
int ysize = (My + 2*Ny + 1);
int zsize = (Mz + 2*Nz + 1);
int matsize = ysize*zsize;
unsigned seed = std::chrono::system_clock::now().time_since_epoch().count();
// Seeding the generator with the system time
std::mt19937_64 generator (seed);
// Calling the Mersenne-Twister Generator in C++11
std::uniform_real_distribution<double> distribution(0,1);
// Specifying the type of distribution you want
std::vector<double> randarray(matsize,0);
// Saving random numbers to an array
for (int i=0;i<matsize;++i)
{
randarray[i] = distribution(generator); // Generates random numbers fitting the
// Distribution specified earlier
}
return(randarray);
}
Bottomline: C++11 has some excellent features for numerical operations and it would be a good idea to look into them. As for the Mersenne Twister, http://en.wikipedia.org/wiki/Mersenne_twister