RngStreams - multiple independent streams of pseudo-random numbers

RngStreams is a C implementation of a high quality uniform random number generator that supports multiple "independent" streams of uniform 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).
(For other licenses for the RngStreams library please contact Pierre L'Ecuyer.)

January 2009,    Josef Leydold Research supported by FWF