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 access to random integers and reals at a variety of precisions. RandomLib also contains new algorithms which permit exact sampling from the normal and discrete normal distributions (provided that the underlying generator is perfect).
IMPORTANT NOTE: The original motivation for this library was to provide a robust and portable library for random numbers of C++ applications. Now that C++11 is widely available, you should transition to using the <random> header for most applications. On Linux and Mac OSX, supply the -std=c++0x or -std=c++11 flag to the compiler. On Windows, use Visual Studio 11 (2012) and later.
Exact sampling from the normal and discrete normal distributions is now available with the exrandom package, which provides an implementation of the algorithms described in
The library is licensed under the MIT/X11 License; see LICENSE.txt for the terms.