randlc, a MATLAB code which implements a version of the pseudorandom number generator used by the NAS Parallel Benchmarks.
The generator has the form
X(K+1) = A * X(K) mod 2^46
where the suggested valule of the multiplier A is 5^13 = 1220703125.
This scheme generates 2^44 numbers before repeating.
The web site for the NAS Parallel Benchmarks is http://www.nas.nasa.gov/Resources/Software/npb.html.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
randlc is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
ASA183, a MATLAB library which implements the Wichman-Hill pseudorandom number generator.
MATLAB_RANDOM, MATLAB programs which illustrate the use of Matlab's random number generators.
NORMAL, a MATLAB library which computes a sequence of pseudorandom normally distributed values.
RANDOM_SORTED, a MATLAB library which generates vectors of random values which are already sorted.
RANLIB, a MATLAB library 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 MATLAB library which implements a random number generator (RNG) with splitting facilities, allowing multiple independent streams to be computed, by L'Ecuyer and Cote.
UNIFORM, a MATLAB library which computes elements of a pseudorandom sequence.