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

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