ranlib, a C++ code which produces random samples from Probability Density Functions (PDF), 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.
The code relies on streams of uniform random numbers generated by a lower level package called RNGLIB. The RNGLIB routines provide 32 virtual random number generators. Each generator can provide 1,048,576 blocks of numbers, and each block is of length 1,073,741,824. Any generator can be set to the beginning or end of the current block or to its starting value. Packaging is provided so that if these capabilities are not needed, a single generator with period 2.3 X 10^18 is seen.
The routines, and the probability density functions they sample, include:
The computer code and data files described and made available on this web page are distributed under the MIT license
ranlib is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
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Original FORTRAN77 version by Barry Brown, James Lovato. C++ version by John Burkardt.