# Do NOT use for cryptographic purposes. Read Internet RFC1750.
file random/zufall.f
for uniform , gaussian, and poisson random number generation
alg lagged (-273,-607) Fibonacci; Box-Muller;
by W.P. Petersen, IPS, ETH Zuerich
lang Cray Fortran
file random/zufall.shar
for uniform , gaussian, and poisson random number generation
alg lagged (-273,-607) Fibonacci; Box-Muller;
by W.P. Petersen, IPS, ETH Zuerich
lang C
file random/2drwtest.f
for two-dimensional random walk test of pseudorandom numbers
by I. Vattulainen <vattulai@convex.csc.fi>
file random/nblocktest.f
for n-block test of pseudorandom numbers
by I. Vattulainen <vattulai@convex.csc.fi>
file random/acorrtiw.f
for 2-d Ising model and autocorrelation test of pseudorandom numbers
alg Wolff updating
by I. Vattulainen <vattulai@convex.csc.fi>
file random/ranlib.f.tar.gz
for random number generation from the distributions: beta, chi-square,
, exponential, F, gamma, multivariate normal, noncentral chi-square,
, noncentral F, univariate normal, uniform, binomial, negative binomial,
, multinomial, Poisson; also: random permutations of an integer array.
by Barry W. Brown, James Lovato, Kathy Russell <bwb@odin.mda.uth.tmc.edu>
alg (base) L'Ecuyer and Cote, ACM TOMS 17:98-111 (1991)
lang Fortran
file random/ranlib.c.tar.gz
for random number generation from the distributions: beta, chi-square,
, exponential, F, gamma, multivariate normal, noncentral chi-square,
, noncentral F, univariate normal, uniform, binomial, negative binomial,
, multinomial, Poisson; also: random permutations of an integer array.
by Barry W. Brown, James Lovato, Kathy Russell <bwb@odin.mda.uth.tmc.edu>
alg (base) L'Ecuyer and Cote, ACM TOMS 17:98-111 (1991)
lang C
file random/dcdflib.f.tar.gz
for cumulative distribution functions, inverses, and parameters for: beta,
, binomial, chi-square, noncentral chi-square, F, noncentral F, gamma,
, negative binomial, normal, Poisson, Student's t.
alg various TOMS algorithms and Abramowitz&Stegun; Bux Dekker zero-finding
by Barry W. Brown, James Lovato, Kathy Russell <bwb@odin.mda.uth.tmc.edu>
lang Fortran
file random/dcdflib.c.tar.gz
for cumulative distribution functions, inverses, and parameters for: beta,
, binomial, chi-square, noncentral chi-square, F, noncentral F, gamma,
, negative binomial, normal, Poisson, Student's t.
alg various TOMS algorithms and Abramowitz&Stegun; Bux Dekker zero-finding
by Barry W. Brown, James Lovato, Kathy Russell <bwb@odin.mda.uth.tmc.edu>
lang C
file random/sprng.tar.gz
for scalable parallel random number generation
by Ashok Srinivasan <ashoks@ncsa.uiuc.edu>
alg Fibonacci, congruential; multiple independent streams
lang C, Fortran, MPI
age research
file random/random.f90
for generation of random variables from many discrete and continuous distributions
by Alan Miller <amiller@bigpond.net.au>
lang Fortran 90
file random/ziggurat.f90
for generation of random numbers from the normal and exponential distributions
alg Marsaglia's ziggurat algorithm
by Alan Miller <amiller@bigpond.net.au>
lang Fortran 90
file random/amrandom.pas
for generation of random variables from many discrete and continuous distributions
by Glenn Crouch
lang Delphi Pascal
.
