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Title: Algorithms/Pseudorandom Numbers - Pseudo Random Number Generators Algorithms for good random number generators with theoretical discussion and software examples.
Pseudo-random_Numbers A guide to the literature.

Random_Bots Generators for random number samples, random selection and random check number audits. Windows software for on-line purchase.

Random_Number_Generation,__Taygeta_Scientific_Inc_ Information and articles on random number generation.

Random_Number_Generator A small, simple open-source shareware program by Scott Donato Saccenti [Win95].

Random_Number_Generator_Algorithms Documentation of algorithms in the GNU Scientific Library Reference Manual.

RANDPOLY A REDUCE package based on a port of the Maple random polynomial generator together with some support facilities for the generation of random numbers and anonymous procedures. By Francis J. Wright.


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Pseudo random number generators uniform and non-uniform distributions

This page contains software libraries for some very good random number generators. The basic random number generators make floating point or integer random numbers with uniform distributions. This code is available in C++ language and as binary function libraries for several different platforms. The non-uniform random number generators make random variates with several different distributions. This code is available in C++ language. Code examples are included, showing how to use these software libraries. All code is provided with open source under the Gnu general public license. These generators are intended for Monte Carlo applications, not for cryptographic applications.

Download packages:

Uniform random number generators in C++ Description: C++ class library containing the following random number generators: Mersenne twister, SFMT and Mother-of-all. Can generate floating point or integer random numbers with uniform distribution, and random bits. Very good randomness, high resolution, extremely long cycle lengths, and high speed. Supports multi-threaded applications. Examples included. System requirements: Any C++ compiler, any operating system. Further description and instructions File name: randomc.zip, size: 224653, last modified: 2008-Dec-12.Download C++ random number generators.   Uniform random number generators as binary libraries Description: Contains the same random number generators as the abovementioned C++ package, but implemented as binary libraries in *.lib, *.dll and *.a files. Coded in assembly language for optimal speed. Supports many different compilers and operating systems, including 32-bit and 64-bit Windows, Linux, BSD and Intel-based Mac. System requirements: Any x86 or x86-64 platform. Can be called from compiled languages such as C and C++. Further description and instructions File name: randoma.zip, size: 313573, last modified: 2008-Dec-12.Download random number generator binary libraries.   Non-uniform random number generators in C++ Description: C++ class library generating random numbers with the following distributions: normal, truncated normal, bernoulli, poisson, binomial, hypergeometric, Wallenius' and Fisher's noncentral hypergeometric, multinomial, multivariate hypergeometric, and multivariate Fisher's and Wallenius' noncentral hypergeometric distributions. A function for shuffling numbers is also provided. Includes C++ examples showing how to use these functions for simulating evolution and for other purposes. Most of the functions are fast and accurate, even for extreme values of the parameters. You have the choice of using any of the uniform random number generators in the above C++ libraries or binary libraries as base for these non-uniform random number generators. Further description and instructions. Definition of distributions pdf format. Wallenius' noncentral hypergeometric distribution theory. Theoretical description of sampling methods used pdf format. File name: stocc.zip, size: 362662, last modified: 2008-Dec-12.Download non-uniform random number generators.   List of random numbers Description: A list of 10000 random numbers generated with a combined generator. File name: 10000ran.zip, size: 49098, last modified: 2005-May-24.Download 10000 random numbers.   R package for noncentral hypergeometric distributions Description: Package for the R language (www.r-project.org) for calculating the various noncentral hypergeometric distributions. Useful for biased urn models, models of biased sampling and evolution by natural selection. Package name: BiasedUrn, last modified: 2007-Jun-16. BiasedUrn.   Comments to the theory of these random number generators can be posted to my discussion board. Follow my research on the noncentral hypergeometric distributions. Please don't mail me with your programming problems. Your mail will not be answered.

Links to related sites

PLAB: A Server on the Theory and Practice of Random Number Generation   The R Project for Statistical Computing. Free software system for mathematical and statistical computing.   Ernst Stadlober's page on non-uniform random number generation, including the Win-rand package which contains many other distributions than the ones supplied here, and a graphic interface to show the distribution curves.     Ranlib: library of functions for random number generators and non-uniform variates ftp://odin.mda.uth.tmc.edu/pub/source and ftp://odin.mda.uth.tmc.edu/pub/msdos   RngPack: Random number generators for Java: http://www.honeylocust.com/RngPack/   Matsumoto's Mersenne Twister RNG: http://www.math.sci.hiroshima-u.ac.jp/~m-mat/eindex.html   Regress: Statistics package for Macintosh: http://www.causaScientia.org/software/Regress_plus.html   628205 ↑ IndexNext →
 

Algorithms

for

good

random

number

generators

with

theoretical

discussion

and

software

examples.

http://www.agner.org/random/

Pseudo Random Number Generators 2009 January

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Algorithms for good random number generators with theoretical discussion and software examples.

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