Random number library

Author:

Charles Karney <charles@karney.com>

Version:

2010-01

Date:

2010-01-11

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 main project page is at

• http://sourceforge.net/projects/randomlib

The code is available for download at

• Random-2010-01.tgz
• Random-2010-01.zip

as either a compressed tar file (tar.gz) or a zip file. (The two archives have identical contents.)

It is licensed under the LGPL. For more information, see http://randomlib.sourceforge.net/

Contents

• Introduction
• Example
• Code organization
• The seed
• Random integers
• Random real numbers
  • Fixed-point real numbers
  • Floating-point real numbers
  • Summary of real number routines
• Other random results
• Other random distributions
• Saving and restoring the state
• Programming tips
  • Conversion from std::rand()
  • Interaction with the standard template library
  • Miscellaneous
  • Selection of default generator
  • Timing results
  • Checking the engines
• Parallelization
  • Leapfrogging
• Shuffling the lines in a file
• Function index
• Old versions

Forward to Introduction.