Library of Routines for Random Number Generation
The bottom level routines provide 32 virtual random number
generators. Each generator can provide 1,048,576 blocks of numbers,
and each block is of length 1,073,741,824. Any generator can be set to
the beginning or end of the current block or to its starting
value. Packaging is provided so that if these capabilities are not
needed, there is a single generator with period 2.3 x 10^18.
Using this base, routines are provided that return random deviates
from the following distributions:
- Multivariate normal
- Non-central chi-squared
- Non-central F
- Univariate normal
- Random permutations
- Real uniform
- Negative Binomial
- Integer uniform
Also includes a translation of RANDLIB into Fortran 95 providing improved packaging.
Function and speed should be the same as the original.
RANDLIB also served as the basis for the Perl module
People interested in RANDLIB may also be interested in our
Adaptive Randomization software.
Contact: Barry W. Brown
Software developers: John Venier, Dan Serachitopol
Language: Fortran 77, Fortran 95, C