ziggurat_inline, a C code which generates variates from the uniform, normal or exponential distributions, using an inline random number generator for very fast execution, by Marsaglia and Tsang.
The uniform numbers are generated directly. The ziggurat method is used to compute the normal and exponential values.
In this version, the underlying generators are implemented "inline", invoking a function call only in exceptional cases. This results in very fast execution.
The computer code and data files made available on this web page are distributed under the GNU LGPL license.
ziggurat_inline is available in a C version and a C++ version.
normal, a C library which computes elements of a sequence of pseudorandom normally distributed values.
uniform, a C library which computes elements of uniform pseudorandom sequence.
ziggurat, a C program which generates points from a uniform, normal or exponential distribution, using the ziggurat method.
ziggurat_openmp, a C program which demonstrates how ziggurat() can generate random numbers in an OpenMP parallel program.