normal, a Python code which computes normally distributed pseudorandom numbers.
The code is based on two simple ideas:
Using these ideas, it is not too hard to generate normal sequences of real or complex values, of single or double precision. These values can be generated as single quantities, vectors or matrices. An associated seed actually determines the sequence. Varying the seed will result in producing a different sequence.
The fundamental underlying random number generator used here is based on a simple, old, and limited linear congruential random number generator originally used in the IBM System 360.
This code makes it possible to compare certain computations that use normal random numbers, written in C, C++, FORTRAN77, FORTRAN90, MATLAB or Python.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
normal is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
halton, a python code which computes elements of a halton quasi monte carlo (qmc) sequence, using a simple interface.
hammersley, a python code which computes elements of a hammersley quasi monte carlo (qmc) sequence, using a simple interface.
prob, a python code which evaluates, samples, inverts, and characterizes a number of probability density functions (pdf's) and cumulative density functions (cdf's), including anglit, arcsin, benford, birthday, bernoulli, beta_binomial, beta, binomial, bradford, burr, cardiod, cauchy, chi, chi squared, circular, cosine, deranged, dipole, dirichlet mixture, discrete, empirical, english sentence and word length, error, exponential, extreme values, f, fisk, folded normal, frechet, gamma, generalized logistic, geometric, gompertz, gumbel, half normal, hypergeometric, inverse gaussian, laplace, levy, logistic, log normal, log series, log uniform, lorentz, maxwell, multinomial, nakagami, negative binomial, normal, pareto, planck, poisson, power, quasigeometric, rayleigh, reciprocal, runs, sech, semicircular, student t, triangle, uniform, von mises, weibull, zipf.
random_sorted, a python code which generates vectors of random values which are already sorted.
rnglib, a python code which implements a random number generator (rng) with splitting facilities, allowing multiple independent streams to be computed, by l'ecuyer and cote.
truncated_normal, a python code which works with the truncated normal distribution over [a,b], or [a,+oo) or (-oo,b], returning the probability density function (pdf), the cumulative density function (cdf), the inverse cdf, the mean, the variance, and sample values.
uniform, a python code which computes a sequence of uniformly distributed pseudorandom values.
van_der_corput, a python code which computes elements of a 1d van der corput quasi monte carlo (qmc) sequence using a simple interface.