Random number library

Author:
Charles Karney <charles@karney.com>
Version:
2008-11
Date:
2008-11-10

Abstract

RandomLib is a C++ interface to the Mersenne Twister random number generator, MT19937 and to the SIMD-oriented Fast Mersenne Twister random number generator, SFMT19937. It provides convenient access to random integers and reals at a variety of precisions. The emphasis in this implementation is on providing a reliable source of random numbers for scientific applications where there's a premium on accuracy, repeatability, portability, and ease of use. By default, this library uses SFMT's improved method for seeding the generator and it allows access to both the 32-bit and 64-bit versions of MT19937 and SFMT19937 and includes implementations of the SFMT19937 using SSE2 and AltiVec instructions.

Download

The code is available for download at http://charles.karney.info/random/Random.tgz

It is licensed under the LGPL. For more information, see http://charles.karney.info/random/

Contents

Forward to Introduction.

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