rnglib

rnglib, an Octave code which implements random number generators (RNG) which can generate one or more streams of random numbers.

The code 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 information on this web page is distributed under the MIT license.

Languages:

rnglib is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.

Related Data and Programs:

rnglib_test

ranlib, an Octave code which produces random samples from Probability Density Functions (PDF's), including Beta, Chi-square Exponential, F, Gamma, Multivariate normal, Noncentral chi-square, Noncentral F, Univariate normal, random permutations, Real uniform, Binomial, Negative Binomial, Multinomial, Poisson and Integer uniform, by Barry Brown and James Lovato.

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:

• advance_state.m advances the state of a generator.
• antithetic_get.m queries the antithetic value for a given generator.
• antithetic_memory.m stores the antithetic value for all generators.
• antithetic_set.m sets the antithetic value for a given generator.
• cg_get.m queries the CG values for a given generator.
• cg_memory.m stores the CG values for all generators.
• cg_set.m sets the CG values for a given generator.
• cgn_get.m gets the current generator index.
• cgn_memory.m stores the current generator index.
• cgn_set.m sets the current generator index.
• get_state.m returns the state of generator G.
• i4_uni.m generates a random positive integer.
• i4_uni_test.m generates a random positive integer.
• ig_get.m queries the IG values for a given generator.
• ig_memory.m stores the IG values for all generators.
• ig_set.m sets the IG values for a given generator.
• init_generator.m sets the state of generator G to initial, last or new seed.
• initialize.m initializes the random number library.
• initialized_get.m queries the INITIALIZED value.
• initialized_memory.m stores the INITIALIZED value.
• initialized_set.m sets the INITIALIZED value.
• lg_get.m queries the LG values for a given generator.
• lg_memory.m stores the LG values for all generators.
• lg_set.m sets the LG values for a given generator.
• multmod.m carries out modular multiplication.
• r4_uni_01.m returns a uniform random real number in [0,1].
• r8_uni_01.m returns a uniform random real number in [0,1].
• r8_uni_01_test.m
• set_initial_key.m resets the initial key and state for all generators.
• set_key.m resets the initial key and the state of generator G.