rnglib, a C code which implements random number generators (RNG's) 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.
The computer code and data files described and made available on this web page are distributed under the MIT license
rnglib is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
ASA183, a C code which implements the Wichman-Hill random number generator (RNG).
c_random_test, C codes which illustrate the use of C's random number generator routines.
LOG_NORMAL_TRUNCATED_AB, a C code which returns quantities associated with the log normal Probability Distribution Function (PDF) truncated to the interval [A,B].
NORMAL, a C code which implements random number generators (RNG's) for normally distributed values.
RANDLC, a C code which implements a random number generator (RNG) used by the NAS Benchmark programs.
RANDOM_MPI, a C code which demonstrates one way to generate the same sequence of random numbers for both sequential execution and parallel execution under MPI.
RANLIB, a C 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.
UNIFORM, a C code which implements random number generators (RNG's) for a variety of arithmetic types.
VAN_DER_CORPUT, a C code which computes elements of a 1D van der Corput Quasi Monte Carlo (QMC) sequence using a simple interface.
ZIGGURAT, a C code which generates points from a uniform, normal or exponential distribution, using the ziggurat method.