THE WWW VIRTUAL LIBRARY:
RANDOM NUMBERS and MONTE CARLO METHODS
RANDOM NUMBER GENERATORS
The information below is subdivided into Information
for random number generators. Further informations are provided
by several search
THEORY of RANDOM NUMBER GENERATORS
APPLICATIONS of RANDOM NUMBER GENERATORS
- The Links
on Monte Carlo Methods
uses random numbers to select a pass phrase for use with PGP and
other encryption or security programs.
SOFTWARE for RANDOM NUMBER GENERATORS
page of the
HAVEGE is a new and fast unpredictable random number generator
based on efficient entropy gathering and expansion. HAVEGE is
due to Andre
Seznec and Nicolas Sendrier from IRISA.
The speed of HAVEGE will be an interesting feature for all those
who find the Entropy Gathering Daemon too slow.
is a library of C functions to generate nonuniform random numbers.
It contains state-of-the-art algorithms. The authors are Josef
Leydold and Wolfgang Hoermann of the University of Economics Vienna.
- Random number generator algorithms:
A helpful documentation of such algorithms,
part of the GNU Scientific Library Reference Manual.
- Mathtools Mathtools.net is the technical computing portal for numerous scientific
and engineering needs. This portal is provided as a free service
to the scientific community and contains useful links for technical
implementations of the linear congruential, inversive congruential,
and explicit inversive congruential random number generators in
ANSI C by pLab member Otmar Lendl (on this server).
Scalable Parallel Random Number Generators.
- A collection
of random number generators and related literature by Everett
Recipes contains (free) the complete Numerical Recipes books
in C and Fortran 77 On-Line, in both PostScript and Adobe Acrobat formats!
(Comment: See also bad and favorable reviews
of the Numerical Recipes book for further information.)
and Nishimura's new Mersenne
Twister features a period of 2^19937 - 1, optimal equidistribution
properties in dimensions up to 623, and a very fast algorithm.
a twisted GFSR generator proposed by Matsumoto
and Kurita in the ACM Transactions on Modelling and Computer Simulation,
Vol. 4, No. 3, 1994, pp. 254-266.
This 'little monster' has a period of 2^800 - 1 and excellent
equidistribution properties up to dimension 25. The 'big monster',
a TGFSR with a period of more than 2^11000, is currently under
construction by M. Matsumoto and T. Nishimura.
is a C++ package for transforming realizations of independent,
identically U(0,1)-distributed variables to various other distribution.
The code is available for MS Windows by Ernst
Genuine random numbers, generated by radioactive decay (The latter
site contains also
ENT, a pseudorandom number sequence test program).
(Guide to Available Mathematical Software)
- IMSL Routines at
Los Alamos National Laboratory
(see Sect. V) from the
Cern Program Library
in FORTRAN and C on netlib
Random Number Generator Library at the
National HPCC Software Exchange (NHSE).
is 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.
- RANLIB, a library for random variate generation from many univariate
and multivariate distributions. The libarary is available in
C and in
- A fast time-correlated gaussian Gaussian
random number generator in FORTRAN.
- MathLink Program
for High-Quality Random Numbers.
- A very fast long period
random generator for the CRAY T3E in FORTRAN.
a random number generator designed by Agner Fog.
a random number generator for Java.
Ultimate Random Number Suite contains random number generators
for Delphi and C++Builder.
back to the top
Research supported by