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 is built on the
C++11 random number facilities.

The library is licensed under the MIT/X11 License; see LICENSE.txt for the terms.

Charles Karney <charles@karney.com> (2011-12-19)