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<html>
<head>
<title>
ZIGGURAT - Ziggurat Random Number Generator (RNG)
</title>
</head>
<body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055">
<h1 align = "center">
ZIGGURAT <br> Ziggurat Random Number Generator (RNG)
</h1>
<hr>
<p>
<b>ZIGGURAT</b>
is a C++ library which
generates random variates from the uniform, normal or
exponential distributions,
by Marsaglia and Tsang.
</p>
<p>
The uniform numbers are generated directly. The ziggurat method is used
to compute the normal and exponential values.
</p>
<p>
In the inline version, the underlying generators are implemented "inline",
invoking a function call only in exceptional cases. This results in
very fast execution.
</p>
<p>
In this implementation, the advantages of inline code are not used.
All the routines and inline functions are isolated in a separate file,
so that a user invokes them through the familiar library interface.
</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>ZIGGURAT</b> is available in
<a href = "../../c_src/ziggurat/ziggurat.html">a C version</a> and
<a href = "../../cpp_src/ziggurat/ziggurat.html">a C++ version</a> and
<a href = "../../f77_src/ziggurat/ziggurat.html">a FORTRAN77 version</a> and
<a href = "../../f_src/ziggurat/ziggurat.html">a FORTRAN90 version</a> and
<a href = "../../m_src/ziggurat/ziggurat.html">a MATLAB version</a>.
</p>
<h3 align = "center">
Related Data and Programs:
</h3>
<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/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/ihs/ihs.html">
IHS</a>,
a C++ library which
computes elements of an improved distributed Latin hypercube dataset.
</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
computes elements of a sequence of pseudorandom normally distributed values.
</p>
<p>
<a href = "../../c_src/rbox/rbox.html">
RBOX</a>,
a C program which
generates a set of points in a region, selected at random according to a given distribution.
</p>
<p>
<a href = "../../cpp_src/rnglib/rnglib.html">
RNGLIB</a>,
a C++ library which
implements a random number generator (RNG) with splitting facilities,
allowing multiple independent streams to be computed,
by L'Ecuyer and Cote.
</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
computes elements of uniform pseudorandom sequence.
</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_inline/ziggurat_inline.html">
ZIGGURAT_INLINE</a>,
a C++ library which
implements uniform, normal and exponential
random number generators (RNG's) using the ziggurat method,
by Marsaglia and Tsang.
In this version, the underlying generators are implemented
inline, for increased speed.
</p>
<p>
<a href = "../../cpp_src/ziggurat_openmp/ziggurat_openmp.html">
ZIGGURAT_OPENMP</a>,
a C++ program which
demonstrates how the ZIGGURAT library can be used to generate random numbers
in an OpenMP parallel program.
</p>
<h3 align = "center">
Author:
</h3>
<p>
George Marsaglia, Wai Wan Tsang.
</p>
<h3 align = "center">
Reference:
</h3>
<p>
<ol>
<li>
Philip Leong, Guanglie Zhang, Dong-U Lee, Wayne Luk, John Villasenor,<br>
A comment on the implementation of the ziggurat method,<br>
Journal of Statistical Software,<br>
Volume 12, Number 7, February 2005.
</li>
<li>
George Marsaglia, Wai Wan Tsang,<br>
The Ziggurat Method for Generating Random Variables,<br>
Journal of Statistical Software,<br>
Volume 5, Number 8, October 2000, seven pages.
</li>
</ol>
</p>
<h3 align = "center">
Source Code:
</h3>
<p>
<ul>
<li>
<a href = "ziggurat.cpp">ziggurat.cpp</a>, the source code.
</li>
<li>
<a href = "ziggurat.hpp">ziggurat.hpp</a>, the include file.
</li>
<li>
<a href = "ziggurat.sh">ziggurat.sh</a>,
commands to compile the source code.
</li>
</ul>
</p>
<h3 align = "center">
Examples and Tests:
</h3>
<p>
<ul>
<li>
<a href = "ziggurat_prb.cpp">ziggurat_prb.cpp</a>
a sample calling program.
</li>
<li>
<a href = "ziggurat_prb.sh">ziggurat_prb.sh</a>,
commands to compile and run the sample program.
</li>
<li>
<a href = "ziggurat_prb_output.txt">ziggurat_prb_output.txt</a>,
the output file.
</li>
</ul>
</p>
<h3 align = "center">
List of Routines:
</h3>
<p>
<ul>
<li>
<b>CONG_SEEDED</b> evaluates the CONG congruential random number generator.
</li>
<li>
<b>CPU_TIME</b> returns the current reading on the CPU clock.
</li>
<li>
<b>KISS_SEEDED</b> evaluates the KISS random number generator.
</li>
<li>
<b>MWC_SEEDED</b> evaluates the MWC multiply-with-carry random number generator.
</li>
<li>
<b>R4_EXP</b> returns an exponentially distributed single precision real value.
</li>
<li>
<b>R4_EXP_SETUP</b> sets data needed by R4_EXP.
</li>
<li>
<b>R4_NOR</b> returns a normally distributed single precision real value.
</li>
<li>
<b>R4_NOR_SETUP</b> sets data needed by R4_NOR.
</li>
<li>
<b>R4_UNI</b> returns a uniformly distributed real value.
</li>
<li>
<b>SHR3_SEEDED</b> evaluates the SHR3 generator for integers.
</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 18 October 2013.
</i>
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