ZIGGURAT
Ziggurat Random Number Generator (RNG)


ZIGGURAT is a C library which generates random variates from the uniform, normal or exponential distributions, by Marsaglia and Tsang.

The uniform numbers are generated directly. The ziggurat method is used to compute the normal and exponential values.

In the inline version, the underlying generators are implemented "inline", invoking a function call only in exceptional cases. This results in very fast execution.

In this implementation, the advantages of inline code are not used. All the routines and inline functions are isolated in a separate file, so that a user invokes them through the familiar library interface.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

ZIGGURAT is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

NORMAL, a C library which computes elements of a sequence of pseudorandom normally distributed values.

RBOX, a C program which generates a set of points in a region, selected at random according to a given distribution.

RNGLIB, a C library which implements a random number generator (RNG) with splitting facilities, allowing multiple independent streams to be computed, by L'Ecuyer and Cote.

UNIFORM, a C library which computes elements of uniform pseudorandom sequence.

VAN_DER_CORPUT, a C library which computes elements of a 1D van der Corput Quasi Monte Carlo (QMC) sequence using a simple interface.

ZIGGURAT_INLINE, a C program which demonstrates how the ZIGGURAT library can be used to generate random numbers, with the underlying random number generators (RNG's) defined inline.

ZIGGURAT_OPENMP, a C program which demonstrates how the ZIGGURAT library can be used to generate random numbers in an OpenMP parallel program.

Author:

George Marsaglia, Wai Wan Tsang.

Reference:

  1. Philip Leong, Guanglie Zhang, Dong-U Lee, Wayne Luk, John Villasenor,
    A comment on the implementation of the ziggurat method,
    Journal of Statistical Software,
    Volume 12, Number 7, February 2005.
  2. George Marsaglia, Wai Wan Tsang,
    The Ziggurat Method for Generating Random Variables,
    Journal of Statistical Software,
    Volume 5, Number 8, October 2000, seven pages.

Source Code:

Examples and Tests:

List of Routines:

You can go up one level to the C source codes.


Last revised on 16 October 2013.