rnglib, a FORTRAN90 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 FORTRAN90 code which implements the Wichman-Hill random number generator (RNG).
FAURE, a FORTRAN90 code which computes elements of a Faure quasirandom sequence.
f90_random_test, FORTRAN90 codes which illustrate the use of Fortran's random number generator (RNG) functions.
HALTON, a FORTRAN90 code which computes elements of a Halton quasirandom sequence.
HAMMERSLEY, a FORTRAN90 code which computes elements of a Hammersley quasirandom sequence.
NIEDERREITER2, a FORTRAN90 code which computes elements of a Niederreiter quasirandom sequence with base 2.
NORMAL, a FORTRAN90 code which implements random number generators (RNG's) for normally distributed values.
RANDLC, a FORTRAN90 code which implements a random number generator (RNG) used by the NAS Benchmark programs.
RANDOM_MPI, a FORTRAN90 code which demonstrates one way to generate the same sequence of random numbers for both sequential execution and parallel execution under MPI.
RANDOM_SORTED, a FORTRAN90 code which generates vectors of random values which are already sorted.
RANLIB, a FORTRAN90 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.
SOBOL, a FORTRAN90 code which computes elements of a Sobol quasirandom sequence.
UNIFORM, a FORTRAN90 code which implements random number generators (RNG's) for a variety of arithmetic types.
VAN_DER_CORPUT, a FORTRAN90 code which computes elements of a van der Corput quasirandom sequence.
ZIGGURAT, a FORTRAN90 code which generates points from a uniform, normal or exponential distribution, using the ziggurat method.