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THE WWW VIRTUAL LIBRARY:
RANDOM NUMBERS and MONTE CARLO METHODS

RANDOM NUMBER GENERATORS

The information below is subdivided into Information Servers, Theory, Applications and Software for random number generators. Further informations are provided by several search engines.

 

INFORMATION SERVER

 

THEORY of RANDOM NUMBER GENERATORS

 

APPLICATIONS of RANDOM NUMBER GENERATORS

  • The Links on Monte Carlo Methods of our pLab server.
  • Diceware uses random numbers to select a pass phrase for use with PGP and other encryption or security programs.

 

SOFTWARE for RANDOM NUMBER GENERATORS

  • The Software page of the pLab server.
     
  • 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.
  • UNURAN 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 computing programmers.
  • Generic 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).
  • SPRNG Scalable Parallel Random Number Generators.
  • A collection of random number generators and related literature by Everett (Skip) Carter.
  • Numerical 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.)
  • Matsumoto 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.
  • TT800, 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.
  • CRAND 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 Stadlober.
  • HotBits: Genuine random numbers, generated by radioactive decay (The latter site contains also ENT, a pseudorandom number sequence test program).
  • GAMS (Guide to Available Mathematical Software) Class L6a21
  • IMSL Routines at Los Alamos National Laboratory
  • Generators (see Sect. V) from the Cern Program Library
  • Generators in FORTRAN and C on netlib (see also some mirrors).
  • The Random Number Generator Library at the National HPCC Software Exchange (NHSE).
  • RANDPOLY 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 FORTRAN.
  • 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.
  • RANROT a random number generator designed by Agner Fog.
  • RngPack a random number generator for Java.
  • The Ultimate Random Number Suite contains random number generators for Delphi and C++Builder.

 

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