rng_cliff, a MATLAB code which computes a sequence of values from the Cliff random number generator (RNG).
In exact arithmetic, the Cliff RNG can be shown to have fixed points, a very bad feature for an RNG. Roundoff seems to ameliorate this problem. However, the Cliff RNG fails a significant number of the DIEHARD RNG tests, and so should not be regarded as a reliable source for random numbers.
The information on this web page is distributed under the MIT license.
rng_cliff is available in a MATLAB version and an Octave version and a Python version.
asa183, a MATLAB code which implements the Wichman-Hill random number generator (RNG).
faure, a MATLAB code which computes elements of a Faure quasirandom sequence.
halton, a MATLAB code which computes elements of a Halton quasirandom sequence.
hammersley, a MATLAB code which computes elements of a Hammersley quasirandom sequence.
niederreiter2, a MATLAB code which computes elements of a Niederreiter quasirandom sequence with base 2.
normal, a MATLAB code which computes a sequence of pseudorandom normally distributed values.
randlc, a MATLAB code which generates a sequence of pseudorandom numbers, used by the nas benchmark programs.
random_sorted, a MATLAB code which generates vectors of random values which are already sorted.
ranlib, a MATLAB 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.
rnglib, a MATLAB code which implements a random number generator (rng) with splitting facilities, allowing multiple independent streams to be computed, by l'ecuyer and cote.
sobol, a MATLAB code which computes elements of a sobol quasirandom sequence.
uniform, a MATLAB code which implements random number generators (rng's) for a variety of arithmetic types.
van_der_corput, a MATLAB code which computes elements of a van der corput quasirandom sequence.