RNGLIB, a MATLAB library which implements random number generators (RNG's) which can generate one or more streams of random numbers.
RNGLIB is a portable set of software tools for uniform random variate generation. It provides for multiple generators running simultaneously, and each generator has its sequence of numbers partitioned into many long disjoint substreams. Simple procedure calls allow the user to make any generator jump ahead to the beginning of its next substream.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
RNGLIB is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
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