RngStreams - multiple independent streams of pseudo-random numbers |
It has been written by Pierre L'Ecuyer and Richard
Simard
(see their
web site
for a C++ and a Java version and for more software).
This GNU-style package is compiled and maintained by
Josef Leydold
and released under the
GNU Public License (GPL).
RngStreams is a C implementation of a high quality uniform
random number generator that supports multiple "independent" streams
of uniform random numbers.
(For other licenses for the RngStreams library please contact Pierre L'Ecuyer.)
January 2009, Josef Leydold | Research supported by |