RNGLIB
A Package of Random Number Generators (RNG's) with Splitting Facilities


RNGLIB is a Python 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.

Licensing:

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

Languages:

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

Related Data and Programs:

NORMAL, a Python library which contains random number generators (RNG's) for normally distributed values.

PDFLIB, a Python library which evaluates Probability Density Functions (PDF's) and produces random samples from them, including beta, binomial, chi, exponential, gamma, inverse chi, inverse gamma, multinomial, normal, scaled inverse chi, and uniform.

RANDLC, a Python library which implements a random number generator (RNG) used by the NAS Benchmark programs.

SOBOL, a Python library which computes elements of a Sobol quasirandom sequence.

UNIFORM, a Python library which implements random number generators (RNG's) for a variety of arithmetic types.

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

Reference:

  1. Pierre LEcuyer, Serge Cote,
    Implementing a Random Number Package with Splitting Facilities,
    ACM Transactions on Mathematical Software,
    Volume 17, Number 1, March 1991, pages 98-111.

Source Code:

Examples and Tests:

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


Last revised on 27 May 2013.