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<html>
<head>
<title>
RNGLIB - A Package of Random Number Generators (RNG's) with Splitting Facilities
</title>
</head>
<body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055">
<h1 align = "center">
RNGLIB <br> A Package of Random Number Generators (RNG's) with Splitting Facilities
</h1>
<hr>
<p>
<b>RNGLIB</b>
is a C++ library which
implements random number generators (RNG's) which can generate one
or more streams of random numbers.
</p>
<p>
<b>RNGLIB</b> is a portable set of software tools for uniform random
variate generation. It provides for multiple generators running simultaneously,
and each generator has its sequence of numbers partitioned into many long
disjoint substreams. Simple procedure calls allow the user to make any
generator jump ahead to the beginning of its next substream.
</p>
<h3 align = "center">
Licensing:
</h3>
<p>
The computer code and data files described and made available on this
web page are distributed under
<a href = "../../txt/gnu_lgpl.txt">the GNU LGPL license.</a>
</p>
<h3 align = "center">
Languages:
</h3>
<p>
<b>RNGLIB</b> is available in
<a href = "../../c_src/rnglib/rnglib.html">a C version</a> and
<a href = "../../cpp_src/rnglib/rnglib.html">a C++ version</a> and
<a href = "../../f77_src/rnglib/rnglib.html">a FORTRAN77 version</a> and
<a href = "../../f_src/rnglib/rnglib.html">a FORTRAN90 version</a> and
<a href = "../../m_src/rnglib/rnglib.html">a MATLAB version</a> and
<a href = "../../py_src/rnglib/rnglib.html">a PYTHON version</a>.
</p>
<h3 align = "center">
Related Data and Programs:
</h3>
<p>
<a href = "../../cpp_src/asa183/asa183.html">
ASA183</a>,
a C++ library which
implements the Wichman-Hill random number generator (RNG).
</p>
<p>
<a href = "../../cpp_src/faure/faure.html">
FAURE</a>,
a C++ library which
computes elements of a Faure quasirandom sequence.
</p>
<p>
<a href = "../../cpp_src/cpp_random/cpp_random.html">
CPP_RANDOM</a>,
C++ programs which
illustrate the use of C++'s random number generator (RNG) functions.
</p>
<p>
<a href = "../../cpp_src/halton/halton.html">
HALTON</a>,
a C++ library which
computes elements of a Halton quasirandom sequence.
</p>
<p>
<a href = "../../cpp_src/hammersley/hammersley.html">
HAMMERSLEY</a>,
a C++ library which
computes elements of a Hammersley quasirandom sequence.
</p>
<p>
<a href = "../../cpp_src/niederreiter2/niederreiter2.html">
NIEDERREITER2</a>,
a C++ library which
computes elements of a Niederreiter quasirandom sequence with base 2.
</p>
<p>
<a href = "../../cpp_src/normal/normal.html">
NORMAL</a>,
a C++ library which
implements random number generators (RNG's) for normally distributed values.
</p>
<p>
<a href = "../../cpp_src/randlc/randlc.html">
RANDLC</a>,
a C++ library which
implements a random number generator (RNG)
used by the NAS Benchmark programs.
</p>
<p>
<a href = "../../cpp_src/random_mpi/random_mpi.html">
RANDOM_MPI</a>,
a C++ program which
demonstrates one way to generate the same sequence of random numbers
for both sequential execution and parallel execution under MPI.
</p>
<p>
<a href = "../../cpp_src/ranlib/ranlib.html">
RANLIB</a>,
a C++ library which
produces random samples from Probability Density Functions (PDF's),
including Beta, Chi-square Exponential, F, Gamma, Multivariate normal,
Noncentral chi-square, Noncentral F, Univariate normal, random permutations,
Real uniform, Binomial, Negative Binomial, Multinomial, Poisson
and Integer uniform,
by Barry Brown and James Lovato.
</p>
<p>
<a href = "../../cpp_src/sobol/sobol.html">
SOBOL</a>,
a C++ library which
computes elements of a Sobol quasirandom sequence.
</p>
<p>
<a href = "../../cpp_src/uniform/uniform.html">
UNIFORM</a>,
a C++ library which
implements random number generators (RNG's) for a variety of arithmetic types.
</p>
<p>
<a href = "../../cpp_src/van_der_corput/van_der_corput.html">
VAN_DER_CORPUT</a>,
a C++ library which
computes elements of a van der Corput quasirandom sequence.
</p>
<p>
<a href = "../../cpp_src/ziggurat/ziggurat.html">
ZIGGURAT</a>,
a C++ program which
generates points from a uniform, normal or exponential distribution, using
the ziggurat method.
</p>
<h3 align = "center">
Reference:
</h3>
<p>
<ol>
<li>
Pierre LEcuyer, Serge Cote,<br>
Implementing a Random Number Package with Splitting Facilities,<br>
ACM Transactions on Mathematical Software,<br>
Volume 17, Number 1, March 1991, pages 98-111.
</li>
</ol>
</p>
<h3 align = "center">
Source Code:
</h3>
<p>
<ul>
<li>
<a href = "rnglib.cpp">rnglib.cpp</a>, the source code.
</li>
<li>
<a href = "rnglib.hpp">rnglib.hpp</a>, the include file.
</li>
<li>
<a href = "rnglib.sh">rnglib.sh</a>,
BASH commands to compile the source code.
</li>
</ul>
</p>
<h3 align = "center">
Examples and Tests:
</h3>
<p>
<ul>
<li>
<a href = "rnglib_prb.cpp">rnglib_prb.cpp</a>,
a sample calling program.
</li>
<li>
<a href = "rnglib_prb.sh">rnglib_prb.sh</a>,
BASH commands to compile and run the sample program.
</li>
<li>
<a href = "rnglib_prb_output.txt">rnglib_prb_output.txt</a>,
the output file.
</li>
</ul>
</p>
<h3 align = "center">
List of Routines:
</h3>
<p>
<ul>
<li>
<b>ADVANCE_STATE</b> advances the state of the current generator.
</li>
<li>
<b>ANTITHETIC_GET</b> queries the antithetic value for a given generator.
</li>
<li>
<b>ANTITHETIC_MEMORY</b> stores the antithetic value for all generators.
</li>
<li>
<b>ANTITHETIC_SET</b> sets the antithetic value for a given generator.
</li>
<li>
<b>CG_GET</b> queries the CG values for a given generator.
</li>
<li>
<b>CG_MEMORY</b> stores the CG values for all generators.
</li>
<li>
<b>CG_SET</b> sets the CG values for a given generator.
</li>
<li>
<b>CGN_GET</b> gets the current generator index.
</li>
<li>
<b>CGN_MEMORY</b> stores the current generator index.
</li>
<li>
<b>CGN_SET</b> sets the current generator index.
</li>
<li>
<b>GET_STATE</b> returns the state of the current generator.
</li>
<li>
<b>I4_UNI</b> generates a random positive integer.
</li>
<li>
<b>IG_GET</b> queries the IG values for a given generator.
</li>
<li>
<b>IG_MEMORY</b> stores the IG values for all generators.
</li>
<li>
<b>IG_SET</b> sets the IG values for a given generator.
</li>
<li>
<b>INIT_GENERATOR</b> sets the state of generator G to initial, last or new seed.
</li>
<li>
<b>INITIALIZE</b> initializes the random number generator library.
</li>
<li>
<b>INITIALIZED_GET</b> queries the INITIALIZED value.
</li>
<li>
<b>INITIALIZED_MEMORY</b> stores the INITIALIZED value for the package.
</li>
<li>
<b>INITIALIZED_SET</b> sets the INITIALIZED value true.
</li>
<li>
<b>LG_GET</b> queries the LG values for a given generator.
</li>
<li>
<b>LG_MEMORY</b> stores the LG values for all generators.
</li>
<li>
<b>LG_SET</b> sets the LG values for a given generator.
</li>
<li>
<b>MULTMOD</b> carries out modular multiplication.
</li>
<li>
<b>R4_UNI_01</b> returns a uniform random real number in [0,1].
</li>
<li>
<b>R8_UNI_01</b> returns a uniform random double in [0,1].
</li>
<li>
<b>SET_INITIAL_SEED</b> resets the initial seed and state for all generators.
</li>
<li>
<b>SET_SEED</b> resets the initial seed and the state of generator G.
</li>
<li>
<b>TIMESTAMP</b> prints the current YMDHMS date as a time stamp.
</li>
</ul>
</p>
<p>
You can go up one level to <a href = "../cpp_src.html">
the C++ source codes</a>.
</p>
<hr>
<i>
Last revised on 05 August 2013.
</i>
<!-- John Burkardt -->
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</html>