rnglib, a MATLAB code which implements random number generators (RNG's) which can generate one or more streams of random numbers.
RNGLIB 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.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
rnglib is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
asa183, a MATLAB code which implements the Wichman-Hill random number generator (RNG).
faure, a MATLAB code which computes elements of a Faure quasirandom sequence.
halton, a MATLAB code which computes elements of a Halton quasirandom sequence.
hammersley, a MATLAB code which computes elements of a Hammersley quasirandom sequence.
matlab_random_test, MATLAB codes which illustrate the use of random number generator (RNG) functions.
niederreiter2, a MATLAB code which computes elements of a Niederreiter quasirandom sequence with base 2.
normal, a MATLAB code which implements random number generators (RNG's) for normally distributed values.
pdflib, a MATLAB code which evaluates Probability Density Functions (PDF's) and produces random samples from them, including beta, binomial, chi, exponential, gamma, inverse chi, inverse gamma, multinomial, normal, scaled inverse chi, and uniform.
random_sorted, a MATLAB code which generates vectors of random values which are already sorted.
ranlib, a MATLAB code 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.
rnglib, a MATLAB code which implements a random number generator (RNG) with splitting facilities, allowing multiple independent streams to be computed, by L'Ecuyer and Cote.
sobolL, a MATLAB code which computes elements of a Sobol quasirandom sequence.
uniform, a MATLAB code which implements random number generators (RNG's) for a variety of arithmetic types.
van_der_corput, a MATLAB code which computes elements of a van der Corput quasirandom sequence.
ziggurat, a MATLAB code which generates points from a uniform, normal or exponential distribution, using the ziggurat method.