uniform, a C code which returns a sequence of uniformly distributed pseudorandom numbers.
The fundamental underlying random number generator is based on a simple, old, and limited linear congruential random number generator originally used in the IBM System 360. If you want state of the art random number generation, look elsewhere!
The C math library already has random number functions, which can return pseudorandom numbers rapidly, in bulk, and generally with less correlation than UNIFORM provides.
However, this library makes it possible to compare certain computations that use uniform random numbers, written in C, C++, FORTRAN77, FORTRAN90, Mathematica, MATLAB or Python.
Various types of random data can be computed. The routine names are chosen to indicate the corresponding type:
In some cases, a one dimensional vector or two dimensional array of values is to be generated, and part of the name will therefore include:
The underlying random numbers are generally defined over some unit interval or region. Routines are available which return these "unit" values, while other routines allow the user to specify limits between which the unit values are rescaled. The name of a routine will usually include a tag suggestig which is the case:
The random number generator embodied here is not very sophisticated. It will not have the best properties of distribution, noncorrelation and long period. It is not the purpose of this library to achieve such worthy goals. This is simply a reasonably portable library that can be implemented in various languages, on various machines, and for which it is possible, for instance, to regard the output as a function of the seed, and moreover, to work directly with the sequence of seeds, if necessary.
The computer code and data files described and made available on this web page are distributed under the MIT license
uniform 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 pseudorandom number generator.
c_random_test, C codes which illustrate the use of C's random number generator routines.
HAMMERSLEY, a C code which computes elements of a Hammersley Quasi Monte Carlo (QMC) sequence, using a simple interface.
LATIN_RANDOM, a C code which computes a Latin Hypercube in M dimensions of N points, randomly placed within their subsquares.
NORMAL, a C code which computes elements of a sequence of pseudorandom normally distributed values.
RANDLC, a C code which generates a sequence of pseudorandom numbers, used by the NAS Benchmark programs.
RANDOM_SORTED, a C code which generates vectors of random values which are already sorted.
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.
RNGLIB, a C code which implements a random number generator (RNG) with splitting facilities, allowing multiple independent streams to be computed, by L'Ecuyer and Cote.
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 computes elements of uniform, normal or exponential pseudorandom sequence using the ziggurat method.