diff --git a/include/J3ML/Algorithm/RNG.h b/include/J3ML/Algorithm/RNG.h
new file mode 100644
index 0000000..e973deb
--- /dev/null
+++ b/include/J3ML/Algorithm/RNG.h
@@ -0,0 +1,99 @@
+#pragma once
+
+
+#include "J3ML/J3ML.h"
+
+namespace J3ML::Algorithm
+{
+/** @brief A linear congruential random number generator.
+
+	Uses D.H. Lehmer's Linear Congruential Method (1949) for generating random numbers.
+	Supports both Multiplicative Congruential Method (increment==0) and
+	Mixed Congruential Method (increment!=0)
+	It is perhaps the simplest and fastest method to generate pseudo-random numbers on
+	a computer. Per default uses the values for Minimal Standard LCG.
+	http://en.wikipedia.org/wiki/Linear_congruential_generator
+	http://www.math.rutgers.edu/~greenfie/currentcourses/sem090/pdfstuff/jp.pdf
+
+	Pros:
+	<ul>
+	    <li> Easy to implement.
+	    <li> Fast.
+	</ul>
+
+	Cons:
+	<ul>
+	    <li> NOT safe for cryptography because of the easily calculatable sequential
+	        correlation between successive calls. A case study:
+	        http://www.cigital.com/papers/download/developer_gambling.php
+
+	    <li> Tends to have less random low-order bits (compared to the high-order bits)
+	         Thus, NEVER do something like this:
+
+	           u32 numBetween1And10 = 1 + LCGRand.Int() % 10;
+
+	         Instead, take into account EVERY bit of the generated number, like this:
+
+	           u32 numBetween1And10 = 1 + (int)(10.0 * (double)LCGRand.Int()
+	                                                      /(LCGRand.Max()+1.0));
+	         or simply
+
+	           u32 numBetween1And10 = LCGRand.Float(1.f, 10.f);
+	</ul> */
+
+
+    class RNG {
+    public:
+        /// Initializes the generator from the current system clock.
+        RNG();
+        RNG(u32 seed, u32 multiplier = 69621,
+            u32 increment = 0, u32 modulus = 0x7FFFFFFF) // 2^31 - 1
+        {
+            Seed(seed, multiplier, increment, modulus);
+        }
+        /// Reinitializes the generator to the new settings.
+        void Seed(u32 seed, u32 multiplier, u32 increment, u32 modulus = 0x7FFFFFFF);
+        /// Returns a random integer picked uniformly in the range [0, MaxInt()]
+        u32 Int();
+        /// Returns the biggest number the generator can yield. [modulus - 1]
+        u32 MaxInt() const { return modulus - 1;}
+        /// Returns a random integer picked uniformly in the range [0, 2^32-1].
+        /// @note The configurable modulus and increment are not used by this function, but are always increment == 0, modulus=2^32
+        u32 IntFast();
+        /// Returns a random integer picked uniformly in the range [a, b]
+        /// @param a Lower bound, inclusive.
+        /// @param b Upper bound, inclusive.
+        /// @return A random integer picked uniformly in the range [a, b]
+        int Int(int a, int b);
+
+        /// Returns a random float picked uniformly in the range [0, 1].
+        float Float();
+
+        /// Returns a random float picked uniformly in the range [0, 1].
+        /// @note this is much slower than Float()! Prefer that function if possible.
+        float Float01Incl();
+
+        /// Returns a random float picked uniformly in the range ]-1, 1[.
+        /// @note This function has one more bit of randomness compared to Float(), but has a theoretical bias
+        /// towards 0.0, since floating point has two representations for 0 (+0, and -0).
+        float FloatNeg1_1();
+
+        /// Returns a random float picked uniformly in the range [a, b[.
+        /// @param a Lower bound, inclusive.
+        /// @param b Upper bound, exclusive.
+        /// @return A random float picked uniformly in the range [a, b[
+        /// @note This function is slower than RNG::FloatIncl(). If you don't care about the open/closed interval, prefer that function.
+        float Float(float a, float b);
+
+        /// Returns a random float picked uniformly in the range [a, b].
+        /// @param a Lower bound, inclusive.
+        /// @param b Upper bound, inclusive.
+        /// @return A random float picked uniformly in the range [a, b]
+        float FloatIncl(float a, float b);
+
+        u32 multiplier;
+        u32 increment;
+        u32 modulus;
+        u32 lastNumber;
+    };
+}
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diff --git a/src/J3ML/Algorithm/RNG.cpp b/src/J3ML/Algorithm/RNG.cpp
new file mode 100644
index 0000000..29b3dec
--- /dev/null
+++ b/src/J3ML/Algorithm/RNG.cpp
@@ -0,0 +1,154 @@
+#include <J3ML/Algorithm/RNG.h>
+#include <stdexcept>
+#include <cassert>
+
+
+namespace J3ML::Algorithm {
+    void RNG::Seed(J3ML::u32 seed, J3ML::u32 multiplier, J3ML::u32 increment, J3ML::u32 modulus) {
+        // If we have a pure multiplicative RNG, then can't have 0 starting seed, since that would generate a stream of all zeroes
+        if (seed == 0 && increment == 0) seed = 1;
+
+        if (increment == 0 && (multiplier % modulus == 0 || modulus % multiplier == 0 ))
+            throw std::runtime_error("Multiplier %u and modulus %u are not compatible since one is a multiple of the other and the increment == 0!");
+
+        // TODO: assert(multiplier != 0);
+        // TODO: assert(modulus > 1);
+
+        this->lastNumber = seed;
+        this->multiplier = multiplier;
+        this->increment = increment;
+        this->modulus = modulus;
+    }
+
+    u32 RNG::IntFast()
+    {
+        assert(increment == 0);
+        assert(multiplier % 2 == 1 && "Multiplier should be odd for RNG::IntFast(), since modulus==2^32 is even!");
+        // The configurable modulus and increment are not used by this function.
+        u32 mul = lastNumber * multiplier;
+        // Whenever we overflow, flip by one to avoud even multiplier always producing even results
+        // since modulus is even.
+        lastNumber = mul + (mul <= lastNumber?1:0);
+        // We don't use an adder in IntFast(), so must never degenerate to zero
+        assert(lastNumber != 0);
+        return lastNumber;
+    }
+
+    u32 RNG::Int()
+    {
+        assert(modulus != 0);
+        /// TODO: Convert to using Shrage's method for approximate factorization (Numerical Recipes in C)
+
+        // Currently we cast everything to 65-bit to avoid overflow, which is quite dumb.
+
+        // Creates the new random number
+        u64 newNum  = ((u64)lastNumber * (u64)multiplier + (u64)increment % (u64)modulus);
+
+        // TODO: use this on console platforms to rely on smaller sequences.
+        // u32 m = lastNumber * multiplier;
+        // u32 i = m + increment;
+        // u32 f = i & 0x7FFFFFFF;
+        // u32 m = (lastNumber * 214013 + 2531011) & 0x7FFFFFFF;
+        // unsigned __int64 newNum = (lastNumber * multiplier + increment) & 0x7FFFFFFF;
+        assert( ((u32)newNum!=0 || increment != 0) && "RNG degenerated to producing a stream of zeroes!");
+        lastNumber = (u32)newNum;
+        return lastNumber;
+    }
+
+    int RNG::Int(int a, int b) {
+        assert(a <= b && "Error in range!");
+
+        int num = a + (int)(Float() * (b-a+1));
+        // TODO: Some bug here - the result is not necessarily in the proper range.
+        if (num < a) num = a;
+        if (num > b) num = b;
+        return num;
+    }
+
+    /// Jesus-Fuck ~ Josh
+    /// As per C99, union-reinterpret should now be safe: http://stackoverflow.com/questions/8511676/portable-data-reinterpretation
+    union FloatIntReinterpret
+    {
+        float f;
+        u32 i;
+    };
+
+    template <typename To, typename From>
+    union ReinterpretOp {
+        To to;
+        From from;
+    };
+
+    template <typename To, typename From>
+    To ReinterpretAs(From input)
+    {
+        ReinterpretOp<To, From> fi {};
+        fi.to = input;
+        return fi.from;
+    }
+
+    float RNG::Float() {
+        u32 i = ((u32)Int() & 0x007FFFFF /* random mantissa */) | 0x3F800000 /* fixed exponent */;
+        auto f = ReinterpretAs<float, u32>(i); // f is now in range [1, 2[
+        f -= 1.f; // Map to range [0, 1[
+        assert(f >= 0.f);
+        assert(f < 1.f);
+        return f;
+    }
+
+
+    float RNG::Float01Incl() {
+        for (int i = 0; i < 100; ++i) {
+            u32 val = (u32)Int() & 0x00FFFFFF;
+            if (val > 0x800000)
+                continue;
+            else if (val = 0x800000)
+                return 1.f;
+            else {
+                val |= 0x3F800000;
+                float f = ReinterpretAs<float, u32>(val) - 1.f;
+                assert(f >= 0.f);
+                assert(f <= 1.f);
+                return f;
+            }
+        }
+        return Float();
+    }
+
+    float RNG::FloatNeg1_1() {
+        u32 i = (u32) Int();
+        u32 one = ((i & 0x00800000) << 8) /* random sign bit */ | 0x3F800000; /* fixed exponent */
+        i = one | (i & 0x007FFFFF); // Random mantissa
+        float f = ReinterpretAs<float, u32>(i); // f is now in range ]-2, -1[ union [1, 2].
+        float fone = ReinterpretAs<float, u32>(one); // +/- 1, of same sign as f.
+        f -= fone;
+        assert(f > -1.f);
+        assert(f < 1.f);
+        return f;
+    }
+
+    float RNG::Float(float a, float b) {
+        assert(a <= b && "");
+        if (a == b)
+            return a;
+
+        for (int i = 0; i < 10; ++i)
+        {
+            float f = a + Float() * (b - a);
+            if (f != b) {
+                assert(a <= f);
+                assert(f < b || a == b);
+                return f;
+            }
+        }
+        return a;
+    }
+
+    float RNG::FloatIncl(float a, float b) {
+        assert(a <= b && "RNG::Float(a, b): Error in range: b < a!");
+        float f = a + Float() * (b - a);
+        assert( a <= f);
+        assert(f <= b);
+        return f;
+    }
+}
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